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Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…

Methodology · Statistics 2012-05-01 David C. Kessler , Peter D. Hoff , David B. Dunson

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee

We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate selection of the hyperparameters in the beta prime prior leads…

Methodology · Statistics 2019-07-19 Ray Bai , Malay Ghosh

The choice of tuning parameters in Bayesian variable selection is a critical problem in modern statistics. In particular, for Bayesian linear regression with non-local priors, the scale parameter in the non-local prior density is an…

Statistics Theory · Mathematics 2019-02-25 Xuan Cao , Kshitij Khare , Malay Ghosh

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

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…

Machine Learning · Computer Science 2024-02-05 Luca Della Libera , Jacopo Andreoli , Davide Dalle Pezze , Mirco Ravanelli , Gian Antonio Susto

Recent advances in deep learning have led to a paradigm shift in the field of reversible steganography. A fundamental pillar of reversible steganography is predictive modelling which can be realised via deep neural networks. However,…

Machine Learning · Computer Science 2023-03-08 Ching-Chun Chang

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

Methodology · Statistics 2021-03-15 J. Mulder , H. Hoijtink , X. Gu

When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some…

Methodology · Statistics 2026-03-18 Andrew A. Manderson , Robert J. B. Goudie

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…

Statistics Theory · Mathematics 2010-01-13 Yuan Liao , Wenxin Jiang

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…

Social and Information Networks · Computer Science 2016-05-12 Shohreh Shaghaghian , Mark Coates

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

For in vivo research experiments with small sample sizes and available historical data, we propose a sequential Bayesian method for the Behrens-Fisher problem. We consider it as a model choice question with two models in competition: one…

Statistics Theory · Mathematics 2016-11-22 Antoine Barbieri , Jean-Michel Marin , Karine Florin

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree
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