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Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…
Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by…
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,…
External information, such as prior information or expert opinions, can play an important role in the design, analysis and interpretation of clinical trials. However, little attention has been devoted thus far to incorporating external…
Bayesian model-averaged meta-analysis allows quantification of evidence for both treatment effectiveness $\mu$ and across-study heterogeneity $\tau$. We use the Cochrane Database of Systematic Reviews to develop discipline-wide empirical…
We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…
We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…
The validity of conclusions from meta-analysis is potentially threatened by publication bias. Most existing procedures for correcting publication bias assume normality of the study-specific effects that account for between-study…
We consider the problem of Bayesian regression with trustworthy uncertainty quantification. We define that the uncertainty quantification is trustworthy if the ground truth can be captured by intervals dependent on the predictive…
Gaussian empirical Bayes methods usually maintain a precision independence assumption: The unknown parameters of interest are independent from the known standard errors of the estimates. This assumption is often theoretically questionable…
Inference after model selection has been an active research topic in the past few years, with numerous works offering different approaches to addressing the perils of the reuse of data. In particular, major progress has been made recently…
The celebrated Bernstein von-Mises theorem ensures that credible regions from Bayesian posterior are well-calibrated when the model is correctly-specified, in the frequentist sense that their coverage probabilities tend to the nominal…
Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…
This note is an invited discussion of the article "Confidence Intervals for Nonparametric Empirical Bayes Analysis" by Ignatiadis and Wager. In this discussion, I review some goals of empirical Bayes data analysis and the contribution of…
In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…
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…
As observations and student models become complex, educational assessments that exploit advances in technology and cognitive psychology can outstrip familiar testing models and analytic methods. Within the Portal conceptual framework for…
It is becoming increasingly common for researchers to consider incorporating external information from large studies to improve the accuracy of statistical inference instead of relying on a modestly sized dataset collected internally. With…
Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…