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We provide a brief overview of both Bayes and classical model selection. We argue tentatively that model selection has at least two major goals, that of finding the correct model or predicting well, and that in general both these goals may…

Statistics Theory · Mathematics 2015-10-05 Ritabrata Dutta , Malgortaza Bogdan , Jayanta K. Ghosh

In the era of Model-as-a-Service, organizations increasingly rely on third-party AI models for rapid deployment. However, the dynamic nature of emerging AI applications, the continual introduction of new datasets, and the growing number of…

Machine Learning · Computer Science 2026-02-10 Zihan Zhu , Yanqiu Wu , Qiongkai Xu

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

Machine Learning · Statistics 2018-05-23 Prashant Singh , Andreas Hellander

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

Bayesian inference is now a leading technique for reconstructing phylogenetic trees from aligned sequence data. In this short note, we formally show that the maximum posterior tree topology provides a statistically consistent estimate of a…

Populations and Evolution · Quantitative Biology 2013-07-12 Mike Steel

Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…

Methodology · Statistics 2020-06-24 Yajuan Si , Peigen Zhou

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Methodology · Statistics 2021-03-02 Spencer Woody , Oscar Hernan Madrid Padilla , James G. Scott

Large-sample Bayesian analogs exist for many frequentist methods, but are less well-known for the widely-used 'sandwich' or 'robust' variance estimates. We review existing approaches to Bayesian analogs of sandwich variance estimates and…

Methodology · Statistics 2023-11-06 Kendrick Qijun Li , Kenneth Martin Rice

In this article, we investigate large sample properties of model selection procedures in a general Bayesian framework when a closed form expression of the marginal likelihood function is not available or a local asymptotic quadratic…

Statistics Theory · Mathematics 2017-01-10 Yun Yang , Debdeep Pati

A strong tool for the selection of items that share a common trait from a set of given items is proposed. The selection method is based on marginal estimates and exploits that the estimates of the standard deviation of the mixing…

Methodology · Statistics 2023-09-04 Gerhard Tutz

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

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…

Methodology · Statistics 2025-09-03 Jan Kalina

We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a…

Machine Learning · Statistics 2016-08-12 Matthias Poloczek , Jialei Wang , Peter I. Frazier

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

RANSAC-based algorithms are the standard techniques for robust estimation in computer vision. These algorithms are iterative and computationally expensive; they alternate between random sampling of data, computing hypotheses, and running…

Computer Vision and Pattern Recognition · Computer Science 2023-09-27 Valter Piedade , Pedro Miraldo

Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks…

As evidenced by various recent and significant papers within the frequentist literature, along with numerous applications in macroeconomics, genomics, and neuroscience, there continues to be substantial interest to understand the…

Methodology · Statistics 2019-06-13 Jonathan P Williams , Yuying Xie , Jan Hannig