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We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…
Perturbative Quantum Chromodynamics (pQCD) predicts that the small-$x$ gluons in a hadron wavefunction should form a Color Glass Condensate (CGC), which has universal properties, which are the same for all hadrons or nuclei. Assuming this…
We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…
Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…
New data, especially HERA measurements of the proton structure function at small $x$, allow the opportunity to improve our knowledge of the gluon and quark distribution functions. We perform a global analysis which incorporates these new…
Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bayesian perspective. The maximum likelihood estimator (MLE)…
Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior for the overall mean vector and the between-study covariance…
In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…
The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…
Statistical models for multivariate data often include a semi-orthogonal matrix parameter. In many applications, there is reason to expect that the semi-orthogonal matrix parameter satisfies a structural assumption such as sparsity or…
In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…
Jet quenching in heavy-ion collisions probes parton energy loss in the quark--gluon plasma (QGP), but the extracted transport properties may not be universally constrained across centrality, beam energy, and observable class. In this work,…
The normal-normal hierarchical model (NNHM) constitutes a simple and widely used framework for meta-analysis. In the common case of only few studies contributing to the meta-analysis, standard approaches to inference tend to perform poorly,…
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…
Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…
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…
This paper introduces an integer-valued generalized autoregressive conditional heteroskedasticity (INGARCH) model based on the novel geometric distribution and discusses some of its properties. The parameter estimation problem of the models…
Using Laplace transform techniques, we describe the evolution of the color dipole cross section, at the leading-order and next-to-leading order approximations, from the Bartels-Golec-Biernat-Kowalski model in a kinematical region of low…
We suggest a modified form of a unitarized BFKL equation imposing the so-called kinematic constraint on the gluon evolution in multi-Regge kinematics. The underlying nonlinear effects on the gluon evolution are investigated by solving the…
Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…