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Background: National or local laws, norms or regulations (sometimes and in some countries) require medical providers to report notifiable diseases to public health authorities. Reporting, however, is almost always incomplete. This is due to…
When performing Bayesian inference, we frequently need to work with conditional probability densities. For example, the posterior function is the conditional density of the parameters given the data. Some might worry that conditional…
Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…
We derive the optimal proposal density for Approximate Bayesian Computation (ABC) using Sequential Monte Carlo (SMC) (or Population Monte Carlo, PMC). The criterion for optimality is that the SMC/PMC-ABC sampler maximise the effective…
We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vertex labellings with a prior on the number of classes and,…
We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…
The acute phase of the Covid-19 pandemic has made apparent the need for decision support based upon accurate epidemic modeling. This process is substantially hampered by under-reporting of cases and related data incompleteness issues. In…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
Estimating prevalence, the fraction of a population with a certain medical condition, is fundamental to epidemiology. Traditional methods rely on classification of test samples taken at random from a population. Such approaches to…
This paper considers estimation of the predictive density for a normal linear model with unknown variance under alpha-divergence loss for -1 <= alpha <= 1. We first give a general canonical form for the problem, and then give general…
Aim: To assess the frequency of secondary transmissions of primary pneumonic plague relative to the onset of fever. Methods: A simple backcalculation method was employed to estimate the frequency of secondary transmissions relative to…
Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…
Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…
As a consequence of missing data on tests for infection and imperfect accuracy of tests, reported rates of population infection by the SARS CoV-2 virus are lower than actual rates of infection. Hence, reported rates of severe illness…
This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…
Let $X_1,\ldots,X_n$ be a random sample from an unknown probability distribution $P$ on the sample space ${\cal X}$, and let $\theta=\theta(P)$ be a parameter of interest. The present paper proposes a nonparametric `Bayesian bootstrap'…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…