English
Related papers

Related papers: Translating predictive distributions into informat…

200 papers

Deep learning is increasingly moving towards a transfer learning paradigm whereby large foundation models are fine-tuned on downstream tasks, starting from an initialization learned on the source task. But an initialization contains…

Machine Learning · Computer Science 2022-05-23 Ravid Shwartz-Ziv , Micah Goldblum , Hossein Souri , Sanyam Kapoor , Chen Zhu , Yann LeCun , Andrew Gordon Wilson

Catalytic prior distributions provide general, easy-to-use, and interpretable specifications of prior distributions for Bayesian analysis. They are particularly beneficial when the observed data are inadequate to stably estimate a complex…

Methodology · Statistics 2023-09-25 Dongming Huang , Feicheng Wang , Donald B. Rubin , S. C. Kou

We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…

Methodology · Statistics 2024-11-19 Edgar C. Merkle , Oludare Ariyo , Sonja D. Winter , Mauricio Garnier-Villarreal

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

Data Analysis, Statistics and Probability · Physics 2024-09-24 Mohammad Hossein Namjoo

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

In reliability engineering, data about failure events is often scarce. To arrive at meaningful estimates for the reliability of a system, it is therefore often necessary to also include expert information in the analysis, which is…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

In the Bayesian framework power prior distributions are increasingly adopted in clinical trials and similar studies to incorporate external and past information, typically to inform the parameter associated to a treatment effect. Their use…

Methodology · Statistics 2025-08-12 Roberto Macrì Demartino , Leonardo Egidi , Nicola Torelli , Ioannis Ntzoufras

Bayesian analyses are often performed using so-called noninformative priors, with a view to achieving objective inference about unknown parameters on which available data depends. Noninformative priors depend on the relationship of the data…

Methodology · Statistics 2013-08-14 Nicholas Lewis

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

This paper proposes an alternative approach for constructing invariant Jeffreys prior distributions tailored for hierarchical or multilevel models. In particular, our proposal is based on a flexible decomposition of the Fisher information…

Statistics Theory · Mathematics 2019-04-29 Thaís C. O. Fonseca , Helio S. Migon , Heudson Mirandola

In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

Previous Bayesian evaluations of the Conway-Maxwell-Poisson (COM-Poisson) distribution have little discussion of non- and weakly-informative priors for the model. While only considering priors with such limited information restricts…

Methodology · Statistics 2023-12-01 Mark J. Meyer , Amia Graye , Kimberly F. Sellers

We propose a Bayesian approach using improper priors for hierarchical linear mixed models with flexible random effects and residual error distributions. The error distribution is modelled using scale mixtures of normals, which can capture…

Methodology · Statistics 2018-02-06 F. J. Rubio , M. F. J. Steel

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

Methodology · Statistics 2018-04-10 Junheng Ma , Joe Sedransk , Balgobin Nandram , Lu Chen

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker