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Bayesian spatial modeling of heavy-tailed distributions has become increasingly popular in various areas of science in recent decades. We propose a Weibull regression model with spatial random effects for analyzing extreme economic loss.…

Applications · Statistics 2019-12-10 Hou-Cheng Yang , Lijiang Geng , Yishu Xue , Guanyu Hu

We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…

Methodology · Statistics 2024-11-19 Edgar C. Merkle , Oludare Ariyo , Sonja D. Winter , Mauricio Garnier-Villarreal

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

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

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

We develop an empirical Bayes framework for experimental design that leverages information from prior related studies. When a researcher has access to estimates from previous studies on similar parameters, they can use empirical Bayes to…

Econometrics · Economics 2026-02-25 Zhiheng You

This report describes an application of artificial intelligence (AI) to the Bayesian analysis of glioblastoma survival data. It has been suggested that AI can be used to construct prior distributions for parameters in Bayesian models rather…

Applications · Statistics 2025-11-04 Richard Evans , Max Felland , Susanna Evans , Lindsey Sloan

In statistical process control Weibull distribution can be used to model the time between events or failures (TBE) in a process with increasing decreasing or constant failure rates. Specifically it helps in monitoring processes where the…

Applications · Statistics 2025-08-11 Tanuja Negi

Variants of fluctuation theorems recently discovered in the statistical mechanics of non-equilibrium processes may be used for the efficient determination of high-dimensional integrals as typically occurring in Bayesian data analysis. In…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Alberto Favaro , Daniel Nickelsen , Elena Barykina , Andreas Engel

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

This article is geared towards theorists interested in estimating parameters of their theoretical models, and computing their own limits using available experimental data and elementary Mathematica code. The examples given can be useful…

High Energy Physics - Phenomenology · Physics 2011-10-25 Georgios Choudalakis

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Methodology · Statistics 2020-04-03 Chaitanya Joshi , Fabrizio Ruggeri

Empirical Bayes is a versatile approach to `learn from a lot' in two ways: first, from a large number of variables and second, from a potentially large amount of prior information, e.g. stored in public repositories. We review applications…

Methodology · Statistics 2018-03-19 Mark A. van de Wiel , Dennis E. te Beest , Magnus Münch

Fitted probabilities from widely used Bayesian multinomial probit models can depend strongly on the choice of a base category, which is used to uniquely identify the parameters of the model. This paper proposes a novel identification…

Methodology · Statistics 2020-05-19 Lane F. Burgette , David Puelz , P. Richard Hahn

Gaussian processes (GPs) are widely used metamodels for approximating expensive computer simulations, particularly in engineering design and spatial prediction. However, their performance can deteriorate significantly when covariance…

Computation · Statistics 2025-11-17 Ayumi Mutoh , Junoh Heo

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

The is no other model or hypothesis verification tool in Bayesian statistics that is as widely used as the Bayes factor. We focus on generative models that are likelihood-free and, therefore, render the computation of Bayes factors…

Methodology · Statistics 2024-12-30 Jungeum Kim , Veronika Rockova

Berger et al. (2001) and Ren et al. (2012) derived noninformative priors for Gaussian process models of spatially correlated data using the reference prior approach (Berger, Bernardo, 1991). The priors have good statistical properties and…

Methodology · Statistics 2023-07-19 Ryan Burn

Across the empirical sciences, few statistical procedures rival the popularity of the frequentist t-test. In contrast, the Bayesian versions of the t-test have languished in obscurity. In recent years, however, the theoretical and practical…

Methodology · Statistics 2018-12-17 Quentin F. Gronau , Alexander Ly , Eric-Jan Wagenmakers

In this paper we adopt the familiar sparse, high-dimensional linear regression model and focus on the important but often overlooked task of prediction. In particular, we consider a new empirical Bayes framework that incorporates data in…

Statistics Theory · Mathematics 2020-07-28 Ryan Martin , Yiqi Tang