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In social and biomedical sciences testing in contingency tables often involves order restrictions on cell-probabilities parameters. We develop objective Bayes methods for order-constrained testing and model comparison when observations…

Methodology · Statistics 2018-10-24 Roberta Paroli , Guido Consonni

Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birg\'{e} [Ann. Inst. H. Poincar\'{e} Probab. Statist. 42 (2006) 273--325] to the particular situation of the estimation of…

Statistics Theory · Mathematics 2009-09-29 Lucien Birgé

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

In the context of a high-dimensional linear regression model, we propose the use of an empirical correlation-adaptive prior that makes use of information in the observed predictor variable matrix to adaptively address high collinearity,…

Methodology · Statistics 2022-07-04 Chang Liu , Yue Yang , Howard Bondell , Ryan Martin

We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…

Statistics Theory · Mathematics 2015-03-09 Rina Foygel Barber , Mathias Drton

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational…

Machine Learning · Statistics 2020-10-27 Wu Lin , Mark Schmidt , Mohammad Emtiyaz Khan

We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher-information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity…

Methodology · Statistics 2016-03-24 Mathias Drton , Martyn Plummer

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

Methodology · Statistics 2023-05-22 David J. Nott , Christopher Drovandi , David T. Frazier

This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…

Artificial Intelligence · Computer Science 2013-03-25 Kathryn Blackmond Laskey

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

The Poisson distribution is the default choice of likelihood for probabilistic models of count data. However, due to the equidispersion contraint of the Poisson, such models may have predictive uncertainty that is artificially inflated.…

Methodology · Statistics 2025-07-15 Jimmy Lederman , Aaron Schein

Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…

Methodology · Statistics 2021-07-21 Claudia Di Caterina , Davide Ferrari

The Poisson distribution is often used as a standard model for count data. Quite often, however, such data sets are not well fit by a Poisson model because they have more zeros than are compatible with this model. For these situations, a…

Statistics Theory · Mathematics 2008-12-18 M. J. Bayarri , James O. Berger , Gauri S. Datta

In data sets with many predictors, algorithms for identifying a good subset of predictors are often used. Most such algorithms do not account for any relationships between predictors. For example, stepwise regression might select a model…

bayes-an · Physics 2008-02-03 Hugh Chipman

We develop a fully Bayesian, logistic tracking algorithm with the purpose of providing classification results that are unbiased when applied uniformly to individuals with differing sensitive variable values. Here, we consider bias in the…

Applications · Statistics 2020-12-02 Martin B. Short , George O. Mohler

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks. (1) Neural networks are typically…

Machine Learning · Computer Science 2020-01-30 Andrew Gordon Wilson

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Methodology · Statistics 2014-11-04 Michael Braun , Paul Damien