Related papers: Bayesian fractional posteriors
In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…
There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…
Predicting outcomes in external domains is challenging due to hidden confounders that potentially influence both predictors and outcomes. Well-established methods frequently rely on stringent assumptions, explicit knowledge about the…
We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…
The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…
In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…
In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…
The Bayesian posterior minimizes the "inferential risk" which itself bounds the "predictive risk". This bound is tight when the likelihood and prior are well-specified. However since misspecification induces a gap, the Bayesian posterior…
Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…
For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…
We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…
This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
The dominant term in PAC-Bayes bounds is often the Kullback--Leibler divergence between the posterior and prior. For so-called linear PAC-Bayes risk bounds based on the empirical risk of a fixed posterior kernel, it is possible to minimize…
High dimensional statistics deals with the challenge of extracting structured information from complex model settings. Compared with the growing number of frequentist methodologies, there are rather few theoretically optimal Bayes methods…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution…
Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…
Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…