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Bayesian inverse problem on an infinite dimensional separable Hilbert space with the whole state observed is well posed when the prior state distribution is a Gaussian probability measure and the data error covariance is a cylindric…

Probability · Mathematics 2017-01-31 Ivan Kasanický , Jan Mandel

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

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

Statistics Theory · Mathematics 2012-10-02 Ryan Martin , Liang Hong

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…

Methodology · Statistics 2016-09-19 Gero Walter , Louis J. M. Aslett , Frank P. A. Coolen

Bayesian density deconvolution using nonparametric prior distributions is a useful alternative to the frequentist kernel based deconvolution estimators due to its potentially wide range of applicability, straightforward uncertainty…

Statistics Theory · Mathematics 2013-09-10 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…

Data Analysis, Statistics and Probability · Physics 2012-08-28 Diego Casadei

This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…

Statistics Theory · Mathematics 2014-11-03 Lucien Birgé

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Methodology · Statistics 2018-10-11 Valerie Poynor , Athanasios Kottas

This paper tackles efficient methods for Bayesian inverse problems with priors based on Whittle--Mat\'ern Gaussian random fields. The Whittle--Mat\'ern prior is characterized by a mean function and a covariance operator that is taken as a…

Numerical Analysis · Mathematics 2022-05-12 Harbir Antil , Arvind K. Saibaba

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

Bayesian nonparametric mixture models are widely used to cluster observations. However, one major drawback of the approach is that the estimated partition often presents unbalanced clusters' frequencies with only a few dominating clusters…

Methodology · Statistics 2026-02-03 Beatrice Franzolini , Giovanni Rebaudo

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the…

Statistics Theory · Mathematics 2012-03-02 Theodore P. Hill , Marco Dall'Aglio

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…

Computation · Statistics 2015-08-21 Roberto C. Crackel , James M. Flegal