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We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…

Data Analysis, Statistics and Probability · Physics 2015-06-12 Louis Lyons

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Assessment of replicability is critical to ensure the quality and rigor of scientific research. In this paper, we discuss inference and modeling principles for replicability assessment. Targeting distinct application scenarios, we propose…

Methodology · Statistics 2021-05-11 Yi Zhao , Xiaoquan Wen

This is a writeup of lectures on "statistics" that have evolved from the initial version for the 2009 Hadron Collider Physics Summer School at CERN to versions for other venues and, most recently, for the African School of Fundamental…

Data Analysis, Statistics and Probability · Physics 2024-06-27 Robert D. Cousins

Regression plays a key role in many research areas and its variable selection is a classic and major problem. This study emphasizes cost of predictors to be purchased for future use, when we select a subset of them. Its economic aspect is…

Methodology · Statistics 2021-03-19 Steven N. MacEachern , Koji Miyawaki

In the Bayesian literature on model comparison, Bayes factors play the leading role. In the classical statistical literature, model selection criteria are often devised used cross-validation ideas. Amalgamating the ideas of Bayes factor and…

Statistics Theory · Mathematics 2020-06-12 Debashis Chatterjee , Sourabh Bhattacharya

This paper presents an overview of some of the concepts of Bayesian Learning. The number of scientific and industrial applications of Bayesian learning has been growing in size rapidly over the last few decades. This process has started…

Every philosophy has holes, and it is the responsibility of proponents of a philosophy to point out these problems. Here are a few holes in Bayesian data analysis: (1) the usual rules of conditional probability fail in the quantum realm,…

Statistics Theory · Mathematics 2020-11-12 Andrew Gelman , Yuling Yao

Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…

Methodology · Statistics 2024-10-18 Lachlan Astfalck , Cassandra Bird , Daniel Williamson

Stability selection is a versatile framework for structure estimation and variable selection in high-dimensional setting, primarily grounded in frequentist principles. In this paper, we propose an enhanced methodology that integrates…

Methodology · Statistics 2026-05-05 Mahdi Nouraie , Connor Smith , Samuel Muller

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to thank the reviewers and many of our colleagues who helped…

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

Statistics Theory · Mathematics 2012-07-24 Yunwen Yang , Xuming He

Population analysis is crucial for ensuring that empirical software engineering (ESE) research is representative and its findings are valid. Yet, there is a persistent gap between sampling processes and the holistic examination of…

Software Engineering · Computer Science 2024-04-24 Jefferson Seide Molléri

Bayesian learning has emerged as a compelling and vital research direction in the field of structural dynamics, offering a probabilistic lens to understand and refine the analysis of complex dynamical systems. This review meticulously…

Data Analysis, Statistics and Probability · Physics 2025-06-03 Wang-Ji Yan , Lin-Feng Mei , Yuan-Wei Yin , Jiang Mo , Costas Papadimitriou , Ka-Veng Yuen , Michael Beer

State-of-the-art multi-objective optimization often assumes a known utility function, learns it interactively, or computes the full Pareto front-each requiring costly expert input.~Real-world problems, however, involve implicit preferences…

Machine Learning · Computer Science 2025-10-01 Farha A. Khan , Tanmay Chakraborty , Jörg P. Dietrich , Christian Wirth

Data is a cornerstone of empirical software engineering (ESE) research and practice. Data underpin numerous process and project management activities, including the estimation of development effort and the prediction of the likely location…

Software Engineering · Computer Science 2020-12-22 Michael F. Bosu , Stephen G. MacDonell

Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss…

Methodology · Statistics 2012-02-06 Larry Wasserman