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Related papers: Hessian PDF reweighting meets the Bayesian methods

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We propose a new method of histogram construction, providing a fully Bayesian approach to irregular histograms. Our procedure applies Bayesian model selection to a piecewise constant model of the underlying distribution, resulting in a…

Methodology · Statistics 2026-03-13 Oskar Høgberg Simensen , Dennis Christensen , Nils Lid Hjort

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Methodology · Statistics 2014-11-04 Michael Braun , Paul Damien

We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

We present a first global closure test of the fixed parameterisation (MSHT) approach to PDF fitting. We find that the default MSHT20 parameterisation can reproduce the features of the input set in such a closure test to well within the…

High Energy Physics - Phenomenology · Physics 2025-03-24 L. A. Harland-Lang , T. Cridge , R. S. Thorne

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

Computation · Statistics 2012-12-10 Y. Fan , D. J. Nott , S. A. Sisson

This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a…

Methodology · Statistics 2013-09-27 Yuefeng Wu , Giles Hooker

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Methodology · Statistics 2021-09-17 Himel Mallick , Rahim Alhamzawi , Erina Paul , Vladimir Svetnik

We investigate two empirical Bayes methods and a hierarchical Bayes method for adapting the scale of a Gaussian process prior in a nonparametric regression model. We show that all methods lead to a posterior contraction rate that adapts to…

Statistics Theory · Mathematics 2015-04-30 Suzanne Sniekers , Aad van der Vaart

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

In this paper the conditions are investigated for the occurrence of the so-called macroscopic irreversibility property and the related phenomenon of decay to kinetic equilibrium which may characterize the $1-$body probability density…

Classical Physics · Physics 2017-03-16 Massimo Tessarotto , Claudio Cremaschini

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

In this letter, we present a novel exponentially embedded families (EEF) based classification method, in which the probability density function (PDF) on raw data is estimated from the PDF on features. With the PDF construction, we show that…

Machine Learning · Statistics 2016-08-24 Bo Tang , Steven Kay , Haibo He , Paul M. Baggenstoss

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

In statistics, there are a variety of methods for performing model selection that all stem from slightly different paradigms of statistical inference. The reasons for choosing one particular method over another seem to be based entirely on…

Statistics Theory · Mathematics 2019-01-29 Danica M. Ommen , Christopher P. Saunders

Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…

Numerical Analysis · Mathematics 2022-03-01 David Aristoff , Wolfgang Bangerth

The reweighting method presented in earlier publications is applied for incorporating the LHC W lepton asymmetry data published in 2010 into the NNPDF2.1 NNLO analysis. We confirm the result of the NLO analysis which indicated that these…

High Energy Physics - Phenomenology · Physics 2011-10-12 Maria Ubiali

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…

High Energy Physics - Experiment · Physics 2026-01-15 Christopher Palmer , Braden Kronheim