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Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2022-09-13 Martin Jankowiak

Over the past two decades, shrinkage priors have become increasingly popular, and many proposals can be found in the literature. These priors aim to shrink small effects to zero while maintaining true large effects. Horseshoe-type priors…

Statistics Theory · Mathematics 2025-01-14 Maria De Iorio , Andreas Heinecke , Beatrice Franzolini , Rafael Cabral

We develop singular value shrinkage priors for the mean matrix parameters in the matrix-variate normal model with known covariance matrices. Our priors are superharmonic and put more weight on matrices with smaller singular values. They are…

Statistics Theory · Mathematics 2021-04-05 Takeru Matsuda , Fumiyasu Komaki

In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models…

Methodology · Statistics 2015-03-25 Tsuyoshi Kunihama , David B. Dunson

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Empirical Bayes methods are widely used for large-scale inference, yet most classical approaches assume homoscedastic observations and focus primarily on posterior mean estimation. We develop a nonparametric empirical Bayes framework for…

Methodology · Statistics 2026-04-24 Zhigen Zhao , Shonosuke Sugaasawa

In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…

Statistics Theory · Mathematics 2009-08-21 Thanh Mai Pham Ngoc

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

We present new methods for mapping the curl-free (E-mode) and divergence-free (B-mode) components of spin 2 signals using spin directional wavelets. Our methods are equally applicable to measurements of the polarisation of the cosmic…

Cosmology and Nongalactic Astrophysics · Physics 2017-03-02 Boris Leistedt , Jason D. McEwen , Martin Büttner , Hiranya V. Peiris

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…

Statistics Theory · Mathematics 2013-02-01 Frank van der Meulen , Harry van Zanten

We present results from a detailed analysis of theoretical and observed light curves of classical Cepheid variables in the Galaxy and the Magellanic Clouds. Theoretical light curves of Cepheid variables are based on non-linear convective…

Astrophysics of Galaxies · Physics 2019-09-04 A. Bhardwaj , S. M. Kanbur , M. Marconi , H. P. Singh , M. Rejkuba , C. -C. Ngeow

In this paper, we consider Bayesian variable selection problem of linear regression model with global-local shrinkage priors on the regression coefficients. We propose a variable selection procedure that select a variable if the ratio of…

Methodology · Statistics 2016-05-26 Xueying Tang , Xiaofan Xu , Malay Ghosh , Prasenjit Ghosh

We investigate Bayesian non-parametric inference of the $\Lambda$-measure of $\Lambda$-coalescent processes with recurrent mutation, parametrised by probability measures on the unit interval. We give verifiable criteria on the prior for…

Methodology · Statistics 2019-08-13 Jere Koskela , Paul A. Jenkins , Dario Spanò

Fitting the multi-wavelength spectral energy distributions (SEDs) of galaxies is a widely used technique to extract information about the physical properties of galaxies. However, a major difficulty lies in the numerous uncertainties…

Astrophysics of Galaxies · Physics 2020-06-17 Yunkun Han , Zhanwen Han , Lulu Fan

In this paper we propose a wavelet-based methodology for estimation and variable selection in partially linear models. The inference is conducted in the wavelet domain, which provides a sparse and localized decomposition appropriate for…

Methodology · Statistics 2016-09-26 Norbert Remenyi

It is a recurrent issue in astronomical data analysis that observations are unevenly sampled or incomplete maps with missing patches or intentionaly masked parts. In addition, many astrophysical emissions are non stationary processes over…

Astrophysics · Physics 2016-02-17 Y. Moudden , J. -F. Cardoso , J. -L. Starck , J. Delabrouille

We use parameterized post-Friedmann (PPF) description for dark energy and apply ellipsoidal nested sampling to perform the Bayesian model selection method on different time-dependent dark energy models using a combination of $Planck$ and…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-13 Mohsen Khorasani , Moein Mosleh , Ahmad Sheykhi

Stellar photometric variability and instrumental effects, like cosmic ray hits, data discontinuities, data leaks, instrument aging etc. cause difficulties in the characterization of exoplanets and have an impact on the accuracy and…

Earth and Planetary Astrophysics · Physics 2023-07-12 Sz. Csizmadia , A. M. S. Smith , J. Cabrera , P. Klagyivik , A. Chaushev , K. W. F. Lam

We use Daubechies' orthonormal compact wavelets as a variational basis for the $XY$ model in two and three dimensions. Assuming that the fluctuations of the wavelet coefficients are Gaussian and uncorrelated, minimization of the free energy…

High Energy Physics - Lattice · Physics 2009-10-22 C. Best , A. Schaefer
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