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Establishing that a set of population-splitting events occurred at the same time can be a potentially persuasive argument that a common process affected the populations. Oaks et al. (2013) assessed the ability of an approximate-Bayesian…

Populations and Evolution · Quantitative Biology 2014-11-26 Jamie R. Oaks , Charles W. Linkem , Jeet Sukumaran

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

Bayesian inference is used to estimate continuous parameter values given measured data in many fields of science. The method relies on conditional probability densities to describe information about both data and parameters, yet the notion…

Methodology · Statistics 2025-03-25 Klaus Mosegaard , Andrew Curtis

The consistency of posterior distributions in density estimation is at the core of Bayesian statistical theory. Classical work established sufficient conditions, typically combining KL support with complexity bounds on sieves of high prior…

Statistics Theory · Mathematics 2025-10-22 Nicola Bariletto , Stephen G. Walker

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…

Methodology · Statistics 2016-09-19 Gero Walter , Louis J. M. Aslett , Frank P. A. Coolen

We shed some light on the reason why the accidental flatness constraint appears in certain limits of the amplitudes of covariant loop quantum gravity. We show why this constraint is harmless, by displaying how analogous accidental…

General Relativity and Quantum Cosmology · Physics 2022-05-25 Jonathan Engle , Carlo Rovelli

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…

Methodology · Statistics 2022-11-22 Noirrit Kiran Chandra , Antonio Canale , David B. Dunson

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Probability · Mathematics 2009-12-30 Marcus Hutter

Bayesian model comparison requires the specification of a prior distribution on the parameter space of each candidate model. In this connection two concerns arise: on the one hand the elicitation task rapidly becomes prohibitive as the…

Methodology · Statistics 2011-02-16 Guido Consonni , Piero Veronese

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

The biased net paradigm was the first general and empirically tractable scheme for parameterizing complex patterns of dependence in networks, expressing deviations from uniform random graph structure in terms of latent ``bias events,''…

Methodology · Statistics 2024-05-30 Carter T. Butts

In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a…

Methodology · Statistics 2014-09-29 Dennis Leung , Mathias Drton

A novel algorithm is provided to couple a Galilean invariant model with curved spatial background by taking nonrelativistic limit of a unique minimally coupled relativistic theory, which ensures Galilean symmetry in the flat limit and…

High Energy Physics - Theory · Physics 2017-07-12 Rabin Banerjee , Sunandan Gangopadhyay , Pradip Mukherjee

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer