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Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…

Statistics Theory · Mathematics 2024-07-04 David M. Kaplan , Longhao Zhuo

The intuitive reasoning of physicists in conditions of uncertainty is closer to the Bayesian approach than to the frequentist ideas taught at University and which are considered the reference framework for handling statistical problems. The…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

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

Using a collection of simulated an real benchmarks, we compare Bayesian and frequentist regularization approaches under a low informative constraint when the number of variables is almost equal to the number of observations on simulated and…

Methodology · Statistics 2015-03-17 Gilles Celeux , Mohammed El Anbari , Jean-Michel Marin , Christian P. Robert

Statistics has moved beyond the frequentist-Bayesian controversies of the past. Where does this leave our ability to interpret results? I suggest that a philosophy compatible with statistical practice, labeled here statistical pragmatism,…

Other Statistics · Statistics 2011-06-23 Robert E. Kass

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

Classical statistics and Bayesian statistics refer to the frequentist and subjective theories of probability respectively. Von Mises and De Finetti, who authored those conceptualizations, provide interpretations of the probability that…

Probability · Mathematics 2013-01-24 Paolo Rocchi , Leonida Gianfagna

The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…

Methodology · Statistics 2011-07-19 David R. Bickel

This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…

Methodology · Statistics 2026-01-16 Paramahansa Pramanik , Arnab Kumar Maity , Anjan Mandal , Haley Kate Robinson

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Instrumentation and Methods for Astrophysics · Physics 2021-12-15 Will J. Percival , Oliver Friedrich , Elena Sellentin , Alan Heavens

Jeffreys-Lindley paradox is a case where frequentist and Bayesian hypothesis testing methodologies contradict with each other. This has caused confusion among data analysts for selecting a methodology for their statistical inference tasks.…

Other Statistics · Statistics 2025-03-20 Priyantha Wijayatunga

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

These notes aim at presenting an overview of Bayesian statistics, the underlying concepts and application methodology that will be useful to astronomers seeking to analyse and interpret a wide variety of data about the Universe. The level…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-09 Roberto Trotta

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the…

Statistics Theory · Mathematics 2013-02-21 Andrew Gelman , Cosma Rohilla Shalizi

Causal inference can be formalized as Bayesian inference that combines a prior distribution over causal models and likelihoods that account for both observations and interventions. We show that it is possible to implement this approach…

Artificial Intelligence · Computer Science 2019-11-01 Sam Witty , Alexander Lew , David Jensen , Vikash Mansinghka

Frequentist inference typically is described in terms of hypothetical repeated sampling but there are advantages to an interpretation that uses a single random sample. Contemporary examples are given that indicate probabilities for random…

Other Statistics · Statistics 2019-06-21 Paul Vos , Don Holbert

We have developed a frequentist approach for model selection which determines the consistency between any cosmological model and the data using the distribution of likelihoods from the iterative smoothing method. Using this approach, we…

Cosmology and Nongalactic Astrophysics · Physics 2022-03-30 Hanwool Koo , Ryan E. Keeley , Arman Shafieloo , Benjamin L'Huillier

As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…

Methodology · Statistics 2018-03-23 Michael Betancourt

An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…

Methodology · Statistics 2011-01-25 Gonzalo Garcia-Donato , Miguel Angel Martinez-Beneito