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A central characteristic of Bayesian statistics is the ability to consistently incorporate prior knowledge into various modeling processes. In this paper, we focus on translating domain expert knowledge into corresponding prior…

Methodology · Statistics 2024-04-16 Florence Bockting , Stefan T. Radev , Paul-Christian Bürkner

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

Specification of the prior distribution for a Bayesian model is a central part of the Bayesian workflow for data analysis, but it is often difficult even for statistical experts. In principle, prior elicitation transforms domain knowledge…

This article introduces a new method for eliciting prior distributions from experts. The method models an expert decision-making process to infer a prior probability distribution for a rare event $A$. More specifically, assuming there…

Methodology · Statistics 2023-07-17 Julia R. Falconer , Eibe Frank , Devon L. L. Polaschek , Chaitanya Joshi

Background: The uptake of formalized prior elicitation from experts in Bayesian clinical trials has been limited due to challenges such as complex statistical modeling, lack of practical tools, and the cognitive burden placed on experts…

Methodology · Statistics 2025-09-15 Yongdong Ouyang , Janice J Eng , Denghuang Zhan , Hubert Wong , The WnW Research Team

We present a novel approach to help decision-makers efficiently identify preferred solutions from the Pareto set of a multi-objective optimization problem. Our method uses a Bayesian model to estimate the decision-maker's utility function…

Machine Learning · Statistics 2025-11-13 Felix Huber , Sebastian Rojas Gonzalez , Raul Astudillo

A statistical method for the elicitation of priors in Bayesian generalised linear models (GLMs) and extensions is proposed. Probabilistic predictions are elicited from the expert to parametrise a multivariate t prior distribution for the…

Methodology · Statistics 2025-02-21 Geoffrey R. Hosack

Eliciting informative prior distributions for Bayesian inference can often be complex and challenging. While popular methods rely on asking experts probability based questions to quantify uncertainty, these methods are not without their…

Methodology · Statistics 2022-03-11 Julia R. Falconer , Eibe Frank , Devon L. L. Polaschek , Chaitanya Joshi

Large language models (LLMs) acquire a breadth of information across various domains. However, their computational complexity, cost, and lack of transparency often hinder their direct application for predictive tasks where privacy and…

Machine Learning · Computer Science 2025-05-29 Alexander Capstick , Rahul G. Krishnan , Payam Barnaghi

In Bayesian analysis, prior elicitation, or the process of facilitating the expression of one's beliefs to inform statistical modeling, is an essential yet challenging step. Analysts often have beliefs about real-world variables and their…

Human-Computer Interaction · Computer Science 2026-03-09 Yuwei Xiao , Shuai Ma , Antti Oulasvirta , Eunice Jun

Recent work [ 14 ] has introduced a method for prior elicitation that utilizes records of expert decisions to infer a prior distribution. While this method provides a promising approach to eliciting expert uncertainty, it has only been…

Machine Learning · Computer Science 2025-01-22 Julia R. Falconer , Eibe Frank , Devon L. L. Polaschek , Chaitanya Joshi

Decision making in uncertain scenarios is an ubiquitous challenge in real world systems. Tools to deal with this challenge include simulations to gather information and statistical emulation to quantify uncertainty. The machine learning…

Machine Learning · Computer Science 2021-10-27 Andrei Paleyes , Mark Pullin , Maren Mahsereci , Cliff McCollum , Neil D. Lawrence , Javier Gonzalez

Requirements elicitation requires extensive knowledge and deep understanding of the problem domain where the final system will be situated. However, in many software development projects, analysts are required to elicit the requirements…

Software Engineering · Computer Science 2018-08-20 Zahra Shakeri Hossein Abad , Vincenzo Gervasi , Didar Zowghi , Ken Barker

The specification of prior distributions is fundamental in Bayesian inference, yet it remains a significant bottleneck. The prior elicitation process is often a manual, subjective, and unscalable task. We propose a novel framework which…

Machine Learning · Computer Science 2025-08-07 Yongchao Huang

Based on expert opinions, informative prior elicitation for the common Weibull lifetime distribution usually presents some difficulties since it requires to elicit a two-dimensional joint prior. We consider here a reliability framework…

Methodology · Statistics 2010-10-22 Nicolas Bousquet

Providing accurate predictions is challenging for machine learning algorithms when the number of features is larger than the number of samples in the data. Prior knowledge can improve machine learning models by indicating relevant variables…

Artificial Intelligence · Computer Science 2017-01-17 Luana Micallef , Iiris Sundin , Pekka Marttinen , Muhammad Ammad-ud-din , Tomi Peltola , Marta Soare , Giulio Jacucci , Samuel Kaski

The dirichletprocess package provides software for creating flexible Dirichlet process objects. Users can perform nonparametric Bayesian analysis using Dirichlet processes without the need to program their own inference algorithms. Instead,…

Computation · Statistics 2026-05-05 Gordon J. Ross , Dean Markwick , Priyanshu Tiwari

User preferences for automated assistance often vary widely, depending on the situation, and quality or presentation of help. Developing effectivemodels to learn individual preferences online requires domain models that associate…

Artificial Intelligence · Computer Science 2012-06-18 Bowen Hui , Craig Boutilier

In recent years, bankruptcy forecasting has gained lot of attention from researchers as well as practitioners in the field of financial risk management. For bankruptcy prediction, various approaches proposed in the past and currently in…

Statistical Finance · Quantitative Finance 2024-09-05 Amir Mukeri , Habibullah Shaikh , D. P. Gaikwad

\texttt{ml\_edm} is a Python 3 library, designed for early decision making of any learning tasks involving temporal/sequential data. The package is also modular, providing researchers an easy way to implement their own triggering strategy…

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