English
Related papers

Related papers: Bayesian model criticism using uniform parametriza…

200 papers

The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…

Methodology · Statistics 2016-10-28 Toby Kenney , Hao He , Hong Gu

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

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

This paper describes a novel approach based on "proportional imputation" when identical units produced in a batch have random but independent installation and failure times. The current problem is motivated by a real life industrial…

Applications · Statistics 2011-01-10 Samiran Ghosh

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

We consider the problem of parameterizing Newman-type models of Li-ion batteries focusing on quantifying the inherent uncertainty of this process and its dependence on the discharge rate. In order to rule out genuine experimental error and…

Computational Physics · Physics 2021-04-14 Jose Morales Escalante , Smita Sahu , Jamie M. Foster , Bartosz Protas

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…

Molecular Networks · Quantitative Biology 2018-01-15 Ian Vernon , Junli Liu , Michael Goldstein , James Rowe , Jen Topping , Keith Lindsey

A common approach to modelling extreme values is to consider the excesses above a high threshold as realisations of a non-homogeneous Poisson process. While this method offers the advantage of modelling using threshold-invariant extreme…

Applications · Statistics 2016-12-09 Paul Sharkey , Jonathan A. Tawn

We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…

Machine Learning · Computer Science 2024-12-30 Gustaf Ahdritz , Aravind Gollakota , Parikshit Gopalan , Charlotte Peale , Udi Wieder

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Applications · Statistics 2021-06-18 David N. John , Livia Stohrer , Claudia Schillings , Michael Schick , Vincent Heuveline

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

In Bayesian statistics, one's prior beliefs about underlying model parameters are revised with the information content of observed data from which, using Bayes' rule, a posterior belief is obtained. A non-trivial example taken from the…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. Charles , A. Hocker , H. Lacker , F. R. Le Diberder , S. T'Jampens

Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…

Computation · Statistics 2023-08-02 Antonios Kamariotis , Luca Sardi , Iason Papaioannou , Eleni Chatzi , Daniel Straub

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…

Statistics Theory · Mathematics 2019-05-14 Matthew M. Dunlop , Tapio Helin , Andrew M. Stuart

Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…

Methodology · Statistics 2020-11-17 Nicholas C. Henderson , Michael A. Newton

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…