Related papers: Inconsistency and Acausality in Bayesian Inference…
Standard evaluations of Bayesian deep learning methods assume that metric estimates are reliable, but we show this assumption fails under data scarcity. Method rankings are not only unreliable at small $n$, but also dataset-dependent in…
The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…
This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens automatically in Bayesian analysis, and…
Predictability is an emerging metric that quantifies the highest possible prediction accuracy for a given time series, being widely utilized in assessing known prediction algorithms and characterizing intrinsic regularities in human…
Fitting the multi-wavelength spectral energy distributions (SEDs) of galaxies is a widely used technique to extract information about the physical properties of galaxies. However, a major difficulty lies in the numerous uncertainties…
Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…
Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…
This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…
Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…
Pairwise comparisons are an important tool of modern (multiple criteria) decision making. Since human judgments are often inconsistent, many studies focused on the ways how to express and measure this inconsistency, and several…
Shafer's theory of belief and the Bayesian theory of probability are two alternative and mutually inconsistent approaches toward modelling uncertainty in artificial intelligence. To help reduce the conflict between these two approaches,…
Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…
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…
Bayesian nonparametric models offer a flexible and powerful framework for statistical model selection, enabling the adaptation of model complexity to the intricacies of diverse datasets. This survey intends to delve into the significance of…
The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem -- model, parameters, latent states -- is able to be…
Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…
A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…
Bayesian inference is limited in scope because it cannot be applied in idealized contexts where none of the hypotheses under consideration is true and because it is committed to always using the likelihood as a measure of evidential…
We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…