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Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Monica Musio

Bayesian model selection provides a formal method of determining the level of support for new parameters in a model. However, if there is not a specific enough underlying physical motivation for the new parameters it can be hard to assign…

Astrophysics · Physics 2009-11-13 Christopher Gordon , Roberto Trotta

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

There has been much recent discussion, and some confusion, regarding the use of existing observational data to estimate the likelihood that next-generation cosmic microwave background (CMB) polarization experiments might detect a nonzero…

Astrophysics · Physics 2024-03-13 Wessel Valkenburg , Lawrence M. Krauss , Jan Hamann

Replication studies are increasingly conducted but there is no established statistical criterion for replication success. We propose a novel approach combining reverse-Bayes analysis with Bayesian hypothesis testing: a sceptical prior is…

Methodology · Statistics 2022-12-15 Samuel Pawel , Leonhard Held

Adapting the final sample size of a trial to the evidence accruing during the trial is a natural way to address planning uncertainty. Designs with adaptive sample size need to account for their optional stopping to guarantee strict type-I…

We present three non-parametric Bayesian primordial reconstructions using Planck 2018 polarization data: linear spline primordial power spectrum reconstructions, cubic spline inflationary potential reconstructions and sharp-featured…

Cosmology and Nongalactic Astrophysics · Physics 2019-11-20 Will J. Handley , Anthony N. Lasenby , Hiranya V. Peiris , Michael P. Hobson

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

Recent cosmological observations hint at a deviation from the simple power-law form of the primordial spectrum of curvature perturbations. In this paper we show that in the presence of a tensor component, a turn-over in the initial spectrum…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 J. Alberto Vazquez , M. Bridges , Yin-Zhe Ma , M. P. Hobson

A typical power calculation is performed by replacing unknown population-level quantities in the power function with what is observed in external studies. Many authors and practitioners view this as an assumed value of power and offer the…

Applications · Statistics 2026-05-12 Geoffrey S Johnson

The R package BayesPPD (Bayesian Power Prior Design) supports Bayesian power and type I error calculation and model fitting after incorporating historical data with the power prior and the normalized power prior for generalized linear…

Applications · Statistics 2021-12-30 Yueqi Shen , Matthew A. Psioda , Joseph G. Ibrahim

Bayesian clinical trials can benefit of available historical information through the elicitation of informative prior distributions. Concerns are however often raised about the potential for prior-data conflict and the impact of Bayes test…

Methodology · Statistics 2022-12-01 Silvia Calderazzo , Annette Kopp-Schneider

There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…

Methodology · Statistics 2023-01-18 Sylvia Frühwirth-Schnatter , Darjus Hosszejni , Hedibert Freitas Lopes

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

Statistical modeling can involve a tension between assumptions and statistical identification. The law of the observable data may not uniquely determine the value of a target parameter without invoking a key assumption, and, while…

Methodology · Statistics 2022-12-06 Paul Gustafson

Over the past two decades, shrinkage priors have become increasingly popular, and many proposals can be found in the literature. These priors aim to shrink small effects to zero while maintaining true large effects. Horseshoe-type priors…

Statistics Theory · Mathematics 2025-01-14 Maria De Iorio , Andreas Heinecke , Beatrice Franzolini , Rafael Cabral

In this work we discuss a novel model prior probability for variable selection in linear regression. The idea is to determine the prior mass in an objective sense, by considering the worth of each of the possible regression models, given…

Methodology · Statistics 2015-12-29 Cristiano Villa , Jeong Eun Lee

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

Across the empirical sciences, few statistical procedures rival the popularity of the frequentist t-test. In contrast, the Bayesian versions of the t-test have languished in obscurity. In recent years, however, the theoretical and practical…

Methodology · Statistics 2018-12-17 Quentin F. Gronau , Alexander Ly , Eric-Jan Wagenmakers

We study Bayesian discriminative inference given a model family $p(c,\x, \theta)$ that is assumed to contain all our prior information but still known to be incorrect. This falls in between "standard" Bayesian generative modeling and…

Machine Learning · Statistics 2008-11-18 Jarkko Salojärvi , Kai Puolamäki , Eerika Savia , Samuel Kaski
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