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In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…

Methodology · Statistics 2017-10-09 Yuhong Wei , Paul D. McNicholas

In this work, we propose a modified Bayesian Information Criterion (BIC) specifically designed for mixture models and hierarchical structures. This criterion incorporates the determinant of the Hessian matrix of the log-likelihood function,…

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

We explore the theoretical and numerical property of a fully Bayesian model selection method in sparse ultrahigh-dimensional settings, i.e., $p\gg n$, where $p$ is the number of covariates and $n$ is the sample size. Our method consists of…

Methodology · Statistics 2013-03-13 Zuofeng Shang , Ping Li

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

Methodology · Statistics 2017-01-23 Björn Görder , Michael Kolonko

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

Bayesian model averaging is a procedure to obtain parameter constraints that account for the uncertainty about the correct cosmological model. We use recent cosmological observations and Bayesian model averaging to derive tight limits on…

Cosmology and Nongalactic Astrophysics · Physics 2012-06-07 M. Vardanyan , R. Trotta , J. Silk

Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to create calibrated predictive probability…

Methodology · Statistics 2014-04-09 Sándor Baran

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

Various methods have been developed to combine inference across multiple sets of results for unsupervised clustering, within the ensemble clustering literature. The approach of reporting results from one `best' model out of several…

We consider a Bayesian approach to model selection in Gaussian linear regression, where the number of predictors might be much larger than the number of observations. From a frequentist view, the proposed procedure results in the penalized…

Statistics Theory · Mathematics 2010-09-14 Felix Abramovich , Vadim Grinshtein

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of…

Machine Learning · Statistics 2025-06-25 Anish Dhir , Ruby Sedgwick , Avinash Kori , Ben Glocker , Mark van der Wilk

We consider the problem of estimating the mean $f$ of a Gaussian vector $Y$ with independent components of common unknown variance $\sigma^{2}$. Our estimation procedure is based on estimator selection. More precisely, we start with an…

Statistics Theory · Mathematics 2011-06-24 Yannick Baraud , Christophe Giraud , Sylvie Huet

In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means $\{ \mu_1, \mu_2, \mu_3\}$ through an analysis of variance…

Methodology · Statistics 2025-01-08 Guido Consonni , Roberta Paroli

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

Methodology · Statistics 2025-09-16 Gregor Zens , Mark F. J. Steel

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

Model selection aims to determine which theoretical models are most plausible given some data, without necessarily asking about the preferred values of the model parameters. A common model selection question is to ask when new data require…

Astrophysics · Physics 2008-11-26 Andrew R. Liddle , Pia Mukherjee , David Parkinson

To ensure agreement between theoretical calculations and experimental data, parameters to selected nuclear physics models, are perturbed, and fine-tuned in nuclear data evaluations. This approach assumes that the chosen set of models…

Nuclear Theory · Physics 2024-02-23 E. Alhassan , D. Rochman , G. Schnabel , A. J. Koning

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Methodology · Statistics 2025-05-16 Luca Scrucca