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We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…

Statistics Theory · Mathematics 2016-02-29 Pier Giovanni Bissiri , Chris Holmes , Stephen Walker

Perceptions of political bias in the media are formed directly, through the independent consumption of the published outputs of a media organization, and indirectly, through observing the collective responses of political allies and…

Physics and Society · Physics 2022-06-28 Nicholas Kah Yean Low , Andrew Melatos

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

This work introduces a Bayesian framework that unifies a wide class of opinion dynamics models. In this framework, an individual's opinion on a topic is the expected value of their belief, represented as a random variable with a prior…

Theoretical Economics · Economics 2025-08-25 Yen-Shao Chen , Tauhid Zaman

We study a setting where a group of agents, each receiving partially informative private observations, seek to collaboratively learn the true state (among a set of hypotheses) that explains their joint observation profiles over time. To…

Systems and Control · Computer Science 2019-03-15 Aritra Mitra , John A. Richards , Shreyas Sundaram

The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…

Methodology · Statistics 2012-05-02 David R. Bickel

The DeGroot model of naive social learning assumes that agents only communicate scalar opinions. In practice, agents communicate not only their opinions, but their confidence in such opinions. We propose a model that captures this aspect of…

Social and Information Networks · Computer Science 2020-11-10 Jerry Anunrojwong , Nat Sothanaphan

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the…

Data Analysis, Statistics and Probability · Physics 2008-02-03 O. -A. Al-Hujaj , H. L. Harney

To make decisions we are guided by the evidence we collect, as well as the opinions of friends and neighbors. How do we integrate our private beliefs with information we obtain from our social network? To understand the strategies humans…

Physics and Society · Physics 2020-03-04 Bhargav Karamched , Simon Stolarczyk , Zachary Kilpatrick , Krešimir Josić

As one of the classic models that describe the belief dynamics over social networks, a non-Bayesian social learning model assumes that members in the network possess accurate signal knowledge through the process of Bayesian inference. In…

Social and Information Networks · Computer Science 2019-05-21 Sannyuya Liu , Zhonghua Yan , Xiufeng Cheng , Liang Zhao

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

In Bayesian statistics, one's prior beliefs about underlying model parameters are revised with the information content of observed data from which, using Bayes' rule, a posterior belief is obtained. A non-trivial example taken from the…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. Charles , A. Hocker , H. Lacker , F. R. Le Diberder , S. T'Jampens

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

In a probability-based reasoning system, Bayes' theorem and its variations are often used to revise the system's beliefs. However, if the explicit conditions and the implicit conditions of probability assignments `me properly distinguished,…

Artificial Intelligence · Computer Science 2013-03-08 Pei Wang

Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…

Methodology · Statistics 2026-02-03 Kenichiro McAlinn , Kōsaku Takanashi

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the…

Statistics Theory · Mathematics 2013-02-21 Andrew Gelman , Cosma Rohilla Shalizi

We study the set of possible joint posterior belief distributions of a group of agents who share a common prior regarding a binary state, and who observe some information structure. For two agents we introduce a quantitative version of…

Theoretical Economics · Economics 2020-12-24 Itai Arieli , Yakov Babichenko , Fedor Sandomirskiy , Omer Tamuz

In an empirical Bayes analysis, we use data from repeated sampling to imitate inferences made by an oracle Bayesian with extensive knowledge of the data-generating distribution. Existing results provide a comprehensive characterization of…

Methodology · Statistics 2021-09-09 Nikolaos Ignatiadis , Stefan Wager