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A staple of Bayesian model comparison and hypothesis testing, Bayes factors are often used to quantify the relative predictive performance of two rival hypotheses. The computation of Bayes factors can be challenging, however, and this has…

Methodology · Statistics 2023-09-19 František Bartoš , Eric-Jan Wagenmakers

The reproducibility crisis has led to an increasing number of replication studies being conducted. Sample sizes for replication studies are often calculated using conditional power based on the effect estimate from the original study.…

Methodology · Statistics 2022-10-19 Charlotte Micheloud , Leonhard Held

Catalytic prior distributions provide general, easy-to-use, and interpretable specifications of prior distributions for Bayesian analysis. They are particularly beneficial when the observed data are inadequate to stably estimate a complex…

Methodology · Statistics 2023-09-25 Dongming Huang , Feicheng Wang , Donald B. Rubin , S. C. Kou

The use of objective prior in Bayesian applications has become a common practice to analyze data without subjective information. Formal rules usually obtain these priors distributions, and the data provide the dominant information in the…

Statistics Theory · Mathematics 2020-05-18 Pedro L. Ramos , Francisco A. Rodrigues , Eduardo Ramos , Dipak K. Dey , Francisco Louzada

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

The cost of manual data labeling can be a significant obstacle in supervised learning. Data programming (DP) offers a weakly supervised solution for training dataset creation, wherein the outputs of user-defined programmatic labeling…

Machine Learning · Computer Science 2023-10-26 Jacqueline R. M. A. Maasch , Hao Zhang , Qian Yang , Fei Wang , Volodymyr Kuleshov

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…

Numerical Analysis · Mathematics 2018-02-14 Simon Arridge , Kazufumi Ito , Bangti Jin , Chen Zhang

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

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

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…

Methodology · Statistics 2020-09-22 Shouhao Zhou

It can be important in Bayesian analyses of complex models to construct informative prior distributions which reflect knowledge external to the data at hand. Nevertheless, how much prior information an analyst can elicit from an expert will…

Applications · Statistics 2017-11-10 Xueou Wang , David J. Nott , C. C. Drovandi , Kerrie Mengersen , Michael Evans

There are several assumptions made in a standard $\chi^2$ analysis of data, including the frequent assumption that the likelihood function is well approximated by a multivariate Gaussian distribution. This article briefly reviews the…

Nuclear Theory · Physics 2015-02-09 Andrew W. Steiner

Bayesian model comparison requires the specification of a prior distribution on the parameter space of each candidate model. In this connection two concerns arise: on the one hand the elicitation task rapidly becomes prohibitive as the…

Methodology · Statistics 2011-02-16 Guido Consonni , Piero Veronese

A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…

Methodology · Statistics 2017-11-22 Andrew Gelman , Daniel Simpson , Michael Betancourt

The power law is useful in describing count phenomena such as network degrees and word frequencies. With a single parameter, it captures the main feature that the frequencies are linear on the log-log scale. Nevertheless, there have been…

Applications · Statistics 2024-07-24 Clement Lee , Emma Eastoe , Aiden Farrell

The Zellner's g-prior and its recent hierarchical extensions are the most popular default prior choices in the Bayesian variable selection context. These prior set-ups can be expressed power-priors with fixed set of imaginary data. In this…

Computation · Statistics 2013-07-10 Dimitris Fouskakis , Ioannis Ntzoufras

The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance, on the assumption that the time series contains only noise (e.g. that the…

Astrophysics · Physics 2008-09-03 P. A. Sturrock

Bayes factors for composite hypotheses have difficulty in encoding vague prior knowledge, as improper priors cannot be used and objective priors may be subjectively unreasonable. To address these issues I revisit the posterior Bayes factor,…

Methodology · Statistics 2024-02-29 Frank Dudbridge

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas