English
Related papers

Related papers: Some comments about A Bayesian criterion for singu…

200 papers

The problem of model selection is considered for the setting of interpolating estimators, where the number of model parameters exceeds the size of the dataset. Classical information criteria typically consider the large-data limit,…

Machine Learning · Statistics 2026-01-13 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

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

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Subhashis Ghosal

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Mark G. Low , Zongming Ma

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Judith Rousseau

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Ismaël Castillo

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Richard Nickl

The aim of this short communique is to adapt a result established by Bliman, related to the possible approximation of the solutions to real-parameter-dependent linear matrix inequalities (LMIs), to the special context of stability analysis…

Optimization and Control · Mathematics 2015-06-03 Olivier Bachelier , Didier Henrion , Nima Yeganefar , Driss Mehdi

This overview paper describes the particle methods developed for the implementation of the a class of Bayes filters formulated using the random finite set formalism. It is primarily intended for the readership already familiar with the…

Systems and Control · Computer Science 2016-02-15 Branko Ristic , Michael Beard , Claudio Fantacci

We study the measure of unique information $UI(T:X\setminus Y)$ defined by Bertschinger et al. (2014) within the framework of information decompositions. We study uniqueness and support of the solutions to the optimization problem…

Information Theory · Computer Science 2021-11-02 Johannes Rauh , Maik Schünemann , Jürgen Jost

This paper presents a Bayesian inference framework for a linear index threshold-crossing binary choice model that satisfies a median independence restriction. The key idea is that the model is observationally equivalent to a probit model…

Econometrics · Economics 2024-10-23 Christopher D. Walker

In this rejoinder we summarize the comments, questions and remarks on the paper "A novel algorithmic approach to Bayesian Logic Regression" from the discussants. We then respond to those comments, questions and remarks, provide several…

Methodology · Statistics 2020-05-29 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

We would like to congratulate the authors of "A Bayesian Conjugate Gradient Method" on their insightful paper, and welcome this publication which we firmly believe will become a fundamental contribution to the growing field of probabilistic…

Computation · Statistics 2019-08-09 Francois-Xavier Briol , Francisco A. Diaz De la O , Peter O. Hristov

An opinion piece by Abigail Thompson in the Notices of the American Mathematical Society has engendered a lot of discussion, including three open letters with over 1400 signatures. We analyze the professional profiles of signatories of…

Applications · Statistics 2020-02-05 Joshua Paik , Igor Rivin

This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit…

Statistics Theory · Mathematics 2010-03-22 Ngai Hang Chan , Yury A. Kutoyants

Rejoinder of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2016-08-07 Botond Szabó , A. W. van der Vaart , J. H. van Zanten

This paper is a note on the use of Bayesian nonparametric mixture models for continuous time series. We identify a key requirement for such models, and then establish that there is a single type of model which meets this requirement. As it…

Methodology · Statistics 2013-03-05 George Karabatsos , Stephen G. Walker

We test whether distributional models can do one-shot learning of definitional properties from text only. Using Bayesian models, we find that first learning overarching structure in the known data, regularities in textual contexts and in…

Computation and Language · Computer Science 2017-10-16 Su Wang , Stephen Roller , Katrin Erk

We have developed a sophisticated statistical model for predicting the hitting performance of Major League baseball players. The Bayesian paradigm provides a principled method for balancing past performance with crucial covariates, such as…

Applications · Statistics 2021-07-21 Shane T. Jensen , Blake McShane , Abraham J. Wyner