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Prior sensitivity examination plays an important role in applied Bayesian analyses. This is especially true for Bayesian hierarchical models, where interpretability of the parameters within deeper layers in the hierarchy becomes…

Methodology · Statistics 2013-12-18 Malgorzata Roos , Thiago G. Martins , Leonhard Held , Havard Rue

We propose a score-based generative algorithm for sampling from power-scaled priors and likelihoods within the Bayesian inference framework. Our algorithm enables flexible control over prior-likelihood influence without requiring retraining…

Machine Learning · Computer Science 2026-04-03 Huseyin Tuna Erdinc , Yunlin Zeng , Abhinav Prakash Gahlot , Felix J. Herrmann

We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…

Methodology · Statistics 2022-06-20 Tathagata Basu , Matthias C. M. Troffaes , Jochen Einbeck

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…

Statistics Theory · Mathematics 2025-09-04 Antonio Di Noia , Fabrizio Ruggeri , Antonietta Mira

Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The Economist magazine. However, the demands of real-time…

Methodology · Statistics 2025-10-23 Geonhee Han , Andrew Gelman , Aki Vehtari

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

We consider situations in Bayesian analysis where we have a family of priors $\nu_h$ on the parameter $\theta$, where $h$ varies continuously over a space $\mathcal{H}$, and we deal with two related problems. The first involves sensitivity…

Statistics Theory · Mathematics 2012-02-24 Eugenia Buta , Hani Doss

The statistical evidence (or marginal likelihood) is a key quantity in Bayesian statistics, allowing one to assess the probability of the data given the model under investigation. This paper focuses on refining the power posterior approach…

Computation · Statistics 2013-06-14 Nial Friel , Merrilee Hurn , Jason Wyse

The elicitation of power priors, based on the availability of historical data, is realized by raising the likelihood function of the historical data to a fractional power {\delta}, which quantifies the degree of discounting of the…

Methodology · Statistics 2022-04-13 Keying Ye , Zifei Han , Yuyan Duan , Tianyu Bai

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

Cognitive modelling shares many features with statistical modelling, making it seem trivial to borrow from the practices of robust Bayesian statistics to protect the practice of robust cognitive modelling. We take one aspect of statistical…

Applications · Statistics 2019-07-11 Lauren Kennedy , Daniel Simpson , Andrew Gelman

We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the…

Methodology · Statistics 2014-10-16 Ewan Cameron , Anthony Pettitt

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

Methodology · Statistics 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

Clinical prediction models provide a prediction (e.g., estimated risk) for each individual, typically expressed as a point estimate derived from a deterministic function such as a logistic regression equation. Such 'plug-in' predictions…

Methodology · Statistics 2026-05-20 Mohsen Sadatsafavi , Richard D. Riley

Experiments in research on memory, language, and in other areas of cognitive science are increasingly being analyzed using Bayesian methods. This has been facilitated by the development of probabilistic programming languages such as Stan,…

Methodology · Statistics 2020-03-02 Daniel J. Schad , Michael Betancourt , Shravan Vasishth

Bayesian approaches to data analysis and machine learning are widespread and popular as they provide intuitive yet rigorous axioms for learning from data; see Bernardo and Smith (2004) and Bishop (2006). However, this rigour comes with a…

Methodology · Statistics 2017-01-31 Chris Holmes , Stephen Walker

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

Inferences about hypotheses are ubiquitous in the cognitive sciences. Bayes factors provide one general way to compare different hypotheses by their compatibility with the observed data. Those quantifications can then also be used to choose…

The Power Law Process, also known as Non-Homogeneous Poisson Process, has been used in various aspects, one of which is the software reliability assessment. Specifically, by using its intensity function to compute the rate of change of a…

Computation · Statistics 2020-02-06 Freeh Alenezi , Chris. Tsokos
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