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The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…

Methodology · Statistics 2018-04-18 Subhadeep , Mukhopadhyay , Douglas Fletcher

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…

Machine Learning · Computer Science 2020-05-12 Daniele Silvestro , Tobias Andermann

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…

Computation · Statistics 2018-11-01 Xi Chen , Mike Hobson , Saptarshi Das , Paul Gelderblom

Reference analysis produces objective Bayesian inference, in the sense that inferential statements depend only on the assumed model and the available data, and the prior distribution used to make an inference is least informative in a…

Statistics Theory · Mathematics 2009-04-02 James O. Berger , José M. Bernardo , Dongchu Sun

We provide a rigorous Bayesian formulation of the EIT problem in an infinite dimensional setting, leading to well-posedness in the Hellinger metric with respect to the data. We focus particularly on the reconstruction of binary fields where…

Probability · Mathematics 2016-09-13 Matthew M. Dunlop , Andrew M. Stuart

We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of…

Statistics Theory · Mathematics 2021-05-12 Daniel G. Rasines , G. Alastair Young

Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an important part of the Bayesian workflow. We introduce a practical and computationally efficient sensitivity analysis approach using importance…

Methodology · Statistics 2024-01-05 Noa Kallioinen , Topi Paananen , Paul-Christian Bürkner , Aki Vehtari

Preference elicitation explicitly asks users what kind of recommendations they would like to receive. It is a popular technique for conversational recommender systems to deal with cold-starts. Previous work has studied selection bias in…

Information Retrieval · Computer Science 2024-05-02 Shashank Gupta , Harrie Oosterhuis , Maarten de Rijke

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and…

Machine Learning · Statistics 2022-04-26 Ba-Hien Tran , Simone Rossi , Dimitrios Milios , Maurizio Filippone

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…

Machine Learning · Computer Science 2012-07-19 Joseph Kahn

In domains like medicine and finance, large-scale labeled data is costly and often unavailable, leading to models trained on small datasets that struggle to generalize to real-world populations. Large language models contain extensive…

Computation and Language · Computer Science 2026-04-23 Sara Rezaeimanesh , Mohammad M. Ghassemi

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

Power and sample size analysis comprises a critical component of clinical trial study design. There is an extensive collection of methods addressing this problem from diverse perspectives. The Bayesian paradigm, in particular, has attracted…

Methodology · Statistics 2021-12-08 Jane Pan , Sudipto Banerjee

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert
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