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This paper provides bayesian analysis of singular Marshall-Olkin bivariate Pareto distribution. We consider three parameter singular Marshall-Olkin bivariate Pareto distribution. We consider two types of prior - reference prior and gamma…

Methodology · Statistics 2017-10-03 Biplab Paul , Arabin Kumar Dey , Sanku Dey , Debasis Kundu

We review the information geometry of linear systems and its application to Bayesian inference, and the simplification available in the K\"ahler manifold case. We find conditions for the information geometry of linear systems to be…

Differential Geometry · Mathematics 2015-01-15 Jaehyung Choi , Andrew P. Mullhaupt

We study Cauchy-distributed difference priors for edge-preserving Bayesian statistical inverse problems. On the contrary to the well-known total variation priors, one-dimensional Cauchy priors are non-Gaussian priors also in the…

Statistics Theory · Mathematics 2016-03-22 Markku Markkanen , Lassi Roininen , Janne M J Huttunen , Sari Lasanen

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

The Generalized Pareto (GP) and Generalized extreme value (GEV) distributions play an important role in extreme value analyses, as models for threshold excesses and block maxima respectively. For each of these distributions we consider…

Methodology · Statistics 2016-06-02 Paul J. Northrop , Nicolas Attalides

We use the language of uninformative Bayesian prior choice to study the selection of appropriately simple effective models. We advocate for the prior which maximizes the mutual information between parameters and predictions, learning as…

Data Analysis, Statistics and Probability · Physics 2018-02-16 Henry H. Mattingly , Mark K. Transtrum , Michael C. Abbott , Benjamin B. Machta

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…

Methodology · Statistics 2007-06-12 Helen Armstrong , Christopher K. Carter , Kevin F. Wong , Robert Kohn

Testing and characterizing the difference between two data samples is of fundamental interest in statistics. Existing methods such as Kolmogorov-Smirnov and Cramer-von-Mises tests do not scale well as the dimensionality increases and…

Methodology · Statistics 2011-03-23 Li Ma , Wing H. Wong

Regression models with fat-tailed error terms are an increasingly popular choice to obtain more robust inference to the presence of outlying observations. This article focuses on Bayesian inference for the Student-$t$ linear regression…

Methodology · Statistics 2013-11-11 Catalina A. Vallejos , Mark F. J. Steel

In Bayesian theory, the role of information is central. The influence exerted by prior information on posterior outcomes often jeopardizes Bayesian studies, due to the potentially subjective nature of the prior choice. In modeling where a…

Statistics Theory · Mathematics 2024-04-26 Antoine Van Biesbroeck

The classical condition on the existence of uniformly exponentially consistent tests for testing the true density against the complement of its arbitrary neighborhood has been widely adopted in study of asymptotics of Bayesian nonparametric…

Statistics Theory · Mathematics 2008-12-01 Yang Xing

The ratio of Bayesian evidences is a popular tool in cosmology to compare different models. There are however several issues with this method: Bayes' ratio depends on the prior even in the limit of non-informative priors, and Jeffrey's…

Cosmology and Nongalactic Astrophysics · Physics 2024-12-16 Luca Amendola , Vrund Patel , Ziad Sakr , Elena Sellentin , Kevin Wolz

Given a parabolic geometry on a smooth manifold $M$, we study a natural affine bundle $A \to M$, whose smooth sections can be identified with Weyl structures for the geometry. We show that the initial parabolic geometry defines a reductive…

Differential Geometry · Mathematics 2024-10-14 Andreas Cap , Thomas Mettler

In bayesian wavelet shrinkage, the already proposed priors to wavelet coefficients are assumed to be symmetric around zero. Although this assumption is reasonable in many applications, it is not general. The present paper proposes the use…

Methodology · Statistics 2020-10-12 Alex Rodrigo dos Santos Sousa

We determine the local structure of all pseudo-Riemannian manifolds $(M,g)$ in dimensions $n\ge4$ whose Weyl conformal tensor $W$ is parallel and has rank 1 when treated as an operator acting on exterior 2-forms at each point. If one fixes…

Differential Geometry · Mathematics 2010-11-30 Andrzej Derdzinski , Witold Roter

For almost all Riemannian metrics (in the $C^\infty$ Baire sense) on a closed manifold $M^{n+1}$, $3\leq (n+1)\leq 7$, we prove that there is a sequence of closed, smooth, embedded, connected minimal hypersurfaces that is equidistributed in…

Differential Geometry · Mathematics 2018-12-27 Fernando C. Marques , André Neves , Antoine Song

For estimating a positive normal mean, Zhang and Woodroofe (2003) as well as Roe and Woodroofe (2000) investigate 100($1-\alpha)%$ HPD credible sets associated with priors obtained as the truncation of noninformative priors onto the…

Statistics Theory · Mathematics 2016-08-16 Éric Marchand , William E. Strawderman

The use of flat or weakly informative priors is popular due to the objective a priori belief in the absence of strong prior information. In the case of the Weibull model the improper uniform, equal parameter gamma and joint Jeffrey's priors…

Methodology · Statistics 2020-02-18 Janet van Niekerk , Haakon Bakka , Haavard Rue

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

Methodology · Statistics 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

In the Bayes paradigm and for a given loss function, we propose the construction of a new type of posterior distributions, that extends the classical Bayes one, for estimating the law of an $n$-sample. The loss functions we have in mind are…

Statistics Theory · Mathematics 2024-01-05 Yannick Baraud