English
Related papers

Related papers: Informative Bayesian inference for the skew-normal…

200 papers

Informed Markov chain Monte Carlo (MCMC) methods have been proposed as scalable solutions to Bayesian posterior computation on high-dimensional discrete state spaces, but theoretical results about their convergence behavior in general…

Computation · Statistics 2022-02-01 Quan Zhou , Aaron Smith

The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and K-square distributions. They also give exact inferences for simple and multiple…

Methodology · Statistics 2020-07-17 Jacques Poitevineau , Bruno Lecoutre

Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…

Methodology · Statistics 2018-12-10 Bochao Jia , Faming Liang , the TEDDY Study Group

Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of…

Statistics Theory · Mathematics 2008-12-18 James O. Berger , Dongchu Sun

While mixtures of Gaussian distributions have been studied for more than a century (Pearson, 1894), the construction of a reference Bayesian analysis of those models still remains unsolved, with a general prohibition of the usage of…

Methodology · Statistics 2017-08-01 Kaniav Kamary , Jeong Eun Lee , Christian P. Robert

Bayesian computational strategies for inference can be inefficient in approximating the posterior distribution in models that exhibit some form of periodicity. This is because the probability mass of the marginal posterior distribution of…

Machine Learning · Statistics 2025-12-01 Javier Lopez-Santiago , Luca Martino , Joaquin Miguez , Gonzalo Vazquez-Vilar

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Youden's index cutoff is a classifier mapping a patient's diagnostic test outcome and available covariate information to a diagnostic category. Typically the cutoff is estimated indirectly by first modeling the conditional distributions of…

Methodology · Statistics 2021-09-06 Nicholas Syring

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

We propose an objective non-local prior for testing symmetry against skew-symmetric alternatives. The prior is derived through a formal construction rule by assigning a uniform distribution to a discrepancy-based measure of the shape…

Methodology · Statistics 2026-03-10 F. J. Rubio

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain…

Machine Learning · Computer Science 2012-07-02 Frank Wood , Thomas Griffiths , Zoubin Ghahramani

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

The notion of confidence distributions is applied to inference about the parameter in a simple autoregressive model, allowing the parameter to take the value one. This makes it possible to compare to asymptotic approximations in both the…

Methodology · Statistics 2023-03-28 Rolf Larsson

Prior parameter distributions provide an elegant way to represent prior expert and world knowledge for informed learning. Previous work has shown that using such informative priors to regularize probabilistic deep learning (DL) models…

Machine Learning · Computer Science 2024-11-06 Christian Schlauch , Christian Wirth , Nadja Klein

This paper provides bayesian analysis of singular Marshall-Olkin bivariate Pareto distribution. We consider three parameter singular Marshall-Olkin bivariate Pareto distribution. We consider two types of prior - reference prior and gamma…

Methodology · Statistics 2017-10-03 Biplab Paul , Arabin Kumar Dey , Sanku Dey , Debasis Kundu

We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…

Statistics Theory · Mathematics 2014-07-28 Naveen Naidu Narisetty , Xuming He

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Methodology · Statistics 2025-05-02 Elena Bortolato , Francesco Bertolino , Monica Musio , Laura Ventura

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand