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We consider the problem of Bayesian regression with trustworthy uncertainty quantification. We define that the uncertainty quantification is trustworthy if the ground truth can be captured by intervals dependent on the predictive…

Machine Learning · Statistics 2024-07-30 Zhenyuan Yuan , Thinh T. Doan

Quantification learning is the task of prevalence estimation for a test population using predictions from a classifier trained on a different population. Quantification methods assume that the sensitivities and specificities of the…

Methodology · Statistics 2021-02-18 Jacob Fiksel , Abhirup Datta , Agbessi Amouzou , Scott Zeger

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

We develop the theory and practice of an approach to modelling and probabilistic inference in causal networks that is suitable when application-specific or analysis-specific constraints should inform such inference or when little or no data…

Artificial Intelligence · Computer Science 2017-05-16 Paul Beaumont , Michael Huth

In the Bayesian approach to probability theory, probability quantifies a degree of belief for a single trial, without any a priori connection to limiting frequencies. In this paper we show that, despite being prescribed by a fundamental…

Quantum Physics · Physics 2009-11-07 Carlton M. Caves , Christopher A. Fuchs , Ruediger Schack

Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…

Methodology · Statistics 2018-07-04 Ioannis Ntzoufras , Claudia Tarantola , Monia Lupparelli

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation algorithms such as Markov chain Monte Carlo have been adapted…

Computation · Statistics 2010-05-31 S. A. Sisson , G. W. Peters , M. Briers , Y. Fan

We characterise the likelihood function computed from a Bayesian network with latent variables as root nodes. We show that the marginal distribution over the remaining, manifest, variables also factorises as a Bayesian network, which we…

Machine Learning · Statistics 2024-02-28 Marco Zaffalon , Alessandro Antonucci

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li

Given a multivariate function taking deterministic and uncertain inputs, we consider the problem of estimating a quantile set: a set of deterministic inputs for which the probability that the output belongs to a specific region remains…

Applications · Statistics 2025-07-25 Romain Ait Abdelmalek-Lomenech , Julien Bect , Emmanuel Vazquez

Bayesian synthetic likelihood (BSL) is a popular method for performing approximate Bayesian inference when the likelihood function is intractable. In synthetic likelihood methods, the likelihood function is approximated parametrically via…

Computation · Statistics 2020-07-06 Jacob W. Priddle , Christopher Drovandi

Many psychological theories can be operationalized as linear inequality constraints on the parameters of multinomial distributions (e.g., discrete choice analysis). These constraints can be described in two equivalent ways: Either as the…

Computation · Statistics 2019-04-23 Daniel W. Heck , Clintin P. Davis-Stober

Latent variable models are widely used to account for unobserved determinants of economic behavior. This paper introduces a quasi-Bayes approach to nonparametrically estimate a large class of latent variable models. As an application, we…

Econometrics · Economics 2025-08-12 Sid Kankanala

This work introduces Bayesian quantile regression modeling framework for the analysis of longitudinal count data. In this model, the response variable is not continuous and hence an artificial smoothing of counts is incorporated. The…

Methodology · Statistics 2023-06-19 Sanket Jantre

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations…

Computation · Statistics 2013-01-21 Alberto Caimo , Nial Friel

We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra
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