Related papers: Objective Bayes, conditional inference and the sig…
This article introduces a new condition based on odds ratios for sensitivity analysis. The analysis involves the average effect of a treatment or exposure on a response or outcome with estimates adjusted for and conditional on a single,…
In this paper, we are concerned with attributing meaning to the results of a Bayesian analysis for a problem which is sufficiently complex that we are unable to assert a precise correspondence between the expert probabilistic judgements of…
In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means $\{ \mu_1, \mu_2, \mu_3\}$ through an analysis of variance…
This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that…
The choice of the prior distribution is a key aspect of Bayesian analysis. For the spatial regression setting a subjective prior choice for the parameters may not be trivial, from this perspective, using the objective Bayesian analysis…
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…
Bayesian composite likelihood estimation of the tail index of a heavy-tailed distribution is addressed when data are randomly right-censored. Maximum a posteriori and mean posterior estimators are constructed under Jeffrey's prior…
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…
The problem is sequence prediction in the following setting. A sequence x1,..., xn,... of discrete-valued observations is generated according to some unknown probabilistic law (measure) mu. After observing each outcome, it is required to…
We introduce an extension of the P\'olya tree approach for constructing distributions on the space of probability measures. By using optional stopping and optional choice of splitting variables, the construction gives rise to random…
It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…
Possible parameter values in a random sampling model are shown by definition to have uniform base-rate prior probabilities. This allows a frequentist posterior probability distribution to be calculated for such possible parameter values…
Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…
This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent test via the partial penalized likelihood approach, called…
Searches for faint signals in counting experiments are often encountered in particle physics and astrophysics, as well as in other fields. Many problems can be reduced to the case of a model with independent and Poisson-distributed signal…
Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…
We present a novel analysis of the expected risk of weighted majority vote in multiclass classification. The analysis takes correlation of predictions by ensemble members into account and provides a bound that is amenable to efficient…
In the Naive Bayes classification model the class conditional densities are estimated as the products of their marginal densities along the cardinal basis directions. We study the problem of obtaining an alternative basis for this…