Related papers: Objective Bayes, conditional inference and the sig…
Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior for the overall mean vector and the between-study covariance…
Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…
Bayesian model selection provides a formal method of determining the level of support for new parameters in a model. However, if there is not a specific enough underlying physical motivation for the new parameters it can be hard to assign…
We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
The Bayesian posterior probability of the true state is stochastically dominated by that same posterior under the probability law of the true state. This generalizes to notions of "optimism" about posterior probabilities.
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…
In this work the issue of Bayesian inference for stationary data is addressed. Therefor a parametrization of a statistically suitable subspace of the the shift-ergodic probability measures on a Cartesian product of some finite state space…
This paper presents a new approach to conditional inference, based on the simulation of samples conditioned by a statistics of the data. Also an explicit expression for the approximation of the conditional likelihood of long runs of the…
There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…
We derive upper bounds on the tail conditional expectation of binomial and Poisson random variables. Those upper bounds are subsequently employed to the problem of obtaining non-asymptotic lower bounds on the probability that the…
Dependencies on the relative frequency of a state in the domain are common when modelling probabilistic dependencies on relational data. For instance, the likelihood of a school closure during an epidemic might depend on the proportion of…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
Matched case-control studies are commonly employed in epidemiological research for their convenience and efficiency. Analysis of secondary outcomes can yield valuable insights into biological pathways and help identify genetic variants of…
In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…
This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…
Bayesian inference for rank-order problems is frustrated by the absence of an explicit likelihood function. This hurdle can be overcome by assuming a latent normal representation that is consistent with the ordinal information in the data:…
This contribution presents a Bayesian approach to the issue of linking of the results from key comparison measurements. A mathematical treatment based on Bayesian statistics for the analysis of the results from two comparisons with some…