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We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

Gibbs random fields play an important role in statistics. However they are complicated to work with due to an intractability of the likelihood function and there has been much work devoted to finding computational algorithms to allow…

Methodology · Statistics 2014-04-01 Nial Friel

A recent paper presents the "false confidence theorem" (FCT) which has potentially broad implications for statistical inference using Bayesian posterior uncertainty. This theorem says that with arbitrarily large (sampling/frequentist)…

Methodology · Statistics 2018-07-18 Iain Carmichael , Jonathan P Williams

Current inferences of the BAO scale from galaxy clustering employ a reconstruction technique at fixed cosmology and bias parameters. Here, we present the first consistent joint Bayesian inference of the isotropic BAO scale, jointly varying…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-21 Ivana Babić , Fabian Schmidt , Beatriz Tucci

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…

Applications · Statistics 2013-01-15 Bradley Efron

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Methodology · Statistics 2013-01-22 Yun Yang , David B. Dunson

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…

Data Analysis, Statistics and Probability · Physics 2016-05-02 Sergio Davis

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…

Methodology · Statistics 2024-07-30 Lucas Vogels , Reza Mohammadi , Marit Schoonhoven , S. Ilker Birbil

This work presents a formalism for deriving likelihoods of the cosmological density field directly from first principles within Perturbation Theory (PT). By assuming a perturbative expansion around the Gaussian initial density field and…

Cosmology and Nongalactic Astrophysics · Physics 2025-05-30 Rodrigo Voivodic

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…

Methodology · Statistics 2023-08-21 Ioannis Koune , Arpad Rozsas , Arthur Slobbe , Alice Cicirello

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…

Methodology · Statistics 2024-06-11 Cheng-Han Yu , Meng Li , Colin Noe , Simon Fischer-Baum , Marina Vannucci

We develop a simple formalism of biased tracers that we dub $\mathit{Monkey\ bias}$. In this formalism, a biased tracer field is constructed directly in terms of the linear matter fluctuation field and the set of derivative operators acting…

Cosmology and Nongalactic Astrophysics · Physics 2020-11-20 Tomohiro Fujita , Zvonimir Vlah

We develop a framework for indirect discovery in the Standard Model Effective Field Theory (SMEFT) based on Bayesian model selection over operator subsets. We argue that SMEFT should be understood as a structured space of competing…

High Energy Physics - Phenomenology · Physics 2026-05-22 Luca Mantani

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

Variational Bayesian posterior inference often requires simplifying approximations such as mean-field parametrisation to ensure tractability. However, prior work has associated the variational mean-field approximation for Bayesian neural…

Machine Learning · Computer Science 2022-10-07 Richard Kurle , Ralf Herbrich , Tim Januschowski , Yuyang Wang , Jan Gasthaus

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…

Applications · Statistics 2015-05-19 Matt Taddy , Chun-Sheng Chen , Jun Yu , Mitch Wyle

We present an Effective Field Theory (EFT) formalism which describes the dynamics of non-relativistic extended objects coupled to gravity. The formalism is relevant to understanding the gravitational radiation power spectra emitted by…

High Energy Physics - Theory · Physics 2013-05-29 Walter D. Goldberger , Ira Z. Rothstein

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari