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Non-negative matrix factorization (NMF) is widely used in many applications for dimensionality reduction. Inferring an appropriate number of factors for NMF is a challenging problem, and several approaches based on information criteria or…

Methodology · Statistics 2025-02-18 Alessandro Zito , Jeffrey W. Miller

Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…

Methodology · Statistics 2025-11-27 Luke Hagar , Shirin Golchi , Marina B. Klein

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

Methodology · Statistics 2018-04-10 Junheng Ma , Joe Sedransk , Balgobin Nandram , Lu Chen

The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…

Data Analysis, Statistics and Probability · Physics 2012-08-28 Diego Casadei

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Methodology · Statistics 2025-05-26 Clara Grazian

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

Bayesian model selection provides a formal method of determining the level of support for new parameters in a model. However, if there is not a specific enough underlying physical motivation for the new parameters it can be hard to assign…

Astrophysics · Physics 2009-11-13 Christopher Gordon , Roberto Trotta

Datasets are rarely a realistic approximation of the target population. Say, prevalence is misrepresented, image quality is above clinical standards, etc. This mismatch is known as sampling bias. Sampling biases are a major hindrance for…

Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it possible to use the data to find high-probability samples at…

Computation · Statistics 2015-06-02 Alexandre J. Chorin , Fei Lu , Robert N. Miller , Matthias Morzfeld , Xuemin Tu

In the management of most chronic conditions characterized by the lack of universally effective treatments, adaptive treatment strategies (ATSs) have been growing in popularity as they offer a more individualized approach, and sequential…

Methodology · Statistics 2021-08-03 Armando Turchetta , Erica E. M. Moodie , David A. Stephens , Sylvie D. Lambert

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…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We propose a novel method ($floZ$), based on normalizing flows, to estimate the Bayesian evidence (and its numerical uncertainty) from a pre-existing set of samples drawn from the unnormalized posterior distribution. We validate it on…

Machine Learning · Statistics 2024-12-06 Rahul Srinivasan , Marco Crisostomi , Roberto Trotta , Enrico Barausse , Matteo Breschi

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as…

Machine Learning · Statistics 2013-11-25 Swayambhoo Jain , Akshay Soni , Jarvis Haupt

This paper surveys some well-established approaches on the approximation of Bayes factors used in Bayesian model choice, mostly as covered in Chen et al. (2000). Our focus here is on methods that are based on importance sampling strategies…

Computation · Statistics 2009-10-14 Jean-Michel Marin , Christian P. Robert

This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…

Artificial Intelligence · Computer Science 2013-01-18 Gregory F. Cooper

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee