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Related papers: Density Estimation via Bayesian Inference Engines

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In this work we develop and implement a novel Bayesian method for computing the DOS of a system. This method is based on the use of a test function with adjustable parameters and we use Bayes theorem to find the best parameters given a…

Statistical Mechanics · Physics 2021-12-28 Felipe Moreno , Sergio Davis , Joaquín Peralta

We propose and evaluate an iterative localization mechanism employing Bayesian inference to estimate the position of a target using received signal strength measurements. The probability density functions of the target's coordinates are…

Applications · Statistics 2020-03-05 Henrique Hilleshein , Carlos H. M. de Lima , Hirley Alves , Matti Latva-aho

Bayesian statistics is an integral part of contemporary applied science. bayesics provides a single framework, unified in syntax and output, for performing the most commonly used statistical procedures, ranging from one- and two-sample…

Methodology · Statistics 2026-02-18 Daniel K. Sewell , Alan T. Arakkal

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

Survey data are often collected under multistage sampling designs where units are binned to clusters that are sampled in a first stage. The unit-indexed population variables of interest are typically dependent within cluster. We propose a…

Methodology · Statistics 2021-08-26 Luis G. Leon-Novelo , Terrance D. Savitsky

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

Density ratio estimation serves as an important technique in the unsupervised machine learning toolbox. However, such ratios are difficult to estimate for complex, high-dimensional data, particularly when the densities of interest are…

Machine Learning · Computer Science 2021-07-07 Kristy Choi , Madeline Liao , Stefano Ermon

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

Statistics Theory · Mathematics 2012-10-02 Ryan Martin , Liang Hong

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…

Statistical Mechanics · Physics 2022-03-01 Peter Yatsyshin , Serafim Kalliadasis , Andrew B. Duncan

Bayesian predictive synthesis (BPS) provides a method for combining multiple predictive distributions based on agent/expert opinion analysis theory and encompasses a range of existing density forecast pooling methods. The key ingredient in…

Econometrics · Economics 2023-11-22 Tony Chernis , Niko Hauzenberger , Florian Huber , Gary Koop , James Mitchell

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

In this paper we refine the procedure proposed by Lin et al. (2015) to estimate the density at a given quantile based on a resampling method. The approach consists on generating multiple samples of the zero-mean Gaussian variable from which…

Applications · Statistics 2025-09-04 Beatriz Farah , Aurélien Latouche , Olivier Bouaziz

Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…

Applications · Statistics 2018-11-06 Cheng Zhang , Frederick A. Matsen

In this paper, we present a novel methodology to perform Bayesian inference for Cox processes in which the intensity function is driven by a diffusion process. The novelty lies in the fact that no discretization error is involved, despite…

Methodology · Statistics 2023-06-06 Flavio B. Gonçalves , Krzysztof G. Łatuszyński , Gareth O. Roberts

Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…

Artificial Intelligence · Computer Science 2010-11-08 Jianguo Ding