Related papers: Coefficients of factor score determinacy for mean …

Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it…

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

We introduce a new conservative test for quantifying the consistency of two or more datasets. The test is based on the Bayesian answer to the question, ``How much more probable is it that all my data were generated from the same model…

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Approximating significance scans of searches for new particles in high-energy physics experiments as Gaussian fields is a well-established way to estimate the trials factors required to quantify global significances. We propose a novel,…

Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…

Sensitivity forecasts inform the design of experiments and the direction of theoretical efforts. To arrive at representative results, Bayesian forecasts should marginalize their conclusions over uncertain parameters and noise realizations…

The recent availability of huge, many-dimensional data sets, like those arising from genome-wide association studies (GWAS), provides many opportunities for strengthening causal inference. One popular approach is to utilize these…

In this work we study the problem of measuring the fairness of a machine learning model under noisy information. Focusing on group fairness metrics, we investigate the particular but common situation when the evaluation requires controlling…

Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical understanding of such Bayesian procedures in terms of…

We describe Bayes factors based on z, t, $\chi^2$, and F statistics when non-local moment prior distributions are used to define alternative hypotheses. The non-local alternative prior distributions are centered on standardized effects. The…

This paper extends quantile factor analysis to a probabilistic variant that incorporates regularization and computationally efficient variational approximations. We establish through synthetic and real data experiments that the proposed…

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

In causal inference, confounders are variables that influence both treatment decisions and outcomes. However, unlike as in randomized clinical trials, the treatment assignment mechanism in observational studies is not known, and it is thus…

Identifying the number of factors in a high-dimensional factor model has attracted much attention in recent years and a general solution to the problem is still lacking. A promising ratio estimator based on the singular values of the lagged…

Bayesian inference involves the specification of a statistical model by a statistician or practitioner, with careful thought about what each parameter represents. This results in particularly interpretable models which can be used to…

Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that factors be relatively strong, data are stationary and weak…

We target the problem of accuracy and robustness in causal inference from finite data sets. Some state-of-the-art algorithms produce clear output complete with solid theoretical guarantees but are susceptible to propagating erroneous…