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Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it possible to use the data to find high-probability samples at…

Computation · Statistics 2015-06-02 Alexandre J. Chorin , Fei Lu , Robert N. Miller , Matthias Morzfeld , Xuemin Tu

This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…

Statistics Theory · Mathematics 2022-12-08 Samuel Bronstein , Stefan Engblom , Robin Marin

A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.

Statistics Theory · Mathematics 2014-06-12 Paulo C. Marques F. , Carlos A. de B. Pereira

We describe a hierarchical Bayesian approach for inference about a parameter $\theta$ lower-bounded by $\alpha$ with uncertain $\alpha$, derive some basic identities for posterior analysis about $(\theta,\alpha)$, and provide illustrations…

Statistics Theory · Mathematics 2018-06-08 Éric Marchand , Theodoros Nicoleris

We consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one-sided composite. We describe the choice of the thresholds and the power functions of the Score Function test,…

Statistics Theory · Mathematics 2015-02-26 Serguei Dachian , Yury Kutoyants , Lin Yang

It is often said that measuring a system's position must disturb the complementary property, momentum, by some minimum amount due to the Heisenberg uncertainty principle. Using a "weak-measurement", this disturbance can be reduced. One…

Quantum Physics · Physics 2018-11-26 G. S. Thekkadath , F. Hufnagel , J. S. Lundeen

Prior probabilities of clinical hypotheses are not systematically used for clinical trial design yet, due to a concern that poor priors may lead to poor decisions. To address this concern, a conservative approach to Bayesian trial design is…

Methodology · Statistics 2023-09-21 Fabio Rigat

In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…

Methodology · Statistics 2017-09-13 Fabrizio Ruggeri , Zaid Sawlan , Marco Scavino , Raul Tempone

Rigorously quantifying the information in high contrast imaging data is important for informing follow-up strategies to confirm the substellar nature of a point source, constraining theoretical models of planet-disk interactions, and…

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

Model selection aims to determine which theoretical models are most plausible given some data, without necessarily asking about the preferred values of the model parameters. A common model selection question is to ask when new data require…

Astrophysics · Physics 2008-11-26 Andrew R. Liddle , Pia Mukherjee , David Parkinson

In particle physics and cosmology, distinguishing subtle new physics signals from established backgrounds is a fundamental and persistent challenge for phenomenologists. This paper discuss a simple and robust statistical framework to…

High Energy Physics - Phenomenology · Physics 2026-05-08 S. Ansarifard

Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability…

Instrumentation and Methods for Astrophysics · Physics 2018-06-27 Leon B. Lucy

A commonly used measure to summarize the nature of a photon spectrum is the so-called Hardness Ratio, which compares the number of counts observed in different passbands. The hardness ratio is especially useful to distinguish between and…

In Bayesian analysis, reference priors are widely recognized for their objective nature. Yet, they often lead to intractable and improper priors, which complicates their application. Besides, informed prior elicitation methods are penalized…

Methodology · Statistics 2024-09-23 Antoine Van Biesbroeck

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

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

This work addresses the problem of extracting deeply learned features directly from compressive measurements. There has been no work in this area. Existing deep learning tools only give good results when applied on the full signal, that too…

Computer Vision and Pattern Recognition · Computer Science 2016-12-23 Shikha Singh , Vanika Singhal , Angshul Majumdar

This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on…

Statistics Theory · Mathematics 2022-05-09 Jeffrey W. Miller

We study the application of a Bayesian method to extract relevant information from data for the case of a signal consisting of two or more decaying particles and its background. The method takes advantage of the dependence that exists in…

High Energy Physics - Phenomenology · Physics 2023-06-06 Ezequiel Alvarez