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Informally, "Information Inconsistency" is the property that has been observed in many Bayesian hypothesis testing and model selection procedures whereby the Bayesian conclusion does not become definitive when the data seems to become…

Statistics Theory · Mathematics 2017-10-27 Joris Mulder , James O. Berger , Víctor Peña , M. J. Bayarri

In this paper, a Bayesian approach is developed for simultaneously comparing multiple experimental treatments with a common control treatment in an exploratory clinical trial. The sample size is set to ensure that, at the end of the study,…

Statistics Theory · Mathematics 2019-11-14 John Whitehead , Faye Cleary , Amanda Turner

Observational healthcare data offer the potential to estimate causal effects of medical products on a large scale. However, the confidence intervals and p-values produced by observational studies only account for random error and fail to…

Applications · Statistics 2024-05-02 Jami J. Mulgrave , David Madigan , George Hripcsak

The problem of testing mutually exclusive hypotheses with dependent test statistics is considered. Bayesian and frequentist approaches to multiplicity control are studied and compared to help gain understanding as to the effect of test…

Statistics Theory · Mathematics 2016-11-21 Sean Chang , James O. Berger

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

Machine Learning · Statistics 2019-09-27 Kolyan Ray , Botond Szabo

The quality of requirements specifications may impact subsequent, dependent software engineering (SE) activities. However, empirical evidence of this impact remains scarce and too often superficial as studies abstract from the phenomena…

Software Engineering · Computer Science 2024-02-19 Julian Frattini , Davide Fucci , Richard Torkar , Daniel Mendez

It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

In developing products for rare diseases, statistical challenges arise due to the limited number of patients available for participation in drug trials and other clinical research. Bayesian adaptive clinical trial designs offer the…

Applications · Statistics 2019-09-19 Xiao Wu , Yi Xu , Bradley P. Carlin

Standard random-effects meta-analysis methods perform poorly when applied to few studies only. Such settings however are commonly encountered in practice. It is unclear, whether or to what extent small-sample-size behaviour can be improved…

Methodology · Statistics 2019-01-15 Svenja E. Seide , Christian Röver , Tim Friede

Bayesian inference usually requires running potentially costly inference procedures separately for every new observation. In contrast, the idea of amortized Bayesian inference is to initially invest computational cost in training an…

Machine Learning · Computer Science 2023-05-25 Manuel Glöckler , Michael Deistler , Jakob H. Macke

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

Bayesian clinical trials can benefit of available historical information through the elicitation of informative prior distributions. Concerns are however often raised about the potential for prior-data conflict and the impact of Bayes test…

Methodology · Statistics 2022-12-01 Silvia Calderazzo , Annette Kopp-Schneider

By representing the range of fair betting odds according to a pair of confidence set estimators, dual probability measures on parameter space called frequentist posteriors secure the coherence of subjective inference without any prior…

Statistics Theory · Mathematics 2012-05-02 David R. Bickel

We review some aspects of Bayesian and frequentist interval estimation, focusing first on their relative strengths and weaknesses when used in "clean" or "textbook" contexts. We then turn attention to observational-data situations which are…

Methodology · Statistics 2010-10-05 Paul Gustafson , Sander Greenland

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

There is growing interest in Bayesian clinical trial designs with informative prior distributions, e.g. for extrapolation of adult data to pediatrics, or use of external controls. While the classical type I error is commonly used to…

Methodology · Statistics 2023-09-06 Nicky Best , Maxine Ajimi , Beat Neuenschwander , Gaelle Saint-Hilary , Simon Wandel

We investigate the frequentist coverage of Bayesian credible sets in a nonparametric setting. We consider a scale of priors of varying regularity and choose the regularity by an empirical Bayes method. Next we consider a central set of…

Statistics Theory · Mathematics 2016-08-11 Botond Szabó , A. W. van der Vaart , J. H. van Zanten

Bayesian methods provide a natural means for uncertainty quantification, that is, credible sets can be easily obtained from the posterior distribution. But is this uncertainty quantification valid in the sense that the posterior credible…

Statistics Theory · Mathematics 2020-10-02 Ryan Martin , Bo Ning