Related papers: Bayesian Predictive Inference For Finite Populatio…
Ranking populations such as institutions based on certain characteristics is often of interest, and these ranks are typically estimated using samples drawn from the populations. Due to sample randomness, it is important to quantify the…
Our comment on Garc\'ia-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specifically, we consider the sequential setting where…
In ecology, the description of species composition and biodiversity calls for statistical methods that involve estimating features of interest in unobserved samples based on an observed one. In the last decade, the Bayesian nonparametrics…
Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…
Discrete choice models are commonly used by applied statisticians in numerous fields, such as marketing, economics, finance, and operations research. When agents in discrete choice models are assumed to have differing preferences, exact…
Following the Bayesian communication learning paradigm, we propose a finite population learning concept to capture the level of information aggregation in any given network, where agents are allowed to communicate with neighbors repeatedly…
Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…
The extrapolation of extremes to values beyond the span of stationary univariate historical data is considered from Bayesian and Frequentist perspectives. The intention is to make predictions which in some sense "preserve probability". A…
We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…
Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…
There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
Safe and reliable disclosure of information from confidential data is a challenging statistical problem. A common approach considers the generation of synthetic data, to be disclosed instead of the original data. Efficient approaches ought…
A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…
Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…
Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…
Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…
Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…