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Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…

Methodology · Statistics 2018-06-29 Matthew R. Williams , Terrance D. Savitsky

Analyzing decision problems under uncertainty commonly relies on idealizing assumptions about the describability of the world, with the most prominent examples being the closed world and the small world assumption. Most assumptions are…

Methodology · Statistics 2025-12-08 Christoph Jansen , Georg Schollmeyer , Thomas Augustin , Julian Rodemann

It is commonly-accepted wisdom that more information is better, and that information should never be ignored. Here we argue, using both a Bayesian and a non-Bayesian analysis, that in some situations you are better off ignoring information…

Artificial Intelligence · Computer Science 2007-05-23 Peter D. Grunwald , Joseph Y. Halpern

It is commonly-accepted wisdom that more information is better, and that information should never be ignored. Here we argue, using both a Bayesian and a non-Bayesian analysis, that in some situations you are better off ignoring information…

Artificial Intelligence · Computer Science 2014-07-29 Peter D. Grunwald , Joseph Y. Halpern

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Recently maximum pseudo-likelihood (MPL) inference method has been successfully applied to statistical physics models with intractable likelihoods. We use information theory to derive a relation between the pseudo-likelihood and likelihood…

Disordered Systems and Neural Networks · Physics 2015-06-18 Alexander Mozeika , Onur Dikmen , Joonas Piili

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Preferential sampling has attracted considerable attention in geostatistics since the pioneering work of Diggle et al. (2010). A variety of likelihood-based approaches have been developed to correct estimation bias by explicitly modelling…

Methodology · Statistics 2025-11-06 Changqing Lu , Ganggang Xu , Junho Yang , Yongtao Guan

For binary experimental data, we discuss randomization-based inferential procedures that do not need to invoke any modeling assumptions. We also introduce methods for likelihood and Bayesian inference based solely on the physical…

Methodology · Statistics 2017-05-25 Peng Ding , Luke W. Miratrix

Noninformative uniform priors are staples of Bayesian inference, especially in Bayesian machine learning. This study challenges the assumption that they are optimal and their use in Bayesian inference yields optimal outcomes. Instead of…

Machine Learning · Computer Science 2021-01-05 Ozan Kaan Kayaalp

Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

Methodology · Statistics 2023-05-11 David T. Frazier , Christopher Drovandi , David J. Nott

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

Methodology · Statistics 2025-08-14 Yilin Chen , Pengfei Li , J. N. K. Rao , Changbao Wu

The Dirichlet process (DP) is one of the most popular Bayesian nonparametric models. An open problem with the DP is how to choose its infinite dimensional parameter (base measure) in case of lack of prior information. In this work we…

Statistics Theory · Mathematics 2014-02-21 Alessio Benavoli , Francesca Mangili , Fabrizio Ruggeri , Marco Zaffalon

The ability to calculate precise likelihood ratios is fundamental to many STEM areas, such as decision-making theory, biomedical science, and engineering. However, there is no assumption-free statistical methodology to achieve this. For…

Statistics Theory · Mathematics 2018-06-19 Rachael L. Bond , Yang-Hui He , Thomas C. Ormerod

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…

Methodology · Statistics 2022-10-27 Douglas Mateus da Silva , Dani Gamerman

We defend a new theory of statistical evidence, which we call Robust Bayesianism (RB). We prove that, under widely accepted assumptions, RB entails the law of likelihood [Royall, 1997], the likelihood principle [Berger and Wolpert, 1988],…

Statistics Theory · Mathematics 2022-10-18 Conor Mayo-Wilson , Aditya Saraf