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The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…

Methodology · Statistics 2025-07-09 Samuel Pawel

We target the problem of accuracy and robustness in causal inference from finite data sets. Some state-of-the-art algorithms produce clear output complete with solid theoretical guarantees but are susceptible to propagating erroneous…

Artificial Intelligence · Computer Science 2012-10-19 Tom Claassen , Tom Heskes

There is a growing interest in the analysis of replication studies of original findings across many disciplines. When testing a hypothesis for an effect size, two Bayesian approaches stand out for their principled use of the Bayes factor…

Methodology · Statistics 2024-01-02 Guido Consonni , Leonardo Egidi

Bayes factors for composite hypotheses have difficulty in encoding vague prior knowledge, as improper priors cannot be used and objective priors may be subjectively unreasonable. To address these issues I revisit the posterior Bayes factor,…

Methodology · Statistics 2024-02-29 Frank Dudbridge

This paper studies Bayesian variable selection in linear models with general spherically symmetric error distributions. We propose sub-harmonic priors which arise as a class of mixtures of Zellner's g-priors for which the Bayes factors are…

Methodology · Statistics 2013-03-12 Yuzo Maruyama , William E. Strawderman

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

Machine Learning · Computer Science 2024-02-13 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

Bayesian linear mixed-effects models and Bayesian ANOVA are increasingly being used in the cognitive sciences to perform null hypothesis tests, where a null hypothesis that an effect is zero is compared with an alternative hypothesis that…

Methodology · Statistics 2023-08-15 Daniel J. Schad , Bruno Nicenboim , Shravan Vasishth

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

Methodology · Statistics 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…

Methodology · Statistics 2020-06-16 Peter W. Marcy , Curtis B. Storlie

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

We investigate the discrimination of two candidates of an unknown parameter in quantum systems with continuous weak measurement, inspired by the application of hypothesis testing in distinguish-ing two Hamiltonians [Kiilerich and M{\o}lmer,…

Quantum Physics · Physics 2019-07-24 Beili Gong , Wei Cui

When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function may be added to the computer code in order to capture its discrepancy with the real…

Methodology · Statistics 2019-03-11 Kaniav Kamary , Merlin Keller , Pierre Barbillon , Cédric Gœury , Éric Parent

Most machine learning classifiers are designed to output posterior probabilities for the classes given the input sample. These probabilities may be used to make the categorical decision on the class of the sample; provided as input to a…

Machine Learning · Statistics 2024-08-07 Luciana Ferrer , Daniel Ramos

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…

Statistics Theory · Mathematics 2014-06-05 Alexander V. Bulinski , Alexander S. Rakitko

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…

Applications · Statistics 2026-02-13 Mohsen Sadatsafavi , Paul Gustafson , Solmaz Setayeshgar , Laure Wynants , Richard D Riley

Gaussian boson sampling (GBS), a computational problem conjectured to be hard to simulate on a classical machine, has been at the forefront of recent years' experimental and theoretical efforts to demonstrate quantum advantage. The…

Quantum Physics · Physics 2024-02-05 Gabriele Bressanini , Benoit Seron , Leonardo Novo , Nicolas J. Cerf , M. S. Kim

In the Bayesian literature on model comparison, Bayes factors play the leading role. In the classical statistical literature, model selection criteria are often devised used cross-validation ideas. Amalgamating the ideas of Bayes factor and…

Statistics Theory · Mathematics 2020-06-12 Debashis Chatterjee , Sourabh Bhattacharya

Bayesian hypothesis testing via Bayes factors offers a principled alternative to classical p-value methods in meta-analysis, particularly suited to its cumulative and sequential nature. Unlike commonly reported p-values for standard null…

Methodology · Statistics 2026-04-22 Joris Mulder , Robbie C. M. van Aert