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We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert assessments -- whose external validity is uncertain. Each…

Econometrics · Economics 2026-03-24 Frederico Finan , Demian Pouzo

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

A suggestion is made for improving the Feldman Cousins method of estimating signal counts in the presence of background. The method concentrates on finding essential information about the signal and ignoring extraneous information about…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Byron P. Roe , Michael B. Woodroofe

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

In a Bayesian context, prior specification for inference on monotone densities is conceptually straightforward, but proving posterior convergence theorems is complicated by the fact that desirable prior concentration properties often are…

Statistics Theory · Mathematics 2020-07-28 Ryan Martin

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…

Methodology · Statistics 2024-11-04 Yuexi Wang , Nicholas G. Polson

We investigate Bayesian and frequentist approaches to resonance searches using a toy model based on an ATLAS search for the Higgs boson in the diphoton channel. We draw pseudo-data from the background only model and background plus signal…

High Energy Physics - Phenomenology · Physics 2019-10-24 Andrew Fowlie

When using mixture models it may be the case that the modeller has a-priori beliefs or desires about what the components of the mixture should represent. For example, if a mixture of normal densities is to be fitted to some data, it may be…

Methodology · Statistics 2011-07-28 Matthew Sperrin

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…

Methodology · Statistics 2023-09-19 František Bartoš , Eric-Jan Wagenmakers

Given data from a Poisson point process with intensity $(x,y) \mapsto n \mathbf{1}(f(x)\leq y),$ frequentist properties for the Bayesian reconstruction of the support boundary function $f$ are derived. We mainly study compound Poisson…

Statistics Theory · Mathematics 2018-09-13 Markus Reiss , Johannes Schmidt-Hieber

Several experiments in high-energy physics and astrophysics can be treated as on/off measurements, where an observation potentially containing a new source or effect ("on" measurement) is contrasted with a background-only observation free…

Data Analysis, Statistics and Probability · Physics 2018-05-23 G. Vianello

A results of numerical procedure for construction of confidence intervals for parameter of Poisson distribution for signal in the presence of background which has Poisson distribution with known value of parameter are presented. It is shown…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov

We propose a Bayesian approach to the problem of multi-reference alignment -- the recovery of signals from noisy, randomly shifted observations. While existing frequentist methods accurately recover the signal at arbitrarily low…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Axel Janson , Joakim Andén

Hypothesis tests for the presence of new sources of Poisson counts amidst background processes are frequently performed in high energy physics (HEP), gamma ray astronomy (GRA), and other branches of science. While there are conceptual…

Data Analysis, Statistics and Probability · Physics 2008-11-20 Robert D. Cousins , James T. Linnemann , Jordan Tucker

Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…

Methodology · Statistics 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper