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Reference analysis produces objective Bayesian inference, in the sense that inferential statements depend only on the assumed model and the available data, and the prior distribution used to make an inference is least informative in a…

Statistics Theory · Mathematics 2009-04-02 James O. Berger , José M. Bernardo , Dongchu Sun

We propose an analytical solution to the on-off problem within the framework of Bayesian statistics. Both the statistical significance for the discovery of new phenomena and credible intervals on model parameters are presented in a…

Instrumentation and Methods for Astrophysics · Physics 2016-04-20 Dalibor Nosek , Jana Nosková

We present a method for obtaining unbiased signal estimates in the presence of a significant unknown background, eliminating the need for a parametric model for the background itself. Our approach is based on a minimal set of conditions for…

Instrumentation and Methods for Astrophysics · Physics 2024-03-26 Johannes Diehl , Jakob Knollmüller , Oliver Schulz

We consider the problem of hypothesis testing in the situation where the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of different tests when…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Yury Kutoyants , Lin Yang

Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…

Methodology · Statistics 2019-04-29 Mevin B. Hooten , Devin S. Johnson , Brian M. Brost

To refine formal methods for concurrent systems, there are several ways of enriching classical operational semantics of process calculi. One can enable the auditing and undoing of past synchronisations thanks to communication keys, thus…

Logic in Computer Science · Computer Science 2024-10-22 Clément Aubert , Iain Phillips , Irek Ulidowski

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

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

A general random effects model is proposed that allows for continuous as well as discrete distributions of the responses. Responses can be unrestricted continuous, bounded continuous, binary, ordered categorical or given in the form of…

Methodology · Statistics 2024-04-30 Gerhard Tutz

Bayesian analysis has become an indispensable tool across many different cosmological fields including the study of gravitational waves, the Cosmic Microwave Background and the 21-cm signal from the Cosmic Dawn among other phenomena. The…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Harry T. J. Bevins , William J. Handley , Pablo Lemos , Peter H. Sims , Eloy de Lera Acedo , Anastasia Fialkov , Justin Alsing

Background treatment is crucial to extract physics from precision experiments. In this paper, we introduce a novel method to assign each event a signal probability. This could then be used to weight the event's contribution to the…

High Energy Physics - Experiment · Physics 2014-01-28 Yadi Wang , Beijiang Liu , Xiaoyan Shen , Ziping Zhang

The quality of requirements specifications may impact subsequent, dependent software engineering (SE) activities. However, empirical evidence of this impact remains scarce and too often superficial as studies abstract from the phenomena…

Software Engineering · Computer Science 2024-02-19 Julian Frattini , Davide Fucci , Richard Torkar , Daniel Mendez

We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…

Data Analysis, Statistics and Probability · Physics 2015-05-20 A. V. Lokhov , F. V. Tkachov

In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…

Machine Learning · Computer Science 2019-11-15 Jonathan Baxter

This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…

Instrumentation and Detectors · Physics 2024-03-20 Guillaume Manificat , Salima Helali , Patrick Bouisset

Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even when other measures of model fit or forecasting ability…

Statistics Theory · Mathematics 2020-03-10 Oscar Oelrich , Shutong Ding , Måns Magnusson , Aki Vehtari , Mattias Villani

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

Machine Learning · Computer Science 2012-06-22 Changyou Chen , Nan Ding , Wray Buntine

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…

Applications · Statistics 2016-08-14 Mária Süveges , Anthony C. Davison