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Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an important part of the Bayesian workflow. We introduce a practical and computationally efficient sensitivity analysis approach using importance…

Methodology · Statistics 2024-01-05 Noa Kallioinen , Topi Paananen , Paul-Christian Bürkner , Aki Vehtari

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

Pairs of states, or "boxes" are the basic objects in the resource theory of asymmetric distinguishability (Wang and Wilde, 2019), where free operations are arbitrary quantum channels that are applied to both states. From this point of view,…

Quantum Physics · Physics 2021-07-28 Gergely Bunth , Péter Vrana

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Statistics Theory · Mathematics 2015-10-15 Ismaël Castillo , Johannes Schmidt-Hieber , Aad van der Vaart

In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…

Statistics Theory · Mathematics 2021-02-18 Kyoungjae Lee , Xuan Cao

A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We…

Methodology · Statistics 2023-06-19 Dennis Dobler , Kathrin Möllenhoff

In a bivariate meta-analysis the number of diagnostic studies involved is often very low so that frequentist methods may result in problems. Bayesian inference is attractive as informative priors that add small amount of information can…

Methodology · Statistics 2015-12-22 Jingyi Guo , Håvard Rue , Andrea Riebler

High intensity focused ultrasound is a non-invasive method for treatment of diseased tissue that uses a beam of ultrasound to generate heat within a small volume. A common challenge in application of this technique is that heterogeneity of…

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Bayesian analysis of data from the general linear mixed model is challenging because any nontrivial prior leads to an intractable posterior density. However, if a conditionally conjugate prior density is adopted, then there is a simple…

Statistics Theory · Mathematics 2013-02-19 Jorge Carlos Román , James P. Hobert

Robust tracking of a target in a clutter environment is an important and challenging task. In recent years, the nearest neighbor methods and probabilistic data association filters were proposed. However, the performance of these methods…

Machine Learning · Computer Science 2020-12-18 Bahman Moraffah , Christ Richmond , Raha Moraffah , Antonia Papandreou-Suppappola

We consider the standard Neyman-Pearson hypothesis test of a signal-plus-background hypothesis and background-only hypothesis in the presence of uncertainty on the background-only prediction. Surprisingly, this problem has not been…

Data Analysis, Statistics and Probability · Physics 2014-11-18 Kyle S. Cranmer

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

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

The front-door criterion can be used to identify and compute causal effects despite the existence of unmeasured confounders between a treatment and outcome. However, the key assumptions -- (i) the existence of a variable (or set of…

Methodology · Statistics 2022-06-20 Rohit Bhattacharya , Razieh Nabi

We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity. The alternatives are stationary self-exciting point processes. We…

Statistics Theory · Mathematics 2009-03-27 Serguei Dachian , Yury A. Kutoyants

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

Power and sample size analysis comprises a critical component of clinical trial study design. There is an extensive collection of methods addressing this problem from diverse perspectives. The Bayesian paradigm, in particular, has attracted…

Methodology · Statistics 2021-12-08 Jane Pan , Sudipto Banerjee