Related papers: Robust model comparison tests of DAMA/LIBRA annual…

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Conformal prediction has emerged as a popular technique for facilitating valid predictive inference across a spectrum of machine learning models, under minimal assumption of exchangeability. Recently, Hoff (2023) showed that full conformal…

Meta-analysis is a statistical method used in evidence synthesis for combining, analyzing and summarizing studies that have the same target endpoint and aims to derive a pooled quantitative estimate using fixed and random effects models or…

Model selection is a fundamental part of the applied Bayesian statistical methodology. Metrics such as the Akaike Information Criterion are commonly used in practice to select models but do not incorporate the uncertainty of the models'…

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Estimating causal models from observational data is a crucial task in data analysis. For continuous-valued data, Shimizu et al. have proposed a linear acyclic non-Gaussian model to understand the data generating process, and have shown that…

Large language models are becoming the go-to solution for the ever-growing number of tasks. However, with growing capacity, models are prone to rely on spurious correlations stemming from biases and stereotypes present in the training data.…

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…

Despite their widespread applications, Large Language Models (LLMs) often struggle to express uncertainty, posing a challenge for reliable deployment in high stakes and safety critical domains like clinical diagnostics. Existing standard…

Baryon acoustic oscillation data from the Dark Energy Spectroscopic Instrument (DESI) show evidence of a deviation from a cosmological constant $\Lambda$ within a Bayesian analysis. In this work, we validate that frequentist constraints…

To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…

Variable selection is essential for improving inference and interpretation in multivariate linear regression. Although a number of alternative regressor selection criteria have been suggested, the most prominent and widely used are the…

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information…

This paper considers the computer model calibration problem and provides a general frequentist solution. Under the proposed framework, the data model is semi-parametric with a nonparametric discrepancy function which accounts for any…

This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($\infty$) processes, as well as the GARCH or ARCH($\infty$), APARCH, ARMA-GARCH and many others processes. We…

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a high-dimensional compact group, given noisy pairwise…

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead…

Biophysical models describing complex, cellular phenomena typically include systems of nonlinear differential equations with many free parameters. While experimental measurements can fix some parameters, those describing internal cellular…