Related papers: BAT - The Bayesian Analysis Toolkit
We present the Solar Bayesian Analysis Toolkit (SoBAT) which is a new easy to use tool for Bayesian analysis of observational data, including parameter inference and model comparison. SoBAT is aimed (but not limited) to be used for the…
While Robert and Rousseau (2010) addressed the foundational aspects of Bayesian analysis, the current chapter details its practical aspects through a review of the computational methods available for approximating Bayesian procedures.…
Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in…
Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…
A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…
This paper proposes Bayesian Adaptive Trials (BAT) as both an efficient method to conduct trials and a unifying framework for evaluation social policy interventions, addressing limitations inherent in traditional methods such as Randomized…
The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…
This paper introduces and reviews some of the principles and methods used in Bayesian reliability. It specifically discusses methods used in the analysis of success/no-success data and then reminds the reader of a simple Monte Carlo…
Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…
We develop a Bayesian "sum-of-trees" model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples…
As the technology for building knowledge based systems has matured, important lessons have been learned about the relationship between the architecture of a system and the nature of the problems it is intended to solve. We are implementing…
We present an introduction to some concepts of Bayesian data analysis in the context of atomic physics. Starting from basic rules of probability, we present the Bayes' theorem and its applications. In particular we discuss about how to…
Bayesian Additive Regression Trees (BART) are a powerful ensemble learning technique for modeling nonlinear regression functions. Although initially BART was proposed for predicting only continuous and binary response variables, over the…
Bayesian additive regression trees have seen increased interest in recent years due to their ability to combine machine learning techniques with principled uncertainty quantification. The Bayesian backfitting algorithm used to fit BART…
Data transformations are essential for broad applicability of parametric regression models. However, for Bayesian analysis, joint inference of the transformation and model parameters typically involves restrictive parametric transformations…
Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…
Approximate Bayesian computation (ABC) is an approach for sampling from an approximate posterior distribution in the presence of a computationally intractable likelihood function. A common implementation is based on simulating model,…
The Bergm package provides a comprehensive framework for Bayesian inference using Markov chain Monte Carlo (MCMC) algorithms. It can also supply graphical Bayesian goodness-of-fit procedures that address the issue of model adequacy. The…
We present a new package in R implementing Bayesian additive regression trees (BART). The package introduces many new features for data analysis using BART such as variable selection, interaction detection, model diagnostic plots,…
In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be…