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This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…

Methodology · Statistics 2025-10-29 Jiasong Duan , Hongmei Zhang , Xianzheng Huang

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…

Statistics Theory · Mathematics 2018-08-17 Lev B. Klebanov , Irina V. Volchenkova

A number of biomedical problems require performing many hypothesis tests, with an attendant need to apply stringent thresholds. Often the data take the form of a series of predictor vectors, each of which must be compared with a single…

Methodology · Statistics 2014-05-13 Yi-Hui Zhou , Fred Wright

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:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Methodology · Statistics 2024-12-24 Zexi Cai , Wenbo Fei , Doudou Zhou

Bayesian probability theory is used as a framework to develop a formalism for the scientific method based on principles of inductive reasoning. The formalism allows for precise definitions of the key concepts in theories of physics and also…

Data Analysis, Statistics and Probability · Physics 2011-09-12 Roberto C. Alamino

In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical…

Methodology · Statistics 2015-11-24 Kevin H. Knuth , Michael Habeck , Nabin K. Malakar , Asim M. Mubeen , Ben Placek

In Bayesian statistics the precise point-null hypothesis $\theta=\theta_0$ can be tested by checking whether $\theta_0$ is contained in a credible set. This permits testing of $\theta=\theta_0$ without having to put prior probabilities on…

Statistics Theory · Mathematics 2015-03-11 Måns Thulin

I propose a general quantum hypothesis testing theory that enables one to test hypotheses about any aspect of a physical system, including its dynamics, based on a series of observations. For example, the hypotheses can be about the…

Quantum Physics · Physics 2012-04-30 Mankei Tsang

A number of applications require two-sample testing on ranked preference data. For instance, in crowdsourcing, there is a long-standing question of whether pairwise comparison data provided by people is distributed similar to…

Machine Learning · Statistics 2020-11-20 Charvi Rastogi , Sivaraman Balakrishnan , Nihar B. Shah , Aarti Singh

Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…

Applications · Statistics 2018-10-17 Axel Gandy , Georg Hahn

In this paper, a problem of testing is discussed when the samples have been drawn from the normal distribution. The study of hypothesis testing is also extended to Baye's set up.

General Mathematics · Mathematics 2008-01-08 Rajesh Singh , Jayant Singh , Florentin Smarandache

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

With the advent of so-called default Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise,…

Computation · Statistics 2021-12-07 Thomas J. Faulkenberry

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

A new computation method of frequentist $p$-values and Bayesian posterior probabilities based on the bootstrap probability is discussed for the multivariate normal model with unknown expectation parameter vector. The null hypothesis is…

Methodology · Statistics 2013-12-24 Hidetoshi Shimodaira

Every scientific endeavour consists of (at least) two components: A hypothesis on the one hand and data on the other. There is always a more or less abstract level - some theory, a set of concepts, certain relations of ideas - and a…

Applications · Statistics 2018-01-08 Uwe Saint-Mont

Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed high-dimensional data based on multivariate Student-$t$…

Methodology · Statistics 2020-12-10 Jaejoon Lee , Jaeyong Lee

In this paper we proposed the alternative test to the two independent and normally distributed samples t test based on the cross variance concept. We present the simulation results of the power and the error rate of the special case of the…

Methodology · Statistics 2015-01-27 Rohmatul Fajriyah