Related papers: Weyl Prior and Bayesian Statistics

Bayesian parameter inference depends on a choice of prior probability distribution for the parameters in question. The prior which makes the posterior distribution maximally sensitive to data is called the Jeffreys prior, and it is…

The Rician distribution, a well-known statistical distribution frequently encountered in fields like magnetic resonance imaging and wireless communications, is particularly useful for describing many real phenomena such as signal process…

Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…

Bayesian predictive densities when the observed data $x$ and the target variable $y$ to be predicted have different distributions are investigated by using the framework of information geometry. The performance of predictive densities is…

Motivated by the statistical evaluation of complex computer models, we deal with the issue of objective prior specification for the parameters of Gaussian processes. In particular, we derive the Jeffreys-rule, independence Jeffreys and…

This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…

We propose that Bayesian variable selection for linear parametrisations with Gaussian iid likelihoods be based on the spherical symmetry of the diagonalised parameter space. Our r-prior results in closed forms for the evidence for four…

Background and Objective: Wilson statistics describe well the power spectrum of proteins at high frequencies. Therefore, it has found several applications in structural biology, e.g., it is the basis for sharpening steps used in cryogenic…

There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and…

In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…

The Yule-Simon distribution is usually employed in the analysis of frequency data. As the Bayesian literature, so far, ignored this distribution, here we show the derivation of two objective priors for the parameter of the Yule-Simon…

We propose alternatives to Bayesian a priori distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors…

In this paper, we discuss a method to define prior distributions for the threshold of a generalised Pareto distribution, in particular when its applications are directed to heavy-tailed data. We propose to assign prior probabilities to the…

We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no finite moments. We also investigate the impact of this…

Prior distributions elicited for modelling the natural fluctuations or the uncertainty on parameters of Bayesian fishery population models, can be chosen among a vast range of statistical laws. Since the statistical framework is defined by…

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being constrained to non-Euclidean spaces like…

In this paper we introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence based (DB) priors. DB priors have simple forms…

One of the key elements of probabilistic seismic risk assessment studies is the fragility curve, which represents the conditional probability of failure of a mechanical structure for a given scalar measure derived from seismic ground…