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The notion of confidence distributions is applied to inference about the parameter in a simple autoregressive model, allowing the parameter to take the value one. This makes it possible to compare to asymptotic approximations in both the…

Methodology · Statistics 2023-03-28 Rolf Larsson

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

Objectives: The aim of this paper is to contrast the retrospective and prospective use of experts beliefs in choosing between survival models in economic evaluations. Methods: The use of experts retrospective (posterior) beliefs is…

Methodology · Statistics 2021-09-15 J. W. Stevens , M. Orr

This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…

Statistics Theory · Mathematics 2023-08-29 Babak Maboudi Afkham , Kim Knudsen , Aksel Kaastrup Rasmussen , Tanja Tarvainen

To estimate accurately the parameters of a regression model, the sample size must be large enough relative to the number of possible predictors for the model. In practice, sufficient data is often lacking, which can lead to overfitting of…

Applications · Statistics 2024-09-25 Marianne A Jonker , Hassan Pazira , Anthony CC Coolen

The information describing the conditions of a system or a person is constantly evolving and may become obsolete and contradict other information. A database, therefore, must be consistently updated upon the acquisition of new valid…

Artificial Intelligence · Computer Science 2022-05-05 Salma Chaieb , Brahim Hnich , Ali Ben Mrad

Construction methods for prior densities are investigated from a predictive viewpoint. Predictive densities for future observables are constructed by using observed data. The simultaneous distribution of future observables and observed data…

Statistics Theory · Mathematics 2021-05-27 Fumiyasu Komaki

Benchmark datasets used for image classification tend to have very low levels of label noise. When Bayesian neural networks are trained on these datasets, they often underfit, misrepresenting the aleatoric uncertainty of the data. A common…

Machine Learning · Computer Science 2024-03-05 Martin Marek , Brooks Paige , Pavel Izmailov

When estimating causal effects using observational data, it is desirable to replicate a randomized experiment as closely as possible by obtaining treated and control groups with similar covariate distributions. This goal can often be…

Methodology · Statistics 2010-10-28 Elizabeth A. Stuart

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior. In this paper, we propose an alternative strategy which…

Methodology · Statistics 2025-03-26 Vik Shirvaikar , Stephen G. Walker , Chris Holmes

We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…

Methodology · Statistics 2014-09-10 Zepu Zhang

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…

Methodology · Statistics 2025-08-05 Graham Gibson

The well-known Bayes theorem assumes that a posterior distribution is a probability distribution. However, the posterior distribution may no longer be a probability distribution if an improper prior distribution (non-probability measure)…

Instrumentation and Methods for Astrophysics · Physics 2018-08-28 Hyungsuk Tak , Sujit K. Ghosh , Justin A. Ellis

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…

Methodology · Statistics 2021-10-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

A Bayesian view of data interpretation suggests that a visualization user should update their existing beliefs about a parameter's value in accordance with the amount of information about the parameter value captured by the new…

Human-Computer Interaction · Computer Science 2020-08-11 Yea-Seul Kim , Paula Kayongo , Madeleine Grunde-McLaughlin , Jessica Hullman

Statistical divergence is widely applied in multimedia processing, basically due to regularity and interpretable features displayed in data. However, in a broader range of data realm, these advantages may no longer be feasible, and…

Databases · Computer Science 2020-11-20 Ruoyu Wang , Xiaobo Hu , Daniel Sun , Guoqiang Li , Raymond Wong , Shiping Chen , Jianquan Liu

We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…

Methodology · Statistics 2018-08-06 Xiuqi Li , Subhashis Ghosal

Bayesian hypothesis testing is investigated when the prior probabilities of the hypotheses, taken as a random vector, are quantized. Nearest neighbor and centroid conditions are derived using mean Bayes risk error as a distortion measure…

Information Theory · Computer Science 2008-09-20 Kush R. Varshney , Lav R. Varshney