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In the problem of selecting variables in a multivariate linear regression model, we derive new Bayesian information criteria based on a prior mixing a smooth distribution and a delta distribution. Each of them can be interpreted as a fusion…

Statistics Theory · Mathematics 2022-09-29 Haruki Kono , Tatsuya Kubokawa

We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…

Statistics Theory · Mathematics 2015-03-09 Rina Foygel Barber , Mathias Drton

Model selection is the problem of distinguishing competing models, perhaps featuring different numbers of parameters. The statistics literature contains two distinct sets of tools, those based on information theory such as the Akaike…

Astrophysics · Physics 2014-10-13 Andrew R Liddle

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities. These tracking data can be used to calibrate mathematical models describing the motility of individual…

Methodology · Statistics 2025-08-21 Arianna Ceccarelli , Alexander P. Browning , Tai Chaiamarit , Ilan Davis , Ruth E. Baker

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…

Machine Learning · Computer Science 2024-05-13 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Information criteria such as Akaike's (AIC) and Bayes' (BIC) are widely used for model selection in physics and beyond, quantifying the tradeoff between model complexity and goodness-of-fit to enforce parsimony. However, their derivation…

Dynamical Systems · Mathematics 2025-11-20 Kumar Utkarsh , Daniel M. Abrams

Membrane proteins move in heterogeneous environments with spatially (sometimes temporally) varying friction and with biochemical interactions with various partners. It is important to reliably distinguish different modes of motion to…

Biological Physics · Physics 2015-03-16 Silvan Türkcan , Jean-Baptiste Masson

This paper proposes a variational Bayes algorithm for computationally efficient posterior and predictive inference in time-varying parameter (TVP) models. Within this context we specify a new dynamic variable/model selection strategy for…

Computation · Statistics 2021-12-23 Gary Koop , Dimitris Korobilis

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

Methodology · Statistics 2021-02-11 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

Bayesian model averaging is a practical method for dealing with uncertainty due to model specification. Use of this technique requires the estimation of model probability weights. In this work, we revisit the derivation of estimators for…

Methodology · Statistics 2024-02-05 Ethan T. Neil , Jacob W. Sitison

We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…

Computation · Statistics 2019-03-14 Konstantin Posch , Maximilian Arbeiter , Jürgen Pilz

The first investigation is made of designs for screening experiments where the response variable is approximated by a generalised linear model. A Bayesian information capacity criterion is defined for the selection of designs that are…

Methodology · Statistics 2016-10-27 David C. Woods , James M. McGree , Susan M. Lewis

The theoretical foundation for a number of model selection criteria is established in the context of inhomogeneous point processes and under various asymptotic settings: infill, increasing domain, and combinations of these. For…

Statistics Theory · Mathematics 2021-06-11 Achmad Choiruddin , Jean-François Coeurjolly , Rasmus Waagepetersen

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

Methodology · Statistics 2025-04-16 Nicolas Bianco , Mauro Bernardi , Daniele Bianchi

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…

Systems and Control · Computer Science 2019-03-18 Shengling Shi , Giulio Bottegal , Paul M. J. Van den Hof

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu
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