Related papers: Rejoinder for "Probabilistic Integration: A Role i…
In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and…
There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises in a number of situations, including in big-data settings,…
A general challenge in statistics is prediction in the presence of multiple candidate models or learning algorithms. Model aggregation tries to combine all predictive distributions from individual models, which is more stable and flexible…
This paper reviews the basic ideas behind a Bayesian unfolding published some years ago and improves their implementation. In particular, uncertainties are now treated at all levels by probability density functions and their propagation is…
Probabilistic Graphical Bayesian models of causation have continued to impact on strategic analyses designed to help evaluate the efficacy of different interventions on systems. However, the standard causal algebras upon which these…
The idea that the brain is a probabilistic (Bayesian) inference machine, continuously trying to figure out the hidden causes of its inputs, has become very influential in cognitive (neuro)science over recent decades. Here I present a…
This article surveys computational methods for posterior inference with intractable likelihoods, that is where the likelihood function is unavailable in closed form, or where evaluation of the likelihood is infeasible. We review recent…
Probabilistic programming is a growing area that strives to make statistical analysis more accessible, by separating probabilistic modelling from probabilistic inference. In practice this decoupling is difficult. No single inference…
It is argued that the Calibrated Bayesian (CB) approach to statistical inference capitalizes on the strength of Bayesian and frequentist approaches to statistical inference. In the CB approach, inferences under a particular model are…
Integrative modeling of macromolecular assemblies allows for structural characterization of large assemblies that are recalcitrant to direct experimental observation. A Bayesian inference approach facilitates combining data from…
The literature for count modeling provides useful tools to conduct causal inference when outcomes take non-negative integer values. Applied to the potential outcomes framework, we link the Bayesian causal inference literature to statistical…
In the typical analysis of a data set, a single method is selected for statistical reporting even when equally applicable methods yield very different results. Examples of equally applicable methods can correspond to those of different…
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…
Random number generators are widely used in practical algorithms. Examples include simulation, number theory (primality testing and integer factorization), fault tolerance, routing, cryptography, optimization by simulated annealing, and…
As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…
This special volume of Statistical Sciences presents some innovative, if not provocative, ideas in the area of reliability, or perhaps more appropriately named, integrated system assessment. In this age of exponential growth in science,…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…
We give an overview of the role of information theory in statistics, and particularly in biostatistics. We recall the basic quantities in information theory; entropy, cross-entropy, conditional entropy, mutual information and…