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Count data appears in various disciplines. In this work, a new method to analyze time series count data has been proposed. The method assumes exponentially decaying covariance structure, a special class of the Mat\'ern covariance function,…

Methodology · Statistics 2021-02-19 Soudeep Deb

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper

In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…

Statistics Theory · Mathematics 2013-12-31 Delphine Blanke , Denis Bosq

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

A modelling framework, based on the theory of signal processing, for characterising the dynamics of systems driven by the unravelling of information is outlined, and is applied to describe the process of decision making. The model input of…

Theoretical Economics · Economics 2022-04-14 Dorje C. Brody

Image noise can often be accurately fitted to a Poisson-Gaussian distribution. However, estimating the distribution parameters from a noisy image only is a challenging task. Here, we study the case when paired noisy and noise-free samples…

Computer Vision and Pattern Recognition · Computer Science 2022-12-29 Nicolas Bähler , Majed El Helou , Étienne Objois , Kaan Okumuş , Sabine Süsstrunk

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

We discuss the detection of gravitational-wave backgrounds in the context of Bayesian inference and suggest a practical definition of what it means for a signal to be considered stochastic---namely, that the Bayesian evidence favors a…

General Relativity and Quantum Cosmology · Physics 2015-08-12 Neil J. Cornish , Joseph D. Romano

This work presents a review of the Standard Model sources of backgrounds to the search of supersymmetry signals. Depending on the specific model, typical signals may include jets, leptons, and missing transverse energy due to the escaping…

High Energy Physics - Phenomenology · Physics 2009-02-18 Michelangelo L. Mangano

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman

Unexpected structure in images of astronomical sources often presents itself upon visual inspection of the image, but such apparent structure may either correspond to true features in the source or be due to noise in the data. This paper…

Instrumentation and Methods for Astrophysics · Physics 2016-02-19 Nathan M. Stein , David A. van Dyk , Vinay L. Kashyap , Aneta Siemiginowska

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Mixture models are a standard tool in statistical analyses, widely used for density modeling and model-based clustering. In this work, we propose a Bayesian mixture model with repulsion between mixture components. Such repulsion helps…

Methodology · Statistics 2026-02-24 Hanxi Sun , Boqian Zhang , Minhyeok Kim , Vinayak Rao

Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…

Signal Processing · Electrical Eng. & Systems 2023-04-25 Nir Shlezinger , Tirza Routtenberg

The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…

Data Analysis, Statistics and Probability · Physics 2012-08-28 Diego Casadei

An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…

Astrophysics · Physics 2007-05-23 Juergen Prahl

In this paper we provide general conditions to check on the model and the prior to derive posterior concentration rates for data-dependent priors (or empirical Bayes approaches). We aim at providing conditions that are close to the…

Statistics Theory · Mathematics 2014-06-18 Sophie Donnet , Vincent Rivoirard , Judith Rousseau , Catia Scricciolo

The repeated presentation of an identical visual stimulus in the receptive field of a neuron may evoke different spiking patterns at each trial. Probabilistic methods are essential to understand the functional role of this variance within…

Neurons and Cognition · Quantitative Biology 2016-11-15 Wahiba Taouali , Giacomo Benvenuti , Pascal Wallisch , Frédéric Chavane , Laurent Perrinet

The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This paper presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed…

Methodology · Statistics 2011-11-09 Nial Friel , Jason Wyse