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There are two main opposing schools of statistical reasoning, Frequentist and Bayesian approaches. Until recent days, the frequentist or classical approach has dominated the scientific research, but Bayesianism has reappeared with a strong…
The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…
The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…
I present a critique of the methods used in a typical paper. This leads to three broad conclusions about the conventional use of statistical methods. First, results are often reported in an unnecessarily obscure manner. Second, the null…
Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…
Causal machine learning has the potential to revolutionize decision-making by combining the predictive power of machine learning algorithms with the theory of causal inference. However, these methods remain underutilized by the broader…
Following an extensive simulation study comparing the operating characteristics of three different procedures used for establishing equivalence (the frequentist "TOST", the Bayesian "HDI-ROPE", and the Bayes factor interval null procedure),…
We explore the problem of binary classification in machine learning, with a twist - the classifier is allowed to abstain on any datum, professing ignorance about the true class label without committing to any prediction. This is directly…
A problem of a new physical model test given observed experimental data is a typical one for modern experiments of high energy physics (HEP). A solution of the problem may be provided with two alternative statistical formalisms, namely…
Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…
Testing differences between a treatment and control group is common practice in biomedical research like randomized controlled trials (RCT). The standard two-sample t-test relies on null hypothesis significance testing (NHST) via p-values,…
Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…
The American Statistical Association (ASA) statement on statistical significance and P-values \cite{wasserstein2016asa} cautioned statisticians against making scientific decisions solely on the basis of traditional P-values. The statement…
This paper proposes a statistical framework of using artificial intelligence to improve human decision making. The performance of each human decision maker is benchmarked against that of machine predictions. We replace the diagnoses made by…
In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it…
Signal processing makes extensive use of point estimators and accompanying error bounds. These work well up until the likelihood function has two or more high peaks. When it is important for an estimator to remain reliable, it becomes…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
As a compact representation of joint probability distributions over a dependence graph of random variables, and a tool for modelling and reasoning in the presence of uncertainty, Bayesian networks are of great importance for artificial…
In a recent opinion article, Muff et al. recapitulate well-known objections to the Neyman-Pearson Null-Hypothesis Significance Testing (NHST) framework and call for reforming our practices in statistical reporting. We agree with them on…