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Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Methodology · Statistics 2021-08-17 Xiuwen Duan

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Lingsong Zhang , Chuanhai Liu

Informally, "Information Inconsistency" is the property that has been observed in many Bayesian hypothesis testing and model selection procedures whereby the Bayesian conclusion does not become definitive when the data seems to become…

Statistics Theory · Mathematics 2017-10-27 Joris Mulder , James O. Berger , Víctor Peña , M. J. Bayarri

In the classical literature on infinite series there are various tests to determine if a given infinite series converges, diverges, or oscillates. But unfortunately, for very many infinite series all the existing tests can fail to provide…

Statistics Theory · Mathematics 2018-04-13 Sucharita Roy , Sourabh Bhattacharya

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models…

Standard inference about a scalar parameter estimated via GMM amounts to applying a t-test to a particular set of observations. If the number of observations is not very large, then moderately heavy tails can lead to poor behavior of the…

Econometrics · Economics 2020-07-15 Ulrich K. Mueller

In this study, we propose a two-stage procedure for hypothesis testing, where the first stage is conventional hypothesis testing and the second is an equivalence testing procedure using an introduced Empirical Equivalence Bound. In 2016,…

Methodology · Statistics 2020-01-01 Yi Zhao , Brian S. Caffo , Joshua B. Ewen

Recently, optional stopping has been a subject of debate in the Bayesian psychology community. Rouder (2014) argues that optional stopping is no problem for Bayesians, and even recommends the use of optional stopping in practice, as do…

Methodology · Statistics 2021-03-29 Rianne de Heide , Peter D. Grünwald

I present a critique of the methods used in a typical paper. This leads to three broad conclusions about the conventional use of statistical methods. First, results are often reported in an unnecessarily obscure manner. Second, the null…

Applications · Statistics 2013-03-05 Michael Wood

This paper seeks to provide a thorough account of the ubiquitous nature of the Bayesian paradigm in modern statistics, data science and artificial intelligence. Once maligned, on the one hand by those who philosophically hated the very idea…

Other Statistics · Statistics 2018-05-29 Ernest Fokoue

Quantum Bayesian networks provide a mathematical formalism to describe causal relations, to analyse correlations, and to predict the probabilities of measurement outcomes, in systems involving both classical and quantum data. They…

Logic in Computer Science · Computer Science 2026-05-27 Rémi Di Guardia , Thomas Ehrhard , Claudia Faggian

In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…

Data Analysis, Statistics and Probability · Physics 2015-06-12 Louis Lyons

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…

Methodology · Statistics 2026-03-02 Arman Oganisian

This note is a discussion commenting on the paper by Ly et al. on "Harold Jeffreys's Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology" and on the perceived shortcomings of the classical Bayesian…

Methodology · Statistics 2015-07-28 Christian P. Robert

We address the challenge of certifying quantum behavior with single macroscopic massive particles, subject to decoherence and finite data. We propose a hypothesis testing framework that distinguishes between classical and quantum mechanics…

Quantum Physics · Physics 2026-05-25 Andreu Riera-Campeny , Patrick Maurer , Oriol Romero-Isart

Quantum computers solve intractable problems which classically require an exponentially long time to compute. With the development of large-scale experiments that claim quantum advantage, a vital issue has now emerged. What are the errors,…

Quantum Physics · Physics 2026-04-15 Ned Goodman , Alexander S. Dellios , Margaret D. Reid , Peter D. Drummond

We consider highly inaccurate measurements made on classical stochastic and quantum systems. In the quantum case such a \e{weak} measurement preserves coherence between the system's alternatives. We demonstrate that in both cases the…

Quantum Physics · Physics 2026-03-16 D. Sokolovski , D. Alonso , S. Brouard

Bayesian and frequentist inference are two fundamental paradigms in statistical estimation. Bayesian methods treat hypotheses as random variables, incorporating priors and updating beliefs via Bayes' theorem, whereas frequentist methods…

Machine Learning · Computer Science 2025-02-18 Sarthak Mittal , Yoshua Bengio , Nikolay Malkin , Guillaume Lajoie

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan
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