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We build a Bayesian contextual classification model using an optimistic score ratio for robust binary classification when there is limited information on the class-conditional, or contextual, distribution. The optimistic score searches for…

Machine Learning · Computer Science 2020-07-10 Viet Anh Nguyen , Nian Si , Jose Blanchet

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

Recently a Bayesian methodology has been introduced, enabling the construction of sliding window detectors with the constant false alarm rate property. The approach introduces a Bayesian predictive inference approach, where under the…

Applications · Statistics 2018-12-27 Graham V. Weinberg

We demonstrate that the Bayesian evidence can be used to find a good approximation of the ground truth likelihood function of a dataset, a goal of the likelihood-free inference (LFI) paradigm. As a concrete example, we use forward modelled…

Cosmology and Nongalactic Astrophysics · Physics 2023-06-14 K. H. Scheutwinkel , W. Handley , E. de Lera Acedo

For more than a century, fingerprints have been used with considerable success to identify criminals or verify the identity of individuals. The categorical conclusion scheme used by fingerprint examiners, and more generally the inference…

Methodology · Statistics 2020-01-14 J. H. Hendricks , C. Neumann , C. P. Saunders

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

We discuss the use of the Bayesian evidence ratio, or Bayes factor, for model selection in astronomy. We treat the evidence ratio as a statistic and investigate its distribution over an ensemble of experiments, considering both simple…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 C. R. Jenkins , J. A. Peacock

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

We present a scoring approach for speaker verification that mimics the standard PLDA-based backend process used in most current speaker verification systems. However, unlike the standard backends, all parameters of the model are jointly…

Machine Learning · Computer Science 2020-02-06 Luciana Ferrer , Mitchell McLaren

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

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

We seek to conduct statistical inference for a large collection of primary parameters, each with its own nuisance parameters. Our approach is partially Bayesian, in that we treat the primary parameters as fixed while we model the nuisance…

Methodology · Statistics 2025-12-10 Nikolaos Ignatiadis , Li Ma

The performance of automatic speaker verification (ASV) and anti-spoofing drops seriously under real-world domain mismatch conditions. The relaxed instance frequency-wise normalization (RFN), which normalizes the frequency components based…

Audio and Speech Processing · Electrical Eng. & Systems 2025-06-10 Jin Li , Man-Wai Mak , Johan Rohdin , Kong Aik Lee , Hynek Hermansky

Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…

Methodology · Statistics 2026-01-13 Genshiro Kitagawa

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

We compare the performance of standard nearest-neighbor propensity score matching with that of an analogous Bayesian propensity score matching procedure. We show that the Bayesian approach makes better use of available information, as it…

Methodology · Statistics 2021-05-07 R. Michael Alvarez , Ines Levin

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Methodology · Statistics 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

We present a Bayesian framework based on a new exponential likelihood function driven by the quadratic Wasserstien metric. Compared to conventional Bayesian models based on Gaussian likelihood functions driven by the least-squares norm…

Numerical Analysis · Mathematics 2018-12-31 Mohammad Motamed , Daniel Appelo

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

Statistics Theory · Mathematics 2007-06-13 Guang Cheng , Michael R. Kosorok