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Related papers: A note on using Bayes priors for Weibull distribut…

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Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…

Machine Learning · Computer Science 2020-05-12 Daniele Silvestro , Tobias Andermann

The choice of priors may become an insoluble problem if priors and Bayes' rule are not seen and accepted in the framework of subjectivism. Therefore, the meaning and the role of subjectivity in science is considered and defended from the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…

Applications · Statistics 2024-06-18 Joe Marion , Liz Lorenzi , Cora Allen-Savietta , Scott Berry , Kert Viele

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

Mathematical Software · Computer Science 2025-09-16 Jasper M. Everink , Chao Zhang , Amal M. A. Alghamdi , Rémi Laumont , Nicolai A. B. Riis , Jakob S. Jørgensen

The Unit Weibull distribution with parameters $\alpha$ and $\beta$ is considered to study in the context of dual generalized order statistics. For the analysis purpose, Bayes estimators based on symmetric and asymmetric loss functions are…

Methodology · Statistics 2025-02-06 Qazi J. Azhad , Abdul Nasir Khan , Bhagwati Devi , Jahangir Sabbir Khan , Ayush Tripathi

While the choice of prior is one of the most critical parts of the Bayesian inference workflow, recent Bayesian deep learning models have often fallen back on vague priors, such as standard Gaussians. In this review, we highlight the…

Machine Learning · Statistics 2022-03-21 Vincent Fortuin

We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…

Applications · Statistics 2020-06-09 Alessandro Viani , Gianvittorio Luria , Harald Bornfleth , Alberto Sorrentino

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scaling factor. In particular, we exhibit…

Statistics Theory · Mathematics 2009-09-29 Aad van der Vaart , Harry van Zanten

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

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

We theoretically justify the recent empirical finding of [Teh et al., 2025] that a transformer pretrained on synthetically generated data achieves strong performance on empirical Bayes (EB) problems. We take an indirect approach to this…

Machine Learning · Statistics 2026-02-18 Nick Cannella , Anzo Teh , Yanjun Han , Yury Polyanskiy

The use of objective prior in Bayesian applications has become a common practice to analyze data without subjective information. Formal rules usually obtain these priors distributions, and the data provide the dominant information in the…

Statistics Theory · Mathematics 2020-05-18 Pedro L. Ramos , Francisco A. Rodrigues , Eduardo Ramos , Dipak K. Dey , Francisco Louzada

Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…

Methodology · Statistics 2011-08-11 Malay Ghosh

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

In quantum Bayesian inference problems, any conclusions drawn from a finite number of measurements depend not only on the outcomes of the measurements but also on a prior. Here we show that, in general, the prior remains important even in…

Quantum Physics · Physics 2015-05-13 Christopher A. Fuchs , Ruediger Schack

I review the problem of the choice of the priors from the point of view of a physicist interested in measuring a physical quantity, and I try to show that the reference priors often recommended for the purpose (Jeffreys priors) do not fit…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

In this article, we consider the estimation of unknown parameters of Weibull distribution when the lifetime data are observed in the presence of progressively type-I hybrid censoring scheme. The Newton-Raphson algorithm,…

Statistics Theory · Mathematics 2019-11-12 Yasin Asar , R. Arabi Belaghi

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert
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