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We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…

Probability · Mathematics 2008-08-22 Antonio Lijoi , Igor Prünster , Stephen G. Walker

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

High dimensional statistics deals with the challenge of extracting structured information from complex model settings. Compared with the growing number of frequentist methodologies, there are rather few theoretically optimal Bayes methods…

Statistics Theory · Mathematics 2018-08-21 Chao Gao , Aad W. van der Vaart , Harrison H. Zhou

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

We present a parametric deterministic formulation of Bayesian inverse problems with input parameter from infinite dimensional, separable Banach spaces. In this formulation, the forward problems are parametric, deterministic elliptic partial…

Analysis of PDEs · Mathematics 2015-05-27 Ch. Schwab , A. M. Stuart

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

Methodology · Statistics 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

The predictive Bayesian view involves eliciting a sequence of one-step-ahead predictive distributions in lieu of specifying a likelihood function and prior distribution. Recent methods have leveraged predictive distributions which are…

Methodology · Statistics 2025-07-25 Yiu Yin Yung , Stephen M. S. Lee , Edwin Fong

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…

Methodology · Statistics 2012-05-02 David R. Bickel

Prior distributions elicited for modelling the natural fluctuations or the uncertainty on parameters of Bayesian fishery population models, can be chosen among a vast range of statistical laws. Since the statistical framework is defined by…

Statistics Theory · Mathematics 2010-10-12 Nicolas Bousquet

In this paper we leverage on probability over Riemannian manifolds to rethink the interpretation of priors and posteriors in Bayesian inference. The main mindshift is to move away from the idea that "a prior distribution establishes a…

Statistics Theory · Mathematics 2021-06-03 Jesus Cerquides