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In statistics, there are a variety of methods for performing model selection that all stem from slightly different paradigms of statistical inference. The reasons for choosing one particular method over another seem to be based entirely on…

Statistics Theory · Mathematics 2019-01-29 Danica M. Ommen , Christopher P. Saunders

Although there is a significant literature on the asymptotic theory of Bayes factor, the set-ups considered are usually specialized and often involves independent and identically distributed data. Even in such specialized cases, mostly weak…

Statistics Theory · Mathematics 2018-04-18 Debashis Chatterjee , Trisha Maitra , Sourabh Bhattacharya

It is well known that a Bayesian probability forecast for all future observations should be a probability measure in order to satisfy a natural condition of coherence. The main topics of this paper are the evolution of the Bayesian…

Methodology · Statistics 2024-04-02 Vladimir Vovk

We describe a new method for evaluating Bayes factors. The key idea is to introduce a hypermodel in which the competing models are components of a mixture distribution. Inference for the mixing probabilities then yields estimates of the…

Methodology · Statistics 2016-02-16 Philip D. O'Neill , Theodore Kypraios

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

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

In Bayesian hypothesis testing, evidence for a statistical model is quantified by the Bayes factor, which represents the relative likelihood of observed data under that model compared to another competing model. In general, computing Bayes…

Computation · Statistics 2021-12-07 Thomas J. Faulkenberry

The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do calculus is required has been…

Machine Learning · Statistics 2021-12-13 Finnian Lattimore , David Rohde

In this work a quantum analogue of Bayesian inference is considered. Based on the notion of instrument, we propose a quantum analogue of Bayes' rule, which elaborates how a prior normal state updates under observations. Besides, we…

Quantum Physics · Physics 2023-01-10 Huayu Liu

The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do-calculus is required has been…

Machine Learning · Statistics 2019-10-22 Finnian Lattimore , David Rohde

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

The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We…

Probability · Mathematics 2014-02-17 Dirk Tasche

Some scientific research questions ask to guide decisions and others do not. By their nature frequentist hypothesis-tests yield a dichotomous test decision as result, rendering them rather inappropriate for latter types of research…

Methodology · Statistics 2021-10-20 Patrick Schwaferts , Thomas Augustin

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

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…

Methodology · Statistics 2021-09-16 Joris Mulder

In a probability-based reasoning system, Bayes' theorem and its variations are often used to revise the system's beliefs. However, if the explicit conditions and the implicit conditions of probability assignments `me properly distinguished,…

Artificial Intelligence · Computer Science 2013-03-08 Pei Wang

We propose a simple phenomenological modification, a Gaussian screening, of the probability distribution function which was obtained by Beck to explain experimentally measured distribution from fully developed fluid turbulence, within the…

Condensed Matter · Physics 2007-05-23 A. K. Aringazin , M. I. Mazhitov

Bayes factors represent the ratio of probabilities assigned to data by competing scientific hypotheses. Drawbacks of Bayes factors are their dependence on prior specifications that define null and alternative hypotheses and difficulties…

Statistics Theory · Mathematics 2023-03-29 Valen E. Johnson , Sandipan Pramanik , Rachael Shudde

We give a proof of Cox's Theorem on the product rule and sum rule for conditional plausibility without assuming continuity or differentiablity of plausibility. Instead, we extend the notion of plausibility to apply to unknowns giving them…

Probability · Mathematics 2007-05-23 Maurice J. Dupre , Frank J. Tipler

In the context of testing general relativity with gravitational waves, constraints obtained with multiple events are typically combined either through a hierarchical formalism or though a combined multiplicative Bayes factor. We show that…

General Relativity and Quantum Cosmology · Physics 2022-08-17 Maximiliano Isi , Will M. Farr , Katerina Chatziioannou