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An efficient algorithm is proposed for Bayesian model calibration, which is commonly used to estimate the model parameters of non-linear, computationally expensive models using measurement data. The approach is based on Bayesian statistics:…

Numerical Analysis · Mathematics 2019-11-06 L. M. M. van den Bos , B. Sanderse , W. A. A. M. Bierbooms , G. J. W. van Bussel

Which neural networks are similar is a fundamental question for both machine learning and neuroscience. Here, it is proposed to base comparisons on the predictive distributions of linear readouts from intermediate representations. In…

Machine Learning · Computer Science 2025-05-27 Heiko H. Schütt

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are capable of describ- ing long-term dependencies in sequential data. Novel recurrent…

Machine Learning · Computer Science 2018-09-06 Kyriakos Tolias , Sotirios Chatzis

We consider finite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor measurements. In this setting, it is known that the expected information gain, quantified by the expected Kullback-Leibler divergence from the…

Optimization and Control · Mathematics 2025-05-12 Steven Maio , Alen Alexanderian

Generative models have achieved remarkable success across a range of applications, yet their evaluation still lacks principled uncertainty quantification. In this paper, we develop a method for comparing how close different generative…

Machine Learning · Statistics 2025-10-24 Zijun Gao , Yan Sun , Han Su

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…

Machine Learning · Statistics 2017-02-17 Yunbo Ouyang , Feng Liang

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

In this paper, we are concerned with attributing meaning to the results of a Bayesian analysis for a problem which is sufficiently complex that we are unable to assert a precise correspondence between the expert probabilistic judgements of…

Statistics Theory · Mathematics 2015-12-04 Daniel Williamson , Michael Goldstein

Meta-analytic methods tend to take all-or-nothing approaches to study-level heterogeneity, assuming all studies are heterogeneous or homogeneous, leading to inefficiency and/or bias in estimation and inference. In this paper, we develop a…

Methodology · Statistics 2026-03-12 Elizabeth M. Davis , Emily C. Hector

This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…

Statistics Theory · Mathematics 2008-12-18 Malay Ghosh , Upasana Santra , Dalho Kim

In this article, we propose a novel Bayesian multiple testing formulation for model and variable selection in inverse setups, judiciously embedding the idea of inverse reference distributions proposed by Bhattacharya (2013) in a mixture…

Statistics Theory · Mathematics 2020-07-16 Debashis Chatterjee , Sourabh Bhattacharya

There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and…

Machine Learning · Statistics 2015-06-26 Colin H. LaMont , Paul A. Wiggins

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

We study asymptotic properties of Bayesian multiple testing procedures and provide sufficient conditions for strong consistency under general dependence structure. We also consider a novel Bayesian multiple testing procedure and associated…

Statistics Theory · Mathematics 2020-05-15 Noirrit K. Chandra , Sourabh Bhattacharya

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…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

This paper deals with a new Bayesian approach to the standard one-sample $z$- and $t$- tests. More specifically, let $x_1,\ldots,x_n$ be an independent random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. The…

Statistics Theory · Mathematics 2020-04-01 Ibrahim Abdelrazeq , Luai Al-Labadi

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes