Related papers: Bayesian inference for Gibbs random fields using c…
I review the classical theory of likelihood based inference and consider how it is being extended and developed for use in complex models and sampling schemes.
Statistical modeling is a key component in the extraction of physical results from lattice field theory calculations. Although the general models used are often strongly motivated by physics, many model variations can frequently be…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…
In many applications of the probabilistic method, one looks to study phenomena that occur ``with high probability''. More recently however, in an attempt to understand some of the most fundamental problems in combinatorics, researchers have…
The law of likelihood underlies a general framework, known as the likelihood paradigm, for representing and interpreting statistical evidence. As stated, the law applies only to simple hypotheses, and there have been reservations about…
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…
The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to…
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…
The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…
Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…
Approximate Bayesian Computation (ABC) is a statistical learning technique to calibrate and select models by comparing observed data to simulated data. This technique bypasses the use of the likelihood and requires only the ability to…
We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…
Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…
We study approximation methods for a large class of mixed models with a probit link function that includes mixed versions of the binomial model, the multinomial model, and generalized survival models. The class of models is special because…
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…
Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…
The timing of radio pulsars in binary systems provides a superb testing ground of general relativity. Here we propose a Bayesian approach to carry out these tests, and a relevant efficient numerical implementation, that has several…
Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…