Related papers: A Novel Bayes' Theorem for Upper Probabilities

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

Bayes' rule has enabled innumerable powerful algorithms of statistical signal processing and statistical machine learning. However, when model misspecifications exist in prior and/or data distributions, the direct application of Bayes' rule…

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…

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…

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the…

We present a PAC-Bayes-style generalization bound which enables the replacement of the KL-divergence with a variety of Integral Probability Metrics (IPM). We provide instances of this bound with the IPM being the total variation metric and…

Although Bayes's theorem demands a prior that is a probability distribution on the parameter space, the calculus associated with Bayes's theorem sometimes generates sensible procedures from improper priors, Pitman's estimator being a good…

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…

I propose a normative updating rule, extended Bayesianism, for the incorporation of probabilistic information arising from the process of becoming more aware. Extended Bayesianism generalizes standard Bayesian updating to allow the…

Bayesian classification labels observations based on given prior information, namely class-a priori and class-conditional probabilities. Bayes' risk is the minimum expected classification cost that is achieved by the Bayes' test, the…

Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…

Bayes [Philos. Trans. R. Soc. Lond. 53 (1763) 370--418; 54 296--325] introduced the observed likelihood function to statistical inference and provided a weight function to calibrate the parameter; he also introduced a confidence…

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…

Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…

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…

We investigate the discrimination of two candidates of an unknown parameter in quantum systems with continuous weak measurement, inspired by the application of hypothesis testing in distinguish-ing two Hamiltonians [Kiilerich and M{\o}lmer,…

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:…

When performing Bayesian inference, we frequently need to work with conditional probability densities. For example, the posterior function is the conditional density of the parameters given the data. Some might worry that conditional…