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In this present work, we discuss the Bayesian inference for the bivariate pseudo-exponential distribution. Initially, we assume independent gamma priors and then pseudo-gamma priors for the pseudo-exponential parameters. We are primarily…

Methodology · Statistics 2023-06-27 Banoth Veeranna

This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…

Instrumentation and Methods for Astrophysics · Physics 2025-05-26 Eric Thrane , Colm Talbot

Power and sample size analysis comprises a critical component of clinical trial study design. There is an extensive collection of methods addressing this problem from diverse perspectives. The Bayesian paradigm, in particular, has attracted…

Methodology · Statistics 2021-12-08 Jane Pan , Sudipto Banerjee

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

We wish to contribute to the discussion of "Comparing Consensus Monte Carlo Strategies for Distributed Bayesian Computation" by offering our views on the current best methods for Bayesian computation, both at big-data scale and with smaller…

Computation · Statistics 2017-12-15 David Draper , Alexander Terenin

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

This textbook provides a systematic treatment of statistical machine learning for astronomical research through the lens of Bayesian inference, developing a unified framework that reveals connections between modern data analysis techniques…

Instrumentation and Methods for Astrophysics · Physics 2025-06-17 Yuan-Sen Ting

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation · Statistics 2015-05-12 Peter J. Green , Krzysztof Łatuszyński , Marcelo Pereyra , Christian P. Robert

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

The Bayesian statistical paradigm uses the language of probability to express uncertainty about the phenomena that generate observed data. Probability distributions thus characterize Bayesian analysis, with the rules of probability used to…

Computation · Statistics 2020-12-08 Gael M. Martin , David T. Frazier , Christian P. Robert

In the last two decades, Bayesian inference has become commonplace in astronomy. At the same time, the choice of algorithms, terminology, notation, and interpretation of Bayesian inference varies from one sub-field of astronomy to the next,…

There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and…

Machine Learning · Statistics 2015-06-26 Colin H. LaMont , Paul A. Wiggins

This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…

Methodology · Statistics 2026-01-16 Paramahansa Pramanik , Arnab Kumar Maity , Anjan Mandal , Haley Kate Robinson

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to thank the reviewers and many of our colleagues who helped…

Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…

Artificial Intelligence · Computer Science 2010-11-08 Jianguo Ding

Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…

High Energy Physics - Lattice · Physics 2024-01-02 Julien Frison
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