Related papers: Rescaled Bayes factors: a class of e-variables
For the normal linear model variable selection problem, we propose selection criteria based on a fully Bayes formulation with a generalization of Zellner's $g$-prior which allows for $p>n$. A special case of the prior formulation is seen to…
A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting…
Enhanced quantization is an improved program for overcoming difficulties which may arise during an ordinary canonical quantization procedure. We review here how this program applies for a particle on circle.
We extend the definition of functional data registration to encompass a larger class of registered functions. In contrast to traditional registration models, we allow for registered functions that have more than one primary direction of…
Exact monitoring in dynamic Bayesian networks is intractable, so approximate algorithms are necessary. This paper presents a new family of approximate monitoring algorithms that combine the best qualities of the particle filtering and…
Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…
Some scientific research questions ask to guide decisions and others do not. By their nature frequentist hypothesis-tests yield a dichotomous test decision as result, rendering them rather inappropriate for latter types of research…
As we enter the era of machine learning characterized by an overabundance of data, discovery, organization, and interpretation of the data in an unsupervised manner becomes a critical need. One promising approach to this endeavour is the…
This paper develops estimation and inference methods for conditional quantile factor models. We first introduce a simple sieve estimation, and establish asymptotic properties of the estimators under large $N$. We then provide a bootstrap…
Bayesian networks (BNs) are graphical \emph{first-order} probabilistic models that allow for a compact representation of large probability distributions, and for efficient inference, both exact and approximate. We introduce a…
There has been a tremendous methodological development of Bayes factors for hypothesis testing in the social and behavioral sciences, and related fields. This development is due to the flexibility of the Bayes factor for testing multiple…
We look at the distribution of the Bayesian evidence for mock realizations of supernova and baryon acoustic oscillation data. The ratios of Bayesian evidences of different models are often used to perform model selection. The significance…
These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…
A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…
Electrical circuits are present in a variety of technologies, making their design an important part of computer aided engineering. The growing number of parameters that affect the final design leads to a need for new approaches to quantify…
In the context of testing general relativity with gravitational waves, constraints obtained with multiple events are typically combined either through a hierarchical formalism or though a combined multiplicative Bayes factor. We show that…
Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…
We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…