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This paper presents a brief, semi-technical comparison of the essential features of the frequentist and Bayesian approaches to statistical inference, with several illustrative examples implemented in Python. The differences between…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 Jake VanderPlas

Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Charles R. Keeton

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

Predicting the winner of an election is of importance to multiple stakeholders. To formulate the problem, we consider an independent sequence of categorical data with a finite number of possible outcomes in each. The data is assumed to be…

Applications · Statistics 2024-10-17 Soudeep Deb , Rishideep Roy , Shubhabrata Das

Results of numerical procedure of constructing confidence intervals for parameter of the Poisson distribution of signal events in the presence of background events with known value of parameter of Poisson distribution are presented. It is…

High Energy Physics - Experiment · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov , V. A. Taperechkina

We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of…

Statistics Theory · Mathematics 2021-05-12 Daniel G. Rasines , G. Alastair Young

We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Bernoulli jumps. We have data at different time scales:…

Statistics Theory · Mathematics 2011-06-07 Céline Duval , Marc Hoffmann

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

Astronomers are often confronted with funky populations and distributions of objects: brighter objects are more likely to be detected; targets are selected based on colour cuts; imperfect classification yields impure samples. Failing to…

Cosmology and Nongalactic Astrophysics · Physics 2017-06-21 Samuel R. Hinton , Alex Kim , Tamara M. Davis

While observational data are routinely used to estimate causal effects of biomedical treatments, doing so requires special methods to adjust for observed confounding. These methods invariably rely on untestable statistical and causal…

Methodology · Statistics 2026-03-02 Arman Oganisian

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

The problem of inferring the binomial parameter p from x successes obtained in n trials is reviewed and extended to take into account the presence of background, that can affect the data in two ways: a) fake successes are due to a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

These lecture notes were written with the aim to provide an accessible though technically solid introduction to the logic of systematical analyses of statistical data to both undergraduate and postgraduate students, in particular in the…

Applications · Statistics 2019-09-02 Henk van Elst

These notes aim at presenting an overview of Bayesian statistics, the underlying concepts and application methodology that will be useful to astronomers seeking to analyse and interpret a wide variety of data about the Universe. The level…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-09 Roberto Trotta

Expected coverage and expected length of 90% upper and lower limit and 68.27% central intervals are plotted as functions of the true signal for various values of expected background. Results for several objective priors are shown, and…

High Energy Physics - Experiment · Physics 2007-05-23 Ilya Narsky

Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…

Data Analysis, Statistics and Probability · Physics 2021-01-04 Shinsuke Koyama , Shigeru Shinomoto

Bayesian data analysis (BDA) is today used by a multitude of research disciplines. These disciplines use BDA as a way to embrace uncertainty by using multilevel models and making use of all available information at hand. In this chapter, we…

Software Engineering · Computer Science 2020-01-03 Richard Torkar , Robert Feldt , Carlo A. Furia