Related papers: Modification of Bayesian Updating where Continuous…
Bayesian inference is limited in scope because it cannot be applied in idealized contexts where none of the hypotheses under consideration is true and because it is committed to always using the likelihood as a measure of evidential…
Classification approaches based on the direct estimation and analysis of posterior probabilities will degrade if the original class priors begin to change. We prove that a unique (up to scale) solution is possible to recover the data…
In this review, we examine an extended Bayesian inference method and its relation to biological information processing. We discuss the idea of combining two modes of Bayesian inference. The first is the standard Bayesian inference, which…
Informally, "Information Inconsistency" is the property that has been observed in many Bayesian hypothesis testing and model selection procedures whereby the Bayesian conclusion does not become definitive when the data seems to become…
We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…
A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…
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…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
This study presents a novel approach to quantifying uncertainties in Bayesian model updating, which is effective in sparse or single observations. Conventional uncertainty quantification metrics such as the Euclidean and Bhattacharyya…
We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…
This paper studies how imprecision in noisy signals attenuates Bayesian updating toward the prior. This phenomenon is well-known under a normal prior and normal noise, where less precise signals yield posterior means closer to the prior…
Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…
We study the identifiability of parameters and falsifiability of predictions under the process of model expansion in a Bayesian setting. Identifiability is represented by the closeness of the posterior to the prior distribution and…
The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…
Over time, the performance of clinical prediction models may deteriorate due to changes in clinical management, data quality, disease risk and/or patient mix. Such prediction models must be updated in order to remain useful. Here, we…
In this article, I investigate the use of Bayesian updating rules applied to modeling social agents in the case of continuos opinions models. Given another agent statement about the continuous value of a variable $x$, we will see that…
There is an obvious need for improving the performance and accuracy of a Bayesian network as new data is observed. Because of errors in model construction and changes in the dynamics of the domains, we cannot afford to ignore the…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
A staple of Bayesian model comparison and hypothesis testing, Bayes factors are often used to quantify the relative predictive performance of two rival hypotheses. The computation of Bayes factors can be challenging, however, and this has…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…