Related papers: Using prior expansions for prior-data conflict che…
Local sensitivity diagnostics for Bayesian models are described that are analogues of frequentist measures of leverage and influence. The diagnostics are simple to calculate using MCMC. A comparison between leverage and influence allows a…
Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…
This paper considers the problem of using MCMC to fit sparse Bayesian models based on normal scale-mixture priors. Examples of this framework include the Bayesian LASSO and the horseshoe prior. We study the usefulness of parameter expansion…
During the software evolution, existing features may be adversely affected by new changes, which is well known as regression errors. Maintaining a high-quality test suite is helpful to prevent regression errors, whereas it heavily depends…
A Bayes factor is proposed for testing whether the effect of a key predictor variable on the dependent variable is linear or nonlinear, possibly while controlling for certain covariates. The test can be used (i) when one is interested in…
We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…
Evidence synthesis models combine multiple data sources to estimate latent quantities of interest, enabling reliable inference on parameters that are difficult to measure directly. However, shared parameters across data sources can induce…
Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…
While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…
We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…
Methods are developed for eliciting a Dirichlet prior based upon bounds on the individual probabilities that hold with virtual certainty. This approach to selecting a prior is applied to a contingency table problem where it is demonstrated…
The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…
In this paper, we show how a complete and exact Bayesian analysis of a parametric mixture model is possible in some cases when components of the mixture are taken from exponential families and when conjugate priors are used. This restricted…
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…
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…
Incorporating historical information into the design and analysis of a new clinical trial has been the subject of much recent discussion. For example, in the context of clinical trials of antibiotics for drug resistant infections, where…
Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general, and computationally efficient methods for model criticism and conflict…
The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…
The robustness to the prior of Bayesian inference procedures based on a measure of statistical evidence are considered. These inferences are shown to have optimal properties with respect to robustness. Furthermore, a connection between…