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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

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…

Modular Bayesian methods perform inference in models that are specified through a collection of coupled sub-models, known as modules. These modules often arise from modelling different data sources or from combining domain knowledge from…

Methodology · Statistics 2024-11-26 David T. Frazier , David J. Nott

Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model inference is…

Methodology · Statistics 2026-05-18 Chris U. Carmona , Geoff K. Nicholls

In copula models the marginal distributions and copula function are specified separately. We treat these as two modules in a modular Bayesian inference framework, and propose conducting modified Bayesian inference by "cutting feedback".…

Methodology · Statistics 2024-06-28 Michael Stanley Smith , Weichang Yu , David J. Nott , David Frazier

Complex statistical models are often built by combining multiple submodels, called modules. Here we consider modular inference where the modules contain both parametric and nonparametric components. In such cases, standard Bayesian…

Methodology · Statistics 2026-03-27 Linda S. L. Tan , David J. Nott , David T. Frazier

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith

The Cut posterior and related Semi-Modular Inference are Generalised Bayes methods for Modular Bayesian evidence combination. Analysis is broken up over modular sub-models of the joint posterior distribution. Model-misspecification in…

Machine Learning · Statistics 2022-04-04 Chris U. Carmona , Geoff K. Nicholls

The most common approach to implementing data analysis pipelines involves obtaining point estimates from the upstream modules and then treating these as known quantities when working with the downstream ones. This approach is…

Methodology · Statistics 2024-02-19 Erin Lipman , Abel Rodriguez

Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…

Methodology · Statistics 2026-03-18 Yang Liu , Robert J. B. Goudie

Bayesian inference provides a framework to combine various model components with shared parameters, allowing joint uncertainty estimation and the use of all available data sources. Unfortunately, misspecification of any part of the model…

Methodology · Statistics 2026-03-13 Emilia Pompe , Mikołaj J. Kasprzak , Pierre E. Jacob

Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter-related modules in a modified Bayesian inference approach…

Methodology · Statistics 2026-04-03 Lucas Kock , David T. Frazier , Michael Stanley Smith , David J. Nott

In modular Bayesian analyses, complex models are composed of distinct modules, each representing different aspects of the data or prior information. In this context, fully Bayesian approaches can sometimes lead to undesirable feedback…

Methodology · Statistics 2024-10-28 Grant Hutchings , Kellin Rumsey , Derek Bingham , Gabriel Huerta

Computer models are widely used in science and engineering to simulate complex systems. However, these models are affected by several sources of uncertainty, which may limit their use for decision making in risk management. We present a…

Computation · Statistics 2026-03-17 Oumar Baldé , Guillaume Damblin , Amandine Marrel , Antoine Bouloré , Loïc Giraldi

In many scientific applications, uncertainty of estimates from an earlier (upstream) analysis needs to be propagated in subsequent (downstream) Bayesian analysis, without feedback. Cutting feedback methods, also termed cut-Bayes, achieve…

Machine Learning · Statistics 2025-10-28 Jiafang Song , Sandipan Pramanik , Abhirup Datta

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

Methodology · Statistics 2023-05-22 David J. Nott , Christopher Drovandi , David T. Frazier

In modern applications, statisticians are faced with integrating heterogeneous data modalities relevant for an inference, prediction, or decision problem. In such circumstances, it is convenient to use a graphical model to represent the…

Methodology · Statistics 2017-08-30 Pierre E. Jacob , Lawrence M. Murray , Chris C. Holmes , Christian P. Robert

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

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

Causal inference in cue combination is to decide whether the cues have a single cause or multiple causes. Although the Bayesian causal inference model explains the problem of causal inference in cue combination successfully, how causal…

Neural and Evolutionary Computing · Computer Science 2015-09-04 Zhaofei Yu , Feng Chen , Jianwu Dong , Qionghai Dai
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