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The practical implementation of Bayesian inference requires numerical approximation when closed-form expressions are not available. What types of accuracy (convergence) of the numerical approximations guarantee robustness and what types do…

Statistics Theory · Mathematics 2016-04-21 Houman Owhadi , Clint Scovel

Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate the value of the parameters in the model. However, in recent…

Instrumentation and Methods for Astrophysics · Physics 2022-04-12 J. Lopez-Santiago , L. Martino , J. Miguez , M. A. Vazquez

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…

In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…

Machine Learning · Statistics 2023-03-06 Alfredo Garbuno-Inigo , Tapio Helin , Franca Hoffmann , Bamdad Hosseini

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Methodology · Statistics 2014-11-05 Dennis Wei

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…

Statistics Theory · Mathematics 2008-09-23 Yang Xing

We consider the famous Rasch model, which is applied to psychometric surveys when n persons under test answer m questions. The score is given by a realization of a random binary (n,m)-matrix. Its (j,k)th component indicates whether or not…

Statistics Theory · Mathematics 2016-12-22 Friedrich Liese , Alexander Meister , Johanna Kappus

This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…

Methodology · Statistics 2026-01-16 Paramahansa Pramanik , Arnab Kumar Maity , Anjan Mandal , Haley Kate Robinson

The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…

Statistics Theory · Mathematics 2017-12-27 Debdeep Pati , Anirban Bhattacharya , Yun Yang

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Methodology · Statistics 2020-07-31 Jonathan H. Huggins , Jeffrey W. Miller

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

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

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Astronomers are often confronted with funky populations and distributions of objects: brighter objects are more likely to be detected; targets are selected based on colour cuts; imperfect classification yields impure samples. Failing to…

Cosmology and Nongalactic Astrophysics · Physics 2017-06-21 Samuel R. Hinton , Alex Kim , Tamara M. Davis

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar