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A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

External pilot trials of complex interventions are used to help determine if and how a confirmatory trial should be undertaken, providing estimates of parameters such as recruitment, retention and adherence rates. The decision to progress…

Parameter values for seismic processing steps are often chosen on a regular grid of samples and interpolated. Active learning instead attempts to optimally select the samples on which parameter values are chosen. For parameters that do not…

Geophysics · Physics 2021-06-18 Alan Richardson

We discuss a Bayesian approach to the analysis of radial velocities in planet searches. We use a combination of exact and approximate analytic and numerical techniques to efficiently evaluate chi-squared for multiple values of orbital…

Instrumentation and Methods for Astrophysics · Physics 2015-05-14 Andrew Cumming , Diana Dragomir

In this paper, we explore the determination of a spectral emissivity profile that closely matches real data, intended for use as an initial guess and/or a-priori information in a retrieval code. Our approach employs a Bayesian method that…

Applications · Statistics 2024-07-11 Luca Sgheri , Cristina Sgattoni , Chiara Zugarini

In many clinical and epidemiological studies, collecting longitudinal measurements together with time-to-event outcomes is essential. Accurately estimating the association between longitudinal markers and event risks, as well as identifying…

Line search is a fundamental part of iterative optimization methods for unconstrained and bound-constrained optimization problems to determine suitable step lengths that provide sufficient improvement in each iteration. Traditional line…

Optimization and Control · Mathematics 2025-07-22 Robin Labryga , Tomislav Prusina , Sören Laue

Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…

Machine Learning · Computer Science 2025-03-24 Philipp Wagner , Tobias Nagel , Philipp Leube , Marco F. Huber

Recent advances in artificial intelligence have been fueled by the development of foundation models such as BERT, GPT, T5, and Vision Transformers. These models are first pretrained on vast and diverse datasets and then adapted to specific…

Machine Learning · Computer Science 2025-05-30 Michael Munn , Susan Wei

Due to the computational complexity of micro-swimmer models with fully resolved hydrodynamics, parameter estimation has been prohibitively expensive. Here, we describe a Bayesian uncertainty quantification framework that is highly…

Quantitative Methods · Quantitative Biology 2019-10-29 Karen Larson , Sarah Olson , Anastasios Matzavinos

While the Bayesian Information Criterion (BIC) and Akaike Information Criterion (AIC) are powerful tools for model selection in linear regression, they are built on different prior assumptions and thereby apply to different data generation…

Methodology · Statistics 2017-12-15 MB de Kock , HC Eggers

This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

Statistical Finance · Quantitative Finance 2008-12-02 K. Triantafyllopoulos

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

We present a Bayesian nonparametric system reliability model which scales well and provides a great deal of flexibility in modeling. The Bayesian approach naturally handles the disparate amounts of component and subsystem data that may…

Methodology · Statistics 2022-03-22 Richard L. Warr , Jeremy M. Meyer , Jackson T. Curtis

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

Some scientific research questions ask to guide decisions and others do not. By their nature frequentist hypothesis-tests yield a dichotomous test decision as result, rendering them rather inappropriate for latter types of research…

Methodology · Statistics 2021-10-20 Patrick Schwaferts , Thomas Augustin

Intensive longitudinal biomarker data are increasingly common in scientific studies that seek temporally granular understanding of the role of behavioral and physiological factors in relation to outcomes of interest. Intensive longitudinal…

Methodology · Statistics 2024-01-17 Mingyan Yu , Zhenke Wu , Margaret Hicken , Michael R. Elliott

Bayesian optimization methods allocate limited sampling budgets to maximize expensive-to-evaluate functions. One-step-lookahead policies are often used, but computing optimal multi-step-lookahead policies remains a challenge. We consider a…

Optimization and Control · Mathematics 2016-07-13 J. Massey Cashore , Lemuel Kumarga , Peter I. Frazier

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Quantum Physics · Physics 2021-03-17 Simon Morelli , Ayaka Usui , Elizabeth Agudelo , Nicolai Friis

The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang