Related papers: Accounting for sample selection in Bayesian analys…
A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number…
Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…
We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…
This paper focuses on utilizing two different Bayesian methods to deal with a variety of toy problems which occur in data analysis. In particular we implement the Variational Bayesian and Nested Sampling methods to tackle the problems of…
Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…
We present dynesty, a public, open-source, Python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using Dynamic Nested Sampling. By adaptively allocating samples based on posterior structure, Dynamic Nested…
A method is presented for performing joint analyses of cosmological datasets, in which the weight assigned to each dataset is determined directly by it own statistical properties. The weights are considered in a Bayesian context as a set of…
For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…
Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…
The application of Bayesian methods in cosmology and astrophysics has flourished over the past decade, spurred by data sets of increasing size and complexity. In many respects, Bayesian methods have proven to be vastly superior to more…
In the design of clinical trials, it is essential to assess the design operating characteristics (e.g., power and the type I error rate). Common practice for the evaluation of operating characteristics in Bayesian clinical trials relies on…
We review some aspects of Bayesian and frequentist interval estimation, focusing first on their relative strengths and weaknesses when used in "clean" or "textbook" contexts. We then turn attention to observational-data situations which are…
This paper addresses the challenging computational problem of estimating intractable expectations over discrete domains. Existing approaches, including Monte Carlo and Russian Roulette estimators, are consistent but often require a large…
Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…
Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…
Synthetic indices are used in Economics to measure various aspects of monetary inequalities. These scalar indices take as input the distribution over a finite population, for example the population of a specific country. In this article we…
We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…
For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…
Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…
Microplastics contamination is one of the most rapidly growing research topics. However, monitoring microplastics contamination in the environment presents both logistical and statistical challenges, particularly when constrained resources…