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A results of numerical procedure for construction of confidence intervals for parameter of Poisson distribution for signal in the presence of background which has Poisson distribution with known value of parameter are presented. It is shown…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov

We investigate the frequentist coverage of Bayesian credible sets in a nonparametric setting. We consider a scale of priors of varying regularity and choose the regularity by an empirical Bayes method. Next we consider a central set of…

Statistics Theory · Mathematics 2016-08-11 Botond Szabó , A. W. van der Vaart , J. H. van Zanten

Until recently, uncertainty quantification in low energy nuclear theory was typically performed using frequentist approaches. However in the last few years, the field has shifted toward Bayesian statistics for evaluating confidence…

Nuclear Theory · Physics 2019-07-24 G. B. King , A. E. Lovell , L. Neufcourt , F. M. Nunes

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…

Statistics Theory · Mathematics 2019-03-06 Michael Evans , Yang Guo

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

While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such upper limits may be derived via a frequentist or Bayesian approach; the theoretical…

Data Analysis, Statistics and Probability · Physics 2015-03-19 Christian Röver , Chris Messenger , Reinhard Prix

For estimating a lower bounded parametric function in the framework of Marchand and Strawderman (2006), we provide through a unified approach a class of Bayesian confidence intervals with credibility $1-\alpha$ and frequentist coverage…

Statistics Theory · Mathematics 2012-12-21 Eric Marchand , William E. Strawderman

There has been significant progress in Bayesian inference based on sparsity-inducing (e.g., spike-and-slab and horseshoe-type) priors for high-dimensional regression models. The resulting posteriors, however, in general do not possess…

Econometrics · Economics 2025-12-11 Qihui Chen , Zheng Fang , Ruixuan Liu

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

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

Using a collection of simulated an real benchmarks, we compare Bayesian and frequentist regularization approaches under a low informative constraint when the number of variables is almost equal to the number of observations on simulated and…

Methodology · Statistics 2015-03-17 Gilles Celeux , Mohammed El Anbari , Jean-Michel Marin , Christian P. Robert

When performing Bayesian inference, we frequently need to work with conditional probability densities. For example, the posterior function is the conditional density of the parameters given the data. Some might worry that conditional…

Methodology · Statistics 2026-03-31 Alex Yan , Cathal Mills , Augustin Marignier , Younjung Kim , Ben Lambert

Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…

Methodology · Statistics 2026-01-21 Stavros Nikolakopoulos , Björn Alfons Edmar , Ioannis Ntzoufras

Due to their great flexibility, nonparametric Bayes methods have proven to be a valuable tool for discovering complicated patterns in data. The term "nonparametric Bayes" suggests that these methods inherit model-free operating…

Methodology · Statistics 2013-04-15 Peter D. Hoff

A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any…

Computation · Statistics 2013-08-30 P. Menendez , Y. Fan , P. H. Garthwaite , S. A. Sisson

The recent article `Satellite conjunction analysis and the false confidence theorem' (Balch, Martin, and Ferson, 2019, Proceedings of the Royal Society, Series A) points to certain difficulties with Bayesian analysis when used for models…

Statistics Theory · Mathematics 2026-02-26 Céline Cunen , Nils Lid Hjort , Tore Schweder

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

We study the frequentist properties of confidence intervals computed by the method known to statisticians as the Profile Likelihood. It is seen that the coverage of these intervals is surprisingly good over a wide range of possible…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Wolfgang A. Rolke , Angel M. Lopez , Jan Conrad

When combining apparently inconsistent experimental results, one often implements errors on errors. The Particle Data Group's phenomenological prescription offers a practical solution but lacks a firm theoretical foundation. To address…

High Energy Physics - Phenomenology · Physics 2025-08-22 Satoshi Mishima , Kin-ya Oda

In the frequentist program, inferential methods with exact control on error rates are a primary focus. The standard approach, however, is to rely on asymptotic approximations, which may not be suitable. This paper presents a general…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin