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Related papers: Testing hypotheses via a mixture estimation model

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In this article, we consider the problem of simultaneous testing of hypotheses when the individual test statistics are not necessarily independent. Specifically, we consider the problem of simultaneous testing of point null hypotheses…

Statistics Theory · Mathematics 2018-07-17 Prasenjit Ghosh , Arijit Chakrabarti

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…

Statistics Theory · Mathematics 2012-04-09 Sonia Petrone , Judith Rousseau , Catia Scricciolo

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Methodology · Statistics 2020-04-03 Chaitanya Joshi , Fabrizio Ruggeri

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

When two nested models are compared, using a Bayes factor, from an objective standpoint, two seemingly conflicting issues emerge at the time of choosing parameter priors under the two models. On the one hand, for moderate sample sizes, the…

Methodology · Statistics 2013-10-03 Guido Consonni , Jonathan J. Forster , Luca La Rocca

Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We…

Machine Learning · Computer Science 2016-11-23 Giorgio Corani , Alessio Benavoli , Janez Demšar , Francesca Mangili , Marco Zaffalon

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

This paper adopts a Bayesian nonparametric mixture model where the mixing distribution belongs to the wide class of normalized homogeneous completely random measures. We propose a truncation method for the mixing distribution by discarding…

Statistics Theory · Mathematics 2015-07-17 Raffaele Argiento , Ilaria Bianchini , Alessandra Guglielmi

Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…

Methodology · Statistics 2025-04-15 Wang Yuyan , Michael Evans , David J. Nott

Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…

Methodology · Statistics 2021-12-03 Zhan Liu , Richard Valliant

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

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…

Methodology · Statistics 2018-04-18 Subhadeep , Mukhopadhyay , Douglas Fletcher

Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…

Methodology · Statistics 2012-04-23 Silvia Bacci , Francesco Bartolucci

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…