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Posterior tempering reduces the influence of the likelihood in the calculation of the posterior by raising the likelihood to a fractional power $\alpha$. The resulting power posterior - also known as an $\alpha$-posterior or fractional…

Statistics Theory · Mathematics 2026-01-15 Ruchira Ray , Marco Avella Medina , Cynthia Rush

Although Bayesian methods are robust and principled, their application in practice could be limited since they typically rely on computationally intensive Markov Chain Monte Carlo algorithms for their implementation. One possible solution…

Computation · Statistics 2015-10-06 Tian Chen , Jeffrey Streets , Babak Shahbaba

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

This paper aims at developing a quasi-Bayesian analysis of the nonparametric instrumental variables model, with a focus on the asymptotic properties of quasi-posterior distributions. In this paper, instead of assuming a distributional…

Statistics Theory · Mathematics 2013-11-21 Kengo Kato

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and…

Statistics Theory · Mathematics 2014-10-02 Natalia A. Bochkina , Peter J. Green

There has been significant progress in Bayesian inference based on sparsity-inducing (e.g., spike-and-slab and horseshoe-type) priors for high-dimensional regression models. The resulting posteriors, however, in general do not possess…

Econometrics · Economics 2025-12-11 Qihui Chen , Zheng Fang , Ruixuan Liu

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Sequential Monte Carlo has become a standard tool for Bayesian Inference of complex models. This approach can be computationally demanding, especially when initialized from the prior distribution. On the other hand, deter-ministic…

Methodology · Statistics 2017-07-26 Sophie Donnet , Stéphane Robin

This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…

Artificial Intelligence · Computer Science 2013-04-11 Homer L. Chin , Gregory F. Cooper

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms…

Data Analysis, Statistics and Probability · Physics 2010-09-29 M. J. Betancourt

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…

Computation · Statistics 2018-12-11 Thomas J. Faulkenberry

Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an important part of the Bayesian workflow. We introduce a practical and computationally efficient sensitivity analysis approach using importance…

Methodology · Statistics 2024-01-05 Noa Kallioinen , Topi Paananen , Paul-Christian Bürkner , Aki Vehtari

Bayesian sample size calculations in clinical trials usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power often lack closed-form or approximate numerical…

Methodology · Statistics 2026-03-03 Riko Kelter

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

Statistics Theory · Mathematics 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo

Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Cheng Li , David B. Dunson

Equivalence tests, otherwise known as parity or similarity tests, are frequently used in ``bioequivalence studies" to establish practical equivalence rather than the usual statistical significant difference. In this article, we propose an…

Methodology · Statistics 2025-07-29 Daniel Ochieng

We analyze the posterior contraction rates of parameters in Bayesian models via the Langevin diffusion process, in particular by controlling moments of the stochastic process and taking limits. Analogous to the non-asymptotic analysis of…

Statistics Theory · Mathematics 2022-08-18 Wenlong Mou , Nhat Ho , Martin J. Wainwright , Peter Bartlett , Michael I. Jordan