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We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

Nowadays, g-mode detection is based upon a priori theoretical knowledge. By doing so, detection becomes more restricted to what we can imagine. De facto, the universe of possibilities is made narrower. Such an approach is pertinent for…

Astrophysics · Physics 2009-11-13 T. Appourchaux

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…

Computation · Statistics 2021-12-06 Ajay Jasra , Kody J. H. Law , Alexander Tarakanov , Fangyuan Yu

Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…

Probability · Mathematics 2009-02-09 Yehuda Izhakian , Zur Izhakian

Hypothesis testing is an essential statistical method in psychology and the cognitive sciences. The problems of traditional null hypothesis significance testing (NHST) have been discussed widely, and among the proposed solutions to the…

Methodology · Statistics 2020-05-28 Riko Kelter

Quantum Monte Carlo simulations, while being efficient for bosons, suffer from the "negative sign problem'' when applied to fermions - causing an exponential increase of the computing time with the number of particles. A polynomial time…

Statistical Mechanics · Physics 2007-05-23 Matthias Troyer , Uwe-Jens Wiese

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

Students taking statistical courses orientated for business or economics often find the standard presentation of Bayes' Rule challenging. This key concept involves understanding multiple conditional probabilities and how they constitute an…

Applications · Statistics 2021-12-02 Edward D. White , Richard L. Warr

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

The missionary zeal of many Bayesians of old has been matched, in the other direction, by a view among some theoreticians that Bayesian methods are absurd-not merely misguided but obviously wrong in principle. We consider several examples,…

Statistics Theory · Mathematics 2012-06-12 Andrew Gelman , Christian P. Robert

Testing the equality of two proportions is a common procedure in science, especially in medicine and public health. In these domains it is crucial to be able to quantify evidence for the absence of a treatment effect. Bayesian hypothesis…

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

We argue here about the relevance and the ultimate unity of the Bayesian approach in a neutral and agnostic manner. Our main theme is that Bayesian data analysis is an effective tool for handling complex models, as proven by the increasing…

Methodology · Statistics 2010-03-26 Christian P. Robert

This paper is about reducing influence diagram (ID) evaluation into Bayesian network (BN) inference problems. Such reduction is interesting because it enables one to readily use one's favorite BN inference algorithm to efficiently evaluate…

Artificial Intelligence · Computer Science 2013-02-01 Nevin Lianwen Zhang

It is a recent realization that many of the concepts and tools of causal discovery in machine learning are highly relevant to problems in quantum information, in particular quantum nonlocality. The crucial ingredient in the connection…

Quantum Physics · Physics 2016-01-11 Rafael Chaves

Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the…

Computation · Statistics 2022-10-20 Radu V. Craiu , Evgeny Levi

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

As learning difficulty is crucial for machine learning (e.g., difficulty-based weighting learning strategies), previous literature has proposed a number of learning difficulty measures. However, no comprehensive investigation for learning…

Machine Learning · Computer Science 2022-09-20 Weiyao Zhu , Ou Wu , Fengguang Su , Yingjun Deng