Related papers: Objective Bayesian Inference for Bilateral Data
Confidence interval (CI) methods for stratified bilateral studies use intraclass correlation to avoid misleading results. In this article, we propose four CI methods (sample-size weighted global MLE-based Wald-type CI, complete MLE-based…
We consider a model for multivariate data with heavy-tailed marginal distributions and a Gaussian dependence structure. The different marginals in the model are allowed to have non-identical tail behavior in contrast to most popular…
Bayesian inference has great promise for the privacy-preserving analysis of sensitive data, as posterior sampling automatically preserves differential privacy, an algorithmic notion of data privacy, under certain conditions (Dimitrakakis et…
Ratio statistics--such as relative risk and odds ratios--play a central role in hypothesis testing, model evaluation, and decision-making across many areas of machine learning, including causal inference and fairness analysis. However,…
The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and…
The paper introduces a Bayesian estimation method for quantile regression in univariate ordinal models. Two algorithms are presented that utilize the latent variable inferential framework of Albert and Chib (1993) and the normal-exponential…
According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in different ways. In general risk is measured in terms of a probability combination of an event (frequency) and its…
This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…
In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…
Differential privacy formalises privacy-preserving mechanisms that provide access to a database. We pose the question of whether Bayesian inference itself can be used directly to provide private access to data, with no modification. The…
Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…
Bayes factor sensitivity analysis examines how the evidence for one hypothesis over another depends on the prior distribution. In complex models, the standard approach refits the model at each hyper-parameter value, and the total…
In this paper reference and probability-matching priors are derived for the univariate Student $t$-distribution. These priors generally lead to procedures with properties frequentists can relate to while still retaining Bayes validity. The…
We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…
Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
A Bayesian belief network models a joint distribution with an directed acyclic graph representing dependencies among variables and network parameters characterizing conditional distributions. The parameters are viewed as random variables to…