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We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Machine Learning · Computer Science 2022-01-03 Raul Astudillo , Peter I. Frazier

Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…

Methodology · Statistics 2019-02-11 Sara Wade , Zoubin Ghahramani

Joint detection and estimation refers to deciding between two or more hypotheses and, depending on the test outcome, simultaneously estimating the unknown parameters of the underlying distribution. This problem is investigated in a…

Signal Processing · Electrical Eng. & Systems 2019-04-19 Dominik Reinhard , Michael Fauss , Abdelhak M. Zoubir

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

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…

Methodology · Statistics 2024-06-10 Carsten H. Botts

Bayesian inference is an effective approach for solving statistical learning problems especially with uncertainty and incompleteness. However, inference efficiencies are physically limited by the bottlenecks of conventional computing…

Emerging Technologies · Computer Science 2017-11-06 Xiaotao Jia , Jianlei Yang , Zhaohao Wang , Yiran Chen , Hai , Li , Weisheng Zhao

Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in…

Methodology · Statistics 2024-10-22 Shunichiro Orihara , Tomotaka Momozaki

Combining data has become an indispensable tool for managing the current diversity and abundance of data. But, as data complexity and data volume swell, the computational demands of previously proposed models for combining data escalate…

Methodology · Statistics 2024-06-13 Mario Figueira , David Conesa , Antonio López-Quílez , Iosu Paradinas

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it possible to use the data to find high-probability samples at…

Computation · Statistics 2015-06-02 Alexandre J. Chorin , Fei Lu , Robert N. Miller , Matthias Morzfeld , Xuemin Tu

Process mining is a technique that performs an automatic analysis of business processes from a log of events with the promise of understanding how processes are executed in an organisation. Several models have been proposed to address this…

Artificial Intelligence · Computer Science 2015-03-26 Catarina Moreira

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

In this paper, we show how a complete and exact Bayesian analysis of a parametric mixture model is possible in some cases when components of the mixture are taken from exponential families and when conjugate priors are used. This restricted…

Computation · Statistics 2010-11-01 Christian P. Robert , Kerrie L. Mengersen

Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…

Computation · Statistics 2018-12-11 Thomas J. Faulkenberry

Classifier combination methods need to make best use of the outputs of multiple, imperfect classifiers to enable higher accuracy classifications. In many situations, such as when human decisions need to be combined, the base decisions can…

Statistics Theory · Mathematics 2012-06-11 Edwin Simpson , Stephen Roberts , Ioannis Psorakis , Arfon Smith

Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…

Applications · Statistics 2024-06-18 Joe Marion , Liz Lorenzi , Cora Allen-Savietta , Scott Berry , Kert Viele

Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring…

Econometrics · Economics 2026-01-01 Yan Chen , Lihua Lei

In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

Bayesian design of experiments and sample size calculations usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power therefore often lack closed-form or…

Methodology · Statistics 2025-02-06 Riko Kelter , Samuel Pawel
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