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We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring…

Econometrics · Economics 2026-01-01 Yan Chen , Lihua Lei

Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…

Machine Learning · Computer Science 2022-06-20 Zijun Cui , Naiyu Yin , Yuru Wang , Qiang Ji

The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Applications · Statistics 2021-05-03 Nan Shen , Bárbara González

We introduce a new conservative test for quantifying the consistency of two or more datasets. The test is based on the Bayesian answer to the question, ``How much more probable is it that all my data were generated from the same model…

Astrophysics · Physics 2008-11-26 Phil Marshall , Nutan Rajguru , Anze Slosar

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

Applications · Statistics 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…

Methodology · Statistics 2023-09-28 Samuel Pawel , Frederik Aust , Leonhard Held , Eric-Jan Wagenmakers

In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…

Methodology · Statistics 2018-08-28 Zhenke Wu , Livia Casciola-Rosen , Antony Rosen , Scott L. Zeger

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

The use of historical controls offers a valuable alternative when traditional randomized controlled trials are not feasible. However, such approaches may introduce bias due to temporal changes in patient populations, diagnostic criteria,…

Methodology · Statistics 2025-12-24 Marco Ratta , Pavel Mozgunov , Sandrine Boulet , Moreno Ursino

When using complex Bayesian models to combine information, the checking for consistency of the information being combined is good statistical practice. Here a new method is developed for detecting prior-data conflicts in Bayesian models…

Methodology · Statistics 2016-11-29 David J. Nott , Xueou Wang , Michael Evans , Berthold-Georg Englert

This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…

Methodology · Statistics 2012-11-28 Giles Hooker , Anand Vidyashankar

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

Constraints on cosmological parameters are often distilled from sky surveys by fitting templates to summary statistics of the data that are motivated by a fiducial cosmological model. However, recent work has shown how to estimate the…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-16 Aseem Paranjape , Ravi K. Sheth

Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which provide a stochastic search of…

Statistics Theory · Mathematics 2012-02-03 Zuofeng Shang , Murray K. Clayton

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

We consider planning longitudinal covariate measurements in follow-up studies where covariates are time-varying. We assume that the entire cohort cannot be selected for longitudinal measurements due to financial limitations and study how a…

Methodology · Statistics 2024-07-03 Jaakko Reinikainen , Juha Karvanen

Bayesian variable selection has gained much empirical success recently in a variety of applications when the number $K$ of explanatory variables $(x_1,...,x_K)$ is possibly much larger than the sample size $n$. For generalized linear…

Statistics Theory · Mathematics 2009-09-29 Wenxin Jiang

There is a rich literature proposing methods and establishing asymptotic properties of Bayesian variable selection methods for parametric models, with a particular focus on the normal linear regression model and an increasing emphasis on…

Statistics Theory · Mathematics 2011-08-16 Suprateek Kundu , David B. Dunson