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In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…

Machine Learning · Computer Science 2019-11-15 Jonathan Baxter

Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…

Methodology · Statistics 2025-12-12 Marie Chion , Arthur Leroy

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

Hierarchical models are increasingly used in many applications. Along with this increased use comes a desire to investigate whether the model is compatible with the observed data. Bayesian methods are well suited to eliminate the many…

Methodology · Statistics 2008-02-08 M. J. Bayarri , M. E. Castellanos

In this paper we briefly review the main methodological aspects concerned with the application of the Bayesian approach to model choice and model averaging in the context of variable selection in regression models. This includes prior…

Computation · Statistics 2016-12-08 Anabel Forte , Gonzalo Garcia-Donato , Mark Steel

To find New Physics or to refine our knowledge of the Standard Model at the LHC is an enterprise that involves many factors. We focus on taking advantage of available information and pour our effort in re-thinking the usual data-driven ABCD…

High Energy Physics - Phenomenology · Physics 2024-09-26 Ezequiel Alvarez , Leandro Da Rold , Manuel Szewc , Alejandro Szynkman , Santiago A. Tanco , Tatiana Tarutina

Hypothesis testing and model choice are quintessential questions for statistical inference and while the Bayesian paradigm seems ideally suited for answering these questions, it faces difficulties of its own ranging from prior modelling to…

Methodology · Statistics 2022-06-15 Christian P Robert

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Fitting the multi-wavelength spectral energy distributions (SEDs) of galaxies is a widely used technique to extract information about the physical properties of galaxies. However, a major difficulty lies in the numerous uncertainties…

Astrophysics of Galaxies · Physics 2020-06-17 Yunkun Han , Zhanwen Han , Lulu Fan

This tutorial gives a quick introduction to Variational Bayes (VB), also called Variational Inference or Variational Approximation, from a practical point of view. The paper covers a range of commonly used VB methods and an attempt is made…

Computation · Statistics 2021-03-03 Minh-Ngoc Tran , Trong-Nghia Nguyen , Viet-Hung Dao

A general challenge in statistics is prediction in the presence of multiple candidate models or learning algorithms. Model aggregation tries to combine all predictive distributions from individual models, which is more stable and flexible…

Methodology · Statistics 2021-09-28 Yuling Yao

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

Bi-clustering is a useful approach in analyzing biological data when observations come from heterogeneous groups and have a large number of features. We outline a general Bayesian approach in tackling bi-clustering problems in moderate to…

Applications · Statistics 2021-02-11 Han Yan , Jiexing Wu , Yang Li , Jun S. Liu

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

This contribution presents a Bayesian approach to the issue of linking of the results from key comparison measurements. A mathematical treatment based on Bayesian statistics for the analysis of the results from two comparisons with some…

Applications · Statistics 2015-01-29 Michael Krystek , Harald Bosse

This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 Jake VanderPlas

With the rise of the popularity of Bayesian methods and accessible computer software, teaching and learning about Bayesian methods are expanding. However, most educational opportunities are geared toward statistics and data science students…

Other Statistics · Statistics 2024-07-23 Mine Dogucu , Sibel Kazak , Joshua Rosenberg

With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already…

Methodology · Statistics 2019-05-14 Lu Zhang , Abhirup Datta , Sudipto Banerjee