Related papers: A Note on Bayesian Inference for the Bivariate Pse…
Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…
Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…
We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…
In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…
Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…
This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…
Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of…
Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even when other measures of model fit or forecasting ability…
This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…
A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
One may consider three types of statistical inference: Bayesian, frequentist, and group invariance-based. The focus here is on the last method. We consider the Poisson and binomial distributions in detail to illustrate a group invariance…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
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,…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…