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This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

We present a Bayesian algorithm to combine optical imaging of unresolved objects from distinct epochs and observation platforms for orbit determination and tracking. By propagating the non-Gaussian uncertainties we are able to optimally…

Instrumentation and Methods for Astrophysics · Physics 2016-09-26 Michael D. Schneider , William A. Dawson

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…

Methodology · Statistics 2021-05-18 David Issa Mattos , Jan Bosch , Helena Holmström Olsson

Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-28 J. Pohlodek , H. Alsmeier , B. Morabito , C. Schlauch , A. Savchenko , R. Findeisen

It is common practice to combine deep neural networks into ensembles. These deep ensembles can benefit from the cancellation of errors effect: Errors by ensemble members may average out, leading to better generalization performance than…

Machine Learning · Computer Science 2025-01-07 Nick Hauptvogel , Christian Igel

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory,…

Machine Learning · Statistics 2026-02-10 Yan Shuo Tan , Omer Ronen , Theo Saarinen , Bin Yu

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a…

Machine Learning · Computer Science 2019-11-06 Yuhao Su , Jie Ding

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

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Bayesian predictive synthesis provides a coherent Bayesian framework for combining multiple predictive distributions, or agents, into a single updated prediction, extending Bayesian model averaging to allow general pooling of full…

Statistics Theory · Mathematics 2025-12-23 Marios Papamichalis , Regina Ruane

Synthetic control methods have gained popularity among causal studies with observational data, particularly when estimating the impacts of the interventions that are implemented to a small number of large units. Implementing the synthetic…

Methodology · Statistics 2020-05-29 Gyuhyeong Goh , Jisang Yu

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Imbalanced data, where the positive samples represent only a small proportion compared to the negative samples, makes it challenging for classification problems to balance the false positive and false negative rates. A common approach to…

Machine Learning · Statistics 2026-02-17 Pengfei Lyu , Zhengchi Ma , Linjun Zhang , Anru R. Zhang

Clinical prediction models provide a prediction (e.g., estimated risk) for each individual, typically expressed as a point estimate derived from a deterministic function such as a logistic regression equation. Such 'plug-in' predictions…

Methodology · Statistics 2026-05-20 Mohsen Sadatsafavi , Richard D. Riley

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott

In many fields of application, dynamic processes that evolve through time are well described by systems of ordinary differential equations (ODEs). The analytical solution of the ODEs is often not available and different methods have been…

Methodology · Statistics 2017-07-19 Saverio Ranciati , Cinzia Viroli , Ernst Wit