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Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Monica Musio

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

Methodology · Statistics 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a Beta Process. It also…

Computer Vision and Pattern Recognition · Computer Science 2015-03-30 Naveed Akhtar , Faisal Shafait , Ajmal Mian

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…

Statistics Theory · Mathematics 2011-12-26 Rina Foygel , Mathias Drton

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

Methodology · Statistics 2017-01-23 Björn Görder , Michael Kolonko

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

In this work, we propose differentially private methods for hypothesis testing, model averaging, and model selection for normal linear models. We consider Bayesian methods based on mixtures of $g$-priors and non-Bayesian methods based on…

Methodology · Statistics 2023-08-30 Víctor Peña , Andrés F. Barrientos

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

Standard Bayesian analyses can be difficult to perform when the full likelihood, and consequently the full posterior distribution, is too complex and difficult to specify or if robustness with respect to data or to model misspecifications…

Methodology · Statistics 2019-01-08 Federica Giummolè , Valentina Mameli , Erlis Ruli , Laura Ventura

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

We present a method for identification of models with good predictive performances in the family of Bayesian log-linear mixed models with Dirichlet process random effects. Such a problem arises in many different applications; here we…

Methodology · Statistics 2018-01-17 Cinzia Carota , Maurizio Filippone , Silvia Polettini

We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…

Methodology · Statistics 2021-09-20 Seonghyun Jeong , Taeyoung Park , David A. van Dyk

Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…

Methodology · Statistics 2023-11-23 Bernard W. Silverman , Lax Chan , Kyle Vincent

A maximum likelihood based model selection of discrete Bayesian networks is considered. The model selection is performed through scoring function $S$, which, for a given network $G$ and $n$-sample $D_n$, is defined to be the maximum…

Statistics Theory · Mathematics 2013-04-18 Nikolay H. Balov

How to sample high quality negative instances from unlabeled data, i.e., negative sampling, is important for training implicit collaborative filtering and contrastive learning models. Although previous studies have proposed some approaches…

Information Retrieval · Computer Science 2022-07-12 Bin Liu , Bang Wang
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