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Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…

Computation · Statistics 2016-07-08 Jingjing Li , David J. Nott , Yanan Fan , Scott A. Sisson

While Bayesian methods are praised for their ability to incorporate useful prior knowledge, in practice, convenient priors that allow for computationally cheap or tractable inference are commonly used. In this paper, we investigate the…

Machine Learning · Statistics 2017-07-14 Willie Neiswanger , Eric Xing

Youden's index cutoff is a classifier mapping a patient's diagnostic test outcome and available covariate information to a diagnostic category. Typically the cutoff is estimated indirectly by first modeling the conditional distributions of…

Methodology · Statistics 2021-09-06 Nicholas Syring

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

Gibbs states are familiar from statistical mechanics, yet their use is not limited to that domain. For instance, they also feature in the maximum entropy reconstruction of quantum states from incomplete measurement data. Outside the…

Quantum Physics · Physics 2011-07-04 Jochen Rau

Approximate Bayesian computation (ABC) is an approach for sampling from an approximate posterior distribution in the presence of a computationally intractable likelihood function. A common implementation is based on simulating model,…

Methodology · Statistics 2013-01-16 D. Prangle , M. G. B. Blum , G. Popovic , S. A. Sisson

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Methodology · Statistics 2020-07-31 Jonathan H. Huggins , Jeffrey W. Miller

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

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

This paper explores Bayesian inference for a biased sampling model in situations where the population of interest cannot be sampled directly, but rather through an indirect and inherently biased method. Observations are viewed as being the…

Applications · Statistics 2007-11-26 Russell Zaretzki , Michael A. Gilchrist , William M. Briggs , Artin Armagan

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

This work considers Bayesian inference under misspecification for complex statistical models comprised of simpler submodels, referred to as modules, that are coupled together. Such ``multi-modular" models often arise when combining…

Statistics Theory · Mathematics 2023-08-02 David T. Frazier , David J. Nott

When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…

Methodology · Statistics 2026-01-05 Ryan Martin

Modern predictive systems encode beliefs that can act as useful prior information for statistical inference in data-limited settings. Using them for prior construction introduces a tradeoff: an informative prior built from a predictive…

Machine Learning · Statistics 2026-05-12 Jongwoo Choi , Sean O'Hagan