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The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

In a bivariate meta-analysis the number of diagnostic studies involved is often very low so that frequentist methods may result in problems. Bayesian inference is attractive as informative priors that add small amount of information can…

Methodology · Statistics 2015-12-22 Jingyi Guo , Håvard Rue , Andrea Riebler

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

Methodology · Statistics 2020-05-20 Jami J. Mulgrave , Subhashis Ghosal

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

Bayesian methods have become a popular way to incorporate prior knowledge and a notion of uncertainty into machine learning models. At the same time, the complexity of modern machine learning makes it challenging to comprehend a model's…

Machine Learning · Computer Science 2021-09-09 Sarem Seitz

In a Bayesian context, theoretical parameters are correlated random variables. Then, the constraints on one parameter can be improved by either measuring this parameter more precisely - or by measuring the other parameters more precisely.…

Cosmology and Nongalactic Astrophysics · Physics 2016-02-17 L. Amendola , E. Sellentin

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

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

We develop simple methods for constructing likelihoods and parameter priors for learning about the parameters and structure of a Bayesian network. In particular, we introduce several assumptions that permit the construction of likelihoods…

Machine Learning · Computer Science 2021-07-01 David Heckerman , Dan Geiger

In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…

Methodology · Statistics 2023-06-02 Christian Röver , Sibylle Sturtz , Jona Lilienthal , Ralf Bender , Tim Friede

We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

Image and Video Processing · Electrical Eng. & Systems 2026-03-17 Ahmed Karam Eldaly , Matteo Figini , Daniel C. Alexander

Parameter estimation via unbinned maximum likelihood fits is central for many analyses performed in high energy physics. Unbinned maximum likelihood fits using event weights, for example to statistically subtract background contributions…

Data Analysis, Statistics and Probability · Physics 2022-05-09 Christoph Langenbruch

An understanding of how input parameter uncertainty in the numerical simulation of physical models leads to simulation output uncertainty is a challenging task. Common methods for quantifying output uncertainty, such as performing a grid or…

Materials Science · Physics 2023-09-25 Samuel G. McCallum , James E. Lerpiniére , Kjeld O. Jensen , Alison B. Walker

Accurate representations of unknown and sub-grid physical processes through parameterizations (or closure) in numerical simulations with quantified uncertainty are critical for resolving the coarse-grained partial differential equations…

Machine Learning · Computer Science 2024-05-08 Yongquan Qu , Mohamed Aziz Bhouri , Pierre Gentine

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Most of the consistency analyses of Bayesian procedures for variable selection in regression refer to pairwise consistency, that is, consistency of Bayes factors. However, variable selection in regression is carried out in a given class of…

Methodology · Statistics 2015-07-30 Elías Moreno , Javier Girón , George Casella

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

Methodology · Statistics 2024-07-19 Duncan K. Foley , Ellis Scharfenaker

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