Related papers: Introduction
What is Statistics? Opinions vary. In fact, there is a continuous spectrum of attitudes toward statistics ranging from pure theoreticians, proving asymptotic efficiency and searching for most powerful tests, to wild practitioners, blindly…
We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…
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…
A common concern with Bayesian methodology in scientific contexts is that inferences can be heavily influenced by subjective biases. As presented here, there are two types of bias for some quantity of interest: bias against and bias in…
Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…
To investigate intervention effects on rare events, meta-analysis techniques are commonly applied in order to assess the accumulated evidence. When it comes to adverse effects in clinical trials, these are often most adequately handled…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…
Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…
Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…
A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…
This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…
Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and…
We review the iid2022 workshop on statistical methods for X-ray and $\gamma$-ray astronomy and high--energy astrophysics event data in astronomy, held in Guntersville, AL, on Nov. 15-18 2022. New methods for faint source detection, spatial…
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…
In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…
This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte…
Many circumstances of practical importance have performance or success metrics which exist implicitly---in the eye of the beholder, so to speak. Tuning aspects of such problems requires working without defined metrics and only considering…