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In Bayesian hypothesis testing, evidence for a statistical model is quantified by the Bayes factor, which represents the relative likelihood of observed data under that model compared to another competing model. In general, computing Bayes…

Computation · Statistics 2021-12-07 Thomas J. Faulkenberry

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

Computation · Statistics 2012-07-19 Simon Barthelmé , Nicolas Chopin

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…

Methodology · Statistics 2021-09-20 Seonghyun Jeong , Taeyoung Park , David A. van Dyk

The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…

Computation · Statistics 2013-04-17 John Geweke , Garland Durham , Huaxin Xu

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

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

Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…

Statistics Theory · Mathematics 2015-09-21 Fumiya Akashi , Yan Liu , Masanobu Taniguchi

This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…

Computation · Statistics 2014-01-14 Christopher J. Fallaize , Theodore Kypraios

In Bayesian inverse problems, one aims at characterizing the posterior distribution of a set of unknowns, given indirect measurements. For non-linear/non-Gaussian problems, analytic solutions are seldom available: Sequential Monte Carlo…

Methodology · Statistics 2022-12-26 Alessandro Viani , Adam M Johansen , Alberto Sorrentino

Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In…

Machine Learning · Computer Science 2013-01-30 Petri Kontkanen , Petri Myllymaki , Tomi Silander , Henry Tirri

One of the main goals of mathematical modeling in systems medicine related to medical applications is to obtain patient-specific parameterizations and model predictions. In clinical practice, however, the number of available measurements…

Methodology · Statistics 2017-06-22 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying estimating function is high, the…

Statistics Theory · Mathematics 2010-10-05 Yukun Liu , Jiahua Chen

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

An important task in building regression models is to decide which regressors should be included in the final model. In a Bayesian approach, variable selection can be performed using mixture priors with a spike and a slab component for the…

Methodology · Statistics 2018-12-19 Gertraud Malsiner-Walli , Helga Wagner

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Model uncertainty is a central challenge in statistical models for binary outcomes such as logistic regression, arising when it is unclear which predictors should be included in the model. Many methods have been proposed to address this…

In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models…

Methodology · Statistics 2015-03-25 Tsuyoshi Kunihama , David B. Dunson

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal