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Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and…

Machine Learning · Computer Science 2026-02-19 Maren Mahsereci , Toni Karvonen

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

In this paper we give an outline on the Bayesian Decision Theory.

Other Statistics · Statistics 2015-09-29 H. R. N. van Erp , R. O. Linger , P. H. A. J. M. van Gelder

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

This is a textbook on Fourier Series, suitable for both undergraduate and graduate courses. The textbook is endowed with exercises, and full solutions are provided at the end of the book.

Analysis of PDEs · Mathematics 2025-10-22 Serena Dipierro , David Pfefferlé , Enrico Valdinoci

There has been a tremendous methodological development of Bayes factors for hypothesis testing in the social and behavioral sciences, and related fields. This development is due to the flexibility of the Bayes factor for testing multiple…

Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…

Methodology · Statistics 2024-10-18 Lachlan Astfalck , Cassandra Bird , Daniel Williamson

We describe in detail how to perform health economic cost-effectiveness analyses (CEA) using the R package $\textbf{BCEA}$ (Bayesian Cost-Effectiveness Analysis). CEA consist of analytic approaches for combining costs and health…

Computation · Statistics 2022-03-21 Nathan Green , Anna Heath , Gianluca Baio

Bayesian inference has many advantages in decision making of agents (e.g. robotics/simulative agent) over a regular data-driven black-box neural network: Data-efficiency, generalization, interpretability, and safety where these advantages…

Machine Learning · Computer Science 2025-05-14 Chengmin Zhou , Ville Kyrki , Pasi Fränti , Laura Ruotsalainen

When performing an aggregate data meta-analysis of a continuous outcome, researchers often come across primary studies that report the sample median of the outcome. However, standard meta-analytic methods typically cannot be directly…

bnlearn is an R package which includes several algorithms for learning the structure of Bayesian networks with either discrete or continuous variables. Both constraint-based and score-based algorithms are implemented, and can use the…

Machine Learning · Statistics 2010-07-13 Marco Scutari

In the classical literature on infinite series there are various tests to determine if a given infinite series converges, diverges, or oscillates. But unfortunately, for very many infinite series all the existing tests can fail to provide…

Statistics Theory · Mathematics 2018-04-13 Sucharita Roy , Sourabh Bhattacharya

In this rejoinder we summarize the comments, questions and remarks on the paper "A novel algorithmic approach to Bayesian Logic Regression" from the discussants. We then respond to those comments, questions and remarks, provide several…

Methodology · Statistics 2020-05-29 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence…

Machine Learning · Computer Science 2010-12-14 Eric Brochu , Vlad M. Cora , Nando de Freitas

The study guide (textbook) is part of a set of materials designed to support high-quality practical training in physics. It includes a collection of tasks for organizing both in-class and independent work. The guide serves as a foundation…

Many psychological theories can be operationalized as linear inequality constraints on the parameters of multinomial distributions (e.g., discrete choice analysis). These constraints can be described in two equivalent ways: Either as the…

Computation · Statistics 2019-04-23 Daniel W. Heck , Clintin P. Davis-Stober

The Bergm package provides a comprehensive framework for Bayesian inference using Markov chain Monte Carlo (MCMC) algorithms. It can also supply graphical Bayesian goodness-of-fit procedures that address the issue of model adequacy. The…

Computation · Statistics 2017-03-28 Alberto Caimo , Nial Friel

Building on a strong foundation of philosophy, theory, methods and computation over the past three decades, Bayesian approaches are now an integral part of the toolkit for most statisticians and data scientists. Whether they are dedicated…

This paper introduces the \proglang{R} package \pkg{meta4diag} for implementing Bayesian bivariate meta-analyses of diagnostic test studies. Our package \pkg{meta4diag} is a purpose-built front end of the \proglang{R} package \pkg{INLA}.…

Applications · Statistics 2016-07-08 Jingyi Guo , Andrea Riebler

The empirical Bayes normal means (EBNM) model is important to many areas of statistics, including (but not limited to) multiple testing, wavelet denoising, and gene expression analysis. There are several existing software packages that can…

Computation · Statistics 2024-04-02 Jason Willwerscheid , Peter Carbonetto , Matthew Stephens