Related papers: Bayesian Statistics: A Review and a Reminder for t…
This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…
Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…
The prevalence of one-shot devices is quite prolific in engineering and medical domains. Unlike typical one-shot devices, nondestructive one-shot devices (NOSD) may survive multiple tests and offer additional data for reliability…
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…
We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…
High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables…
Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…
One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…
In the design of clinical trials, it is essential to assess the design operating characteristics (e.g., power and the type I error rate). Common practice for the evaluation of operating characteristics in Bayesian clinical trials relies on…
Bayesian Networks (BN) provide robust probabilistic methods of reasoning under uncertainty, but despite their formal grounds are strictly based on the notion of conditional dependence, not much attention has been paid so far to their use in…
Bayesian statistics is concerned with conducting posterior inference for the unknown quantities in a given statistical model. Conventional Bayesian inference requires the specification of a probabilistic model for the observed data, and the…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…
This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing constants in the likelihood function, traditional MCMC…
When using Bayesian inference to support conservative software reliability assessments, it is useful to consider a collection of Bayesian inference problems, with the aim of determining the worst-case value (from this collection) for a…
A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…
A Bayesian analysis of the probability of a signal in the presence of background is developed, and criteria are proposed for claiming evidence for, or the discovery of a signal. The method is general and in particular applicable to sparsely…
The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…
Bayesian statistics is an integral part of contemporary applied science. bayesics provides a single framework, unified in syntax and output, for performing the most commonly used statistical procedures, ranging from one- and two-sample…