Related papers: Inference for a constrained parameter in presence …
This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…
Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…
The main object of this paper is to present some general concepts of Bayesian inference and more specifically the estimation of the hyperparameters in inverse problems. We consider a general linear situation where we are given some data…
We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…
In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…
In a Bayesian context, theoretical parameters are correlated random variables. Then, the constraints on one parameter can be improved by either measuring this parameter more precisely - or by measuring the other parameters more precisely.…
Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
Indirect Inference (I-I) estimation of structural parameters $\theta$ {{requires matching observed and simulated statistics, which are most often generated using an auxiliary model that depends on instrumental parameters $\beta$.}} {The…
We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…
The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…
We consider the efficient inference of finite dimensional parameters arising in the context of inverse problems. Our setup is the observation of a transformation of an unknown infinite dimensional signal $f$ corrupted by statistical noise,…