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The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin , Chuanhai Liu

We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…

Methodology · Statistics 2024-11-19 Edgar C. Merkle , Oludare Ariyo , Sonja D. Winter , Mauricio Garnier-Villarreal

Systematic reviews aim to summarize all the available evidence relevant to a particular research question. If appropriate, the data from identified studies are quantitatively combined in a meta-analysis. Often only few studies regarding a…

Methodology · Statistics 2020-07-14 M. Henmi , S. Hattori , T. Friede

Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…

Methodology · Statistics 2025-12-12 Marie Chion , Arthur Leroy

Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…

Methodology · Statistics 2016-07-14 Ignacio Alvarez , Jarad Niemi , Matt Simpson

We propose Posterior Bootstrap, a set of algorithms extending Weighted Likelihood Bootstrap, to properly incorporate prior information and address the problem of model misspecification in Bayesian inference. We consider two approaches to…

Methodology · Statistics 2021-04-19 Emilia Pompe

Meta-analysis is a powerful tool for assessing drug safety by combining treatment-related toxicological findings across multiple studies, as clinical trials are typically underpowered for detecting adverse drug effects. However, incomplete…

Power priors are used for incorporating historical data in Bayesian analyses by taking the likelihood of the historical data raised to the power $\alpha$ as the prior distribution for the model parameters. The power parameter $\alpha$ is…

Methodology · Statistics 2023-06-27 Samuel Pawel , Frederik Aust , Leonhard Held , Eric-Jan Wagenmakers

Additive Bayesian networks are types of graphical models that extend the usual Bayesian generalized linear model to multiple dependent variables through the factorisation of the joint probability distribution of the underlying variables.…

Methodology · Statistics 2018-09-19 Gilles Kratzer , Reinhard Furrer , Marta Pittavino

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Rich meta-epidemiological data sets have been collected to explore associations between intervention effect estimates and study-level characteristics. Welton et al. proposed models for the analysis of meta-epidemiological data, but these…

Applications · Statistics 2017-11-28 Kirsty Rhodes , David Mawdsley , Rebecca Turner , Hayley Jones , Jelena Savovic , Julian Higgins

In Bayesian statistics, one's prior beliefs about underlying model parameters are revised with the information content of observed data from which, using Bayes' rule, a posterior belief is obtained. A non-trivial example taken from the…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. Charles , A. Hocker , H. Lacker , F. R. Le Diberder , S. T'Jampens

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…

Methodology · Statistics 2011-08-11 Malay Ghosh

Meta-analysis can be formulated as combining $p$-values across studies into a joint $p$-value function, from which point estimates and confidence intervals can be derived. We extend the meta-analytic estimation framework based on combined…

Methodology · Statistics 2025-10-21 David Kronthaler , Leonhard Held

The use of improper priors in the context of Bayesian hierarchical linear mixed models has been studied under the assumption of normality of the random effects. We study the propriety of the posterior under more flexible distributional…

Statistics Theory · Mathematics 2014-09-24 F. J. Rubio

We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…

Statistics Theory · Mathematics 2020-09-10 Fengshuo Zhang , Chao Gao

Hyper-differential sensitivity analysis with respect to model discrepancy was recently developed to enable uncertainty quantification for optimization problems. The approach consists of two primary steps: (i) Bayesian calibration of the…

Numerical Analysis · Mathematics 2025-10-09 Joseph Hart , Bart van Bloemen Waanders , Jixian Li , Timbwaoga A. J. Ouermi , Chris R. Johnson

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…

Machine Learning · Computer Science 2024-04-30 Yijia Liu , Xiao Wang
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