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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…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

The uncertainty quantifications of theoretical results are of great importance to make meaningful comparisons of those results with experimental data and to make predictions in experimentally unknown regions. By quantifying uncertainties,…

Nuclear Theory · Physics 2018-12-10 Sota Yoshida , Noritaka Shimizu , Tomoaki Togashi , Takaharu Otsuka

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Instrumentation and Methods for Astrophysics · Physics 2021-12-15 Will J. Percival , Oliver Friedrich , Elena Sellentin , Alan Heavens

In high energy physics, a widely used method to treat systematic uncertainties in confidence interval calculations is based on combining a frequentist construction of confidence belts with a Bayesian treatment of systematic uncertainties.…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Fredrik Tegenfeldt , Jan Conrad

We have developed a frequentist approach for model selection which determines the consistency between any cosmological model and the data using the distribution of likelihoods from the iterative smoothing method. Using this approach, we…

Cosmology and Nongalactic Astrophysics · Physics 2022-03-30 Hanwool Koo , Ryan E. Keeley , Arman Shafieloo , Benjamin L'Huillier

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is complicated because the effect of estimating the…

Methodology · Statistics 2017-02-14 Hejian Sang , Jae Kwang Kim

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Unlike classification, whose goal is to estimate the class of each data point in a dataset, prevalence estimation or quantification is a task that aims to estimate the distribution of classes in a dataset. The two main tasks in prevalence…

Machine Learning · Statistics 2025-07-09 Aime Bienfait Igiraneza , Christophe Fraser , Robert Hinch

Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss…

Methodology · Statistics 2012-02-06 Larry Wasserman

This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 Jake VanderPlas

We consider the problem of Bayesian regression with trustworthy uncertainty quantification. We define that the uncertainty quantification is trustworthy if the ground truth can be captured by intervals dependent on the predictive…

Machine Learning · Statistics 2024-07-30 Zhenyuan Yuan , Thinh T. Doan

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz