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Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…

Methodology · Statistics 2023-05-11 David T. Frazier , Christopher Drovandi , David J. Nott

The two statistical methods, namely the frequentist and the Bayesian methods, are both commonly used for probabilistic inference in many scientific situations. However, it is not straightforward to interpret the result of one approach in…

Data Analysis, Statistics and Probability · Physics 2023-09-01 Alan H. Guth , Mohammad Hossein Namjoo

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many…

Methodology · Statistics 2013-01-03 Jon Wellner , Tong Zhang

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

Bayesian analyses require that all variable model parameters are given a prior probability distribution. This can pose a challenge for analyses where multiple experiments are combined if these experiments use different parametrisations for…

Methodology · Statistics 2026-03-13 Lukas Koch

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Methodology · Statistics 2021-03-02 Spencer Woody , Oscar Hernan Madrid Padilla , James G. Scott

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Estimating the difference between two binomial proportions will be investigated, where Bayesian, frequentist and fiducial (BFF) methods will be considered. Three vague priors will be used, the Jeffreys prior, a divergence prior and the…

Applications · Statistics 2021-11-17 Lizanne Raubenheimer

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

Frequentist (classical) and the Bayesian approaches to the construction of confidence limits are compared. Various examples which illustrate specific problems are presented. The Likelihood Principle and the Stopping Rule Paradox are…

High Energy Physics - Experiment · Physics 2007-05-23 G. Zech

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

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,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…

Methodology · Statistics 2025-12-12 Marie Chion , Arthur Leroy

This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…

Methodology · Statistics 2016-10-03 Michael Wood