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We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

We present a model selection framework for the extraction of the CKM matrix element $|V_{cb}|$ from exclusive $B \to D^* l \nu$ decays. By framing the truncation of the Boyd-Grinstein-Lebed (BGL) parameterization as a model selection task,…

High Energy Physics - Phenomenology · Physics 2024-12-11 Eric Persson , Florian Bernlochner

With the advent of Internet of Thing (IoT), and ubiquitous data collected every moment by either portable (smart phone) or fixed (sensor) devices, it is important to gain insights and meaningful information from the sensor data in…

Machine Learning · Computer Science 2021-01-12 Mohammadhossein Toutiaee

Genetic data are often used to infer demographic history and changes or detect genes under selection. Inferential methods are commonly based on models making various strong assumptions: demography and population structures are supposed…

Populations and Evolution · Quantitative Biology 2020-07-28 Clotilde Lepers , Sylvain Billiard , Matthieu Porte , Sylvie Méléard , Viet Chi Tran

Engineers are often faced with the decision to select the most appropriate model for simulating the behavior of engineered systems, among a candidate set of models. Experimental monitoring data can generate significant value by supporting…

Applications · Statistics 2023-10-17 Antonios Kamariotis , Eleni Chatzi

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur

Spatial documentation is exponentially increasing given the availability of Big IoT Data, enabled by the devices miniaturization and data storage capacity. Bayesian spatial statistics is a useful statistical tool to determine the dependence…

Methodology · Statistics 2020-10-01 Francisco Louzada , Diego C. Nascimento , Osafu Augustine Egbon

Determining whether a dataset was part of a machine learning model's training data pool can reveal privacy vulnerabilities, a challenge often addressed through membership inference attacks (MIAs). Traditional MIAs typically require access…

Machine Learning · Computer Science 2025-06-03 Yongchao Huang

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

Machine Learning · Statistics 2023-11-27 Lasse Elsemüller , Martin Schnuerch , Paul-Christian Bürkner , Stefan T. Radev

In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model selection. Traditional mortality model selection methods, such…

Methodology · Statistics 2025-10-22 Alex Diana , Jackie Wong Siaw Tze , Aniketh Pittea

One essential step to realize modern driver assistance technology is the accurate knowledge about the location of static objects in the environment. In this work, we use artificial neural networks to predict the occupation state of a whole…

Robotics · Computer Science 2019-04-01 Daniel Bauer , Lars Kuhnert , Lutz Eckstein

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

Methodology · Statistics 2025-09-16 Gregor Zens , Mark F. J. Steel

Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…

Machine Learning · Computer Science 2020-06-03 Daniel Kottke , Marek Herde , Christoph Sandrock , Denis Huseljic , Georg Krempl , Bernhard Sick

Many astronomical surveys prompt follow-up observations, but the decision process through which candidates are selected for follow-up can be difficult to model. This poses a challenge when inferring properties of the intrinsic population of…

Instrumentation and Methods for Astrophysics · Physics 2026-05-08 Reed Essick , Amanda M. Farah

Selecting the number of regimes in Hidden Markov models is an important problem. There are many criteria that are used to select this number, such as Akaike information criterion (AIC), Bayesian information criterion (BIC), integrated…

Methodology · Statistics 2024-09-23 Bouchra R Nasri , Bruno N Rémillard , Mamadou Y Thioub

Information of interest can often only be extracted from data by model fitting. When the functional form of such a model can not be deduced from first principles, one has to make a choice between different possible models. A common approach…

Methodology · Statistics 2022-06-22 Jens Thomas , Mathias Lipka

Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models. Most existing work assumes implicitly that the model is correctly specified or of fixed…

Statistics Theory · Mathematics 2014-12-24 Pallavi Basu , Yang Feng , Jinchi Lv

Grid mapping is a well established approach for environment perception in robotic and automotive applications. Early work suggests estimating the occupancy state of each grid cell in a robot's environment using a Bayesian filter to…

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar