Related papers: Application of Bayesian Methods for Age-dependent …
In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…
Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…
Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…
Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…
Weighted Updating generalizes Bayesian updating, allowing for biased beliefs by weighting the likelihood function and prior distribution with positive real exponents. I provide a rigorous foundation for the model by showing that…
Assessing and predicting the complex concept of software quality is still challenging in practice as well as research. Activity-based quality models break down this complex con- cept into more concrete definitions, more precisely facts…
We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…
A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…
In recent years, bankruptcy forecasting has gained lot of attention from researchers as well as practitioners in the field of financial risk management. For bankruptcy prediction, various approaches proposed in the past and currently in…
Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…
We propose the first Bayesian methods for detecting change points in high-dimensional mean and covariance structures. These methods are constructed using pairwise Bayes factors, leveraging modularization to identify significant changes in…
Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…
We investigate two empirical Bayes methods and a hierarchical Bayes method for adapting the scale of a Gaussian process prior in a nonparametric regression model. We show that all methods lead to a posterior contraction rate that adapts to…
Bayesian inference is on the rise, partly because it allows researchers to quantify parameter uncertainty, evaluate evidence for competing hypotheses, incorporate model ambiguity, and seamlessly update knowledge as information accumulates.…
The causal Bayesian approach is based on the assumption that effects (e.g., symptoms) that are not conditionally independent with respect to some causal agent (e.g., a disease) are conditionally independent with respect to some intermediate…
Meta-analysis is widely used to integrate results from multiple experiments to obtain generalized insights. Since meta-analysis datasets are often heteroscedastic due to varying subgroups and temporal heterogeneity arising from experiments…
Frequentist (classical) and the Bayesian approaches to the construction of confidence limits are compared. Various examples which illustrate specific problems are presented. The Likelihood Principle and the Stopping Rule Paradox are…
Contemporary machine learning methods will try to approach the Bayes error, as it is the lowest possible error any model can achieve. This paper postulates that any decision is composed of not one but two Bayesian decisions and that…
This paper characterizes the conditions under which the observed beliefs of a group of agents are consistent with Bayesian updating. Beliefs are consistent with Bayesianism if they arise from the application of Bayes' rule given some…
Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…