English
Related papers

Related papers: Rejoinder to "Bayesian Model Selection Based on Pr…

200 papers

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

We introduce a simple framework in which market participants update their prior about an efficient price with a model-based learning process. We show that exponential intensities for the arrival of aggressive orders arise naturally in this…

Trading and Market Microstructure · Quantitative Finance 2021-09-29 Joffrey Derchu

Here we focus on the description of the mechanisms behind the process of information aggregation and decision making, a basic step to understand emergent phenomena in society, such as trends, information spreading or the wisdom of crowds.…

Physics and Society · Physics 2015-04-15 Víctor M. Eguíluz , N. Masuda , J. Fernández-Gracia

When building statistical models for Bayesian data analysis tasks, required and optional iterative adjustments and different modelling choices can give rise to numerous candidate models. In particular, checks and evaluations throughout the…

Methodology · Statistics 2024-04-03 Anna Elisabeth Riha , Nikolas Siccha , Antti Oulasvirta , Aki Vehtari

Scoring rules serve to quantify predictive performance. A scoring rule is proper if truth telling is an optimal strategy in expectation. Subject to customary regularity conditions, every scoring rule can be made proper, by applying a…

Statistics Theory · Mathematics 2020-04-30 Jonas Brehmer , Tilmann Gneiting

With the explosive growth of accessible information, expecially on the Internet, evaluation-based filtering has become a crucial task. Various systems have been devised aiming to sort through large volumes of information and select what is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. Laureti , L. Moret , Y. -C. Zhang , Y. -K. Yu

I congratulate all the authors for their insightful papers with wide-ranging contributions. The articles demonstrate the power and elegance of the Bayesian inference paradigm. In particular, it allows to incorporate prior knowledge as well…

Methodology · Statistics 2014-05-21 Peter Bühlmann

We review some of the common methods for model selection: the goodness of fit, the likelihood ratio test, Bayesian model selection using Bayes factors, and the classical as well as the Bayesian information theoretic approaches. We…

Cosmology and Nongalactic Astrophysics · Physics 2019-07-02 Martin Kerscher , Jochen Weller

Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…

Applications · Statistics 2022-08-16 Snigdha Panigrahi , Shariq Mohammed , Arvind Rao , Veerabhadran Baladandayuthapani

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…

Methodology · Statistics 2011-01-25 Gonzalo Garcia-Donato , Miguel Angel Martinez-Beneito

Bayesian Model Averaging (BMA) is an application of Bayesian inference to the problems of model selection, combined estimation and prediction that produces a straightforward model choice criteria and less risky predictions. However, the…

Methodology · Statistics 2017-11-08 Tiago M. Fragoso , Francisco Louzada Neto

The challenge of balancing user relevance and content diversity in recommender systems is increasingly critical amid growing concerns about content homogeneity and reduced user engagement. In this work, we propose a novel framework that…

Information Retrieval · Computer Science 2025-06-30 Hiba Bederina , Jill-Jênn Vie

Inquiry is fundamental to communication, and machines cannot effectively collaborate with humans unless they can ask questions. In this work, we build a neural network model for the task of ranking clarification questions. Our model is…

Computation and Language · Computer Science 2018-06-14 Sudha Rao , Hal Daumé

Social scientists have shown that up to 50% if the content posted to a news article have no relation to its journalistic content. In this study we propose a classification algorithm to categorize user comments posted to a new article base…

Information Retrieval · Computer Science 2021-03-11 Jumanah Alshehri , Marija Stanojevic , Eduard Dragut , Zoran Obradovic

Importance sampling is used to approximate Bayes' rule in many computational approaches to Bayesian inverse problems, data assimilation and machine learning. This paper reviews and further investigates the required sample size for…

Computation · Statistics 2021-02-03 Daniel Sanz-Alonso , Zijian Wang

In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family method, termed Bayesian EEF. Unlike many other Bayesian model selection methods, the Bayesian EEF can use vague proper priors and…

Machine Learning · Statistics 2018-12-24 Zhenghan Zhu , Steven Kay

Email Retrieval task has recently taken much attention to help the user retrieve the email(s) related to the submitted query. Up to our knowledge, existing email retrieval ranking approaches sort the retrieved emails based on some heuristic…

Information Retrieval · Computer Science 2010-11-03 Samir AbdelRahman , Basma Hassan , Reem Bahgat

We provide a brief overview of both Bayes and classical model selection. We argue tentatively that model selection has at least two major goals, that of finding the correct model or predicting well, and that in general both these goals may…

Statistics Theory · Mathematics 2015-10-05 Ritabrata Dutta , Malgortaza Bogdan , Jayanta K. Ghosh