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We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

Abstract In Extreme Value methodology the choice of threshold plays an important role in efficient modelling of observations exceeding the threshold. The threshold must be chosen high enough to ensure an unbiased extreme value index but…

Methodology · Statistics 2020-06-11 Andréhette Verster , Lizanne Raubenheimer

Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…

Methodology · Statistics 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Machine Learning · Statistics 2020-09-14 Owen Thomas , Ritabrata Dutta , Jukka Corander , Samuel Kaski , Michael U. Gutmann

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

Methodology · Statistics 2023-05-22 David J. Nott , Christopher Drovandi , David T. Frazier

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…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…

Computation · Statistics 2018-11-01 Xi Chen , Mike Hobson , Saptarshi Das , Paul Gelderblom

The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…

Methodology · Statistics 2019-11-15 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…

Instrumentation and Methods for Astrophysics · Physics 2025-05-26 Eric Thrane , Colm Talbot

Bayesian inference for spatial point patterns is often hindered computationally by intractable likelihoods. In the frequentist literature, estimating equations utilizing pseudolikelihoods have long been used for simulation-free parameter…

Methodology · Statistics 2025-07-24 Kevin M. Collins , Erin M. Schliep

A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…

Methodology · Statistics 2017-11-22 Andrew Gelman , Daniel Simpson , Michael Betancourt

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

A method is presented for performing joint analyses of cosmological datasets, in which the weight assigned to each dataset is determined directly by it own statistical properties. The weights are considered in a Bayesian context as a set of…

Astrophysics · Physics 2009-11-07 M. P. Hobson , S. L. Bridle , O. Lahav

Our interest is whether two binomial parameters differ, which parameter is larger, and by how much. This apparently simple problem was addressed by Fisher in the 1930's, and has been the subject of many review papers since then. Yet there…

Methodology · Statistics 2021-04-20 Michael P. Fay , Sally A. Hunsberger

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)…

Data Analysis, Statistics and Probability · Physics 2017-11-30 Amir Shahmoradi

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

When knowledge is obtained from a database, it is only possible to deduce confidence intervals for probability values. With confidence intervals replacing point values, the results in the set covering model include interval constraints for…

Artificial Intelligence · Computer Science 2013-04-10 Richard E. Neapolitan , James Kenevan

There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…

Computation · Statistics 2024-05-01 Simon L. Cotter
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