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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

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…

Statistics Theory · Mathematics 2012-04-09 Sonia Petrone , Judith Rousseau , Catia Scricciolo

We provide an introductory review of Bayesian data analytical methods, with a focus on applications for linguistics, psychology, psycholinguistics, and cognitive science. The empirically oriented researcher will benefit from making Bayesian…

Applications · Statistics 2016-12-14 Bruno Nicenboim , Shravan Vasishth

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

Physics increasingly uses Bayesian techniques for systematic data analysis and model-to-data comparison. This paper describes how these methods can be implemented to answer questions of relevance to teaching laboratories. It demonstrates…

Physics Education · Physics 2022-07-21 Matthew Heffernan

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by…

In the Bayesian literature on model comparison, Bayes factors play the leading role. In the classical statistical literature, model selection criteria are often devised used cross-validation ideas. Amalgamating the ideas of Bayes factor and…

Statistics Theory · Mathematics 2020-06-12 Debashis Chatterjee , Sourabh Bhattacharya

In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…

Statistics Theory · Mathematics 2026-04-14 Stefano Rizzelli , Judith Rousseau , Sonia Petrone

We develop a statistical framework for empirical Bayes learning from selectively reported confidence intervals, and apply it to provide context for interpreting results published in MEDLINE abstracts. We use a collection of 326,060 z-scores…

Methodology · Statistics 2026-03-16 Hunter Chen , Junming Guan , Erik van Zwet , Nikolaos Ignatiadis

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

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

Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…

Methodology · Statistics 2026-01-21 Stavros Nikolakopoulos , Björn Alfons Edmar , Ioannis Ntzoufras

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

We consider the common setting where one observes probability estimates for a large number of events, such as default risks for numerous bonds. Unfortunately, even with unbiased estimates, selecting events corresponding to the most extreme…

Methodology · Statistics 2021-10-14 Gareth M. James , Peter Radchenko , Bradley Rava

We consider the problem of estimating the means $\mu_i$ of $n$ random variables $Y_i \sim N(\mu_i,1)$, $i=1,\ldots ,n$. Assuming some structure on the $\mu$ process, e.g., a state space model, one may use a summary statistics for the…

Statistics Theory · Mathematics 2014-06-05 E. Greenshtein , A. Mansura , Y. Ritov

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Lingsong Zhang , Chuanhai Liu

One of the main goals of mathematical modeling in systems medicine related to medical applications is to obtain patient-specific parameterizations and model predictions. In clinical practice, however, the number of available measurements…

Methodology · Statistics 2017-06-22 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz