Related papers: Fast and accurate Bayesian model criticism and con…

The Epidemic Type Aftershock Sequence (ETAS) model is widely used to model seismic sequences and underpins Operational Earthquake Forecasting (OEF). However, it remains challenging to assess the reliability of inverted ETAS parameters for a…

In many social networks it is a useful assumption that, regarding a given quality, an underlying hierarchy of the connected individuals exists, and that the outcome of interactions is to some extent determined by the relative positions in…

Nested data structures arise when observations are grouped into distinct units, such as patients within hospitals or students within schools. Accounting for this hierarchical organization is essential for valid inference, as ignoring it can…

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

Evidence synthesis models that combine multiple datasets of varying design, to estimate quantities that cannot be directly observed, require the formulation of complex probabilistic models that can be expressed as graphical models. An…

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Model mis-specification (e.g. the presence of outliers) is commonly encountered in astronomical analyses, often requiring the use of ad hoc algorithms which are sensitive to arbitrary thresholds (e.g. sigma-clipping). For any given dataset,…

In Bayesian inference, making deductions about a parameter of interest requires one to sample from or compute an integral against a posterior distribution. A popular method to make these computations cheaper in high-dimensional settings is…

We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

With its origin in sociology, Social Network Analysis (SNA), quickly emerged and spread to other areas of research, including anthropology, biology, information science, organizational studies, political science, and computer science. Being…

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

In the classical contamination models, such as the gross-error (Huber and Tukey contamination model or Case-wise Contamination), observations are considered as the units to be identified as outliers or not. This model is very useful when…

This paper discusses how conflicts (as used by the consistency-based diagnosis community) can be adapted to be used in a search-based algorithm for computing prior and posterior probabilities in discrete Bayesian Networks. This is an…

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…