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Variational inference is an alternative estimation technique for Bayesian models. Recent work shows that variational methods provide consistent estimation via efficient, deterministic algorithms. Other tools, such as model selection using…

Methodology · Statistics 2023-08-01 Mark J. Meyer , Selina Carter , Elizabeth J. Malloy

According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in different ways. In general risk is measured in terms of a probability combination of an event (frequency) and its…

Physics and Society · Physics 2009-11-13 C. E. Bonafede , P. Giudici

The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

We look at the distribution of the Bayesian evidence for mock realizations of supernova and baryon acoustic oscillation data. The ratios of Bayesian evidences of different models are often used to perform model selection. The significance…

Cosmology and Nongalactic Astrophysics · Physics 2022-07-20 Ryan E. Keeley , Arman Shafieloo

We discuss the use of the Bayesian evidence ratio, or Bayes factor, for model selection in astronomy. We treat the evidence ratio as a statistic and investigate its distribution over an ensemble of experiments, considering both simple…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 C. R. Jenkins , J. A. Peacock

In vaccine studies for infectious diseases such as human immunodeficiency virus (HIV), the frequency and type of contacts between study participants and infectious sources are among the most informative risk factors, but are often not…

Applications · Statistics 2012-08-27 Yang Yang , Peter Gilbert , Ira M. Longini, , M. Elizabeth Halloran

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka

Infectious disease dynamics operate across multiple biological scales, with within-host viral dynamics being a key driver of between-host transmission. However, while models that explicitly link these scales exist, none have been developed…

Applications · Statistics 2026-04-23 Dylan J. Morris , Lauren Kennedy , Andrew J. Black

The Stratonovich's value of information (VoI) is quantity that measure how much inferential gain is obtained from a perturbed sample under information leakage constraint. In this paper, we introduce a generalized VoI for a general loss…

Information Theory · Computer Science 2022-01-28 Akira Kamatsuka , Takahiro Yoshida , Toshiyasu Matsushima

Investing efficiently in future research to improve policy decisions is an important goal. Expected Value of Sample Information (EVSI) can be used to select the specific design and sample size of a proposed study by assessing the benefit of…

Over recent years Value of Information analysis has become more widespread in health-economic evaluations, specifically as a tool to perform Probabilistic Sensitivity Analysis. This is largely due to methodological advancements allowing for…

Applications · Statistics 2015-07-10 Anna Heath , Ioanna Manolopoulou , Gianluca Baio

A variational Bayesian inference for measured wave intensity, such as X-ray intensity, is proposed in this paper. The data is popular to obtain information about unobservable features of an object, such as a material sample and the…

Machine Learning · Computer Science 2024-11-12 Akinori Asahara , Yoshihiro Osakabe , Yamamoto Mitsuya , Hidekazu Morita

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

Many biological assays are employed in virology to quantify parameters of interest. Two such classes of assays, virus quantification assays (VQA) and infectivity assays (IA), aim to estimate the number of viruses present in a solution, and…

Quantitative Methods · Quantitative Biology 2018-08-01 Bhaven Mistry , Maria R. D'Orsogna , Tom Chou

In many science and industry settings, a central challenge is designing experiments under time and budget constraints. Bayesian Optimal Experimental Design (BOED) is a paradigm to pick maximally informative designs that has been widely…

Machine Learning · Statistics 2026-04-02 Roubing Tang , Sabina J. Sloman , Samuel Kaski

We present a universal concept for the Value of Information (VoI), based on the works of Claude Shannon's and Ruslan Stratonovich that can take into account very general preferences of the agents and results in a single number. As such it…

Theoretical Economics · Economics 2023-11-13 Stefan Behringer , Roman V. Belavkin

We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…

Methodology · Statistics 2022-06-20 Tathagata Basu , Matthias C. M. Troffaes , Jochen Einbeck

How much more will we learn about single-field inflationary models in the future? We address this question in the context of Bayesian design and information theory. We develop a novel method to compute the expected utility of deciding…

Cosmology and Nongalactic Astrophysics · Physics 2018-06-13 Robert J. Hardwick , Vincent Vennin , David Wands

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi