Related papers: Post-Processing Posterior Predictive P-values
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…
Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…
This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…
We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
Estimating the parameters from $k$ independent Bin$(n,p)$ random variables, when both parameters $n$ and $p$ are unknown, is relevant to a variety of applications. It is particularly difficult if $n$ is large and $p$ is small. Over the past…
Photoplethysmographic (PPG) signals offer diagnostic potential beyond heart rate analysis or blood oxygen level monitoring. In the recent past, research focused extensively on non-invasive PPG-based approaches to blood pressure (BP)…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
We consider Bayesian estimation of a $p\times p$ precision matrix, when $p$ can be much larger than the available sample size $n$. It is well known that consistent estimation in such ultra-high dimensional situations requires regularization…
Introduction: Joint models are increasingly used in clinical trials. An important part of model building is to properly assess the descriptive and predictive ability of these models. Normalised prediction discrepancies (npd) and normalised…
As language models (LMs) become more capable, it is increasingly important to align them with human preferences. However, the dominant paradigm for training Preference Models (PMs) for that purpose suffers from fundamental limitations, such…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…
Parameter estimates in misspecified models converge to pseudo-true parameter values, which minimize a population objective function. Pseudo-true values often differ from quantities of economic interest, raising questions of how, if at all,…
Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…
Artificial intelligence (AI) and machine learning (ML) are increasingly used to generate data for downstream analyses, yet naively treating these predictions as true observations can lead to biased results and incorrect inference. Wang et…
Many scientific investigations require that the values of a set of model parameters are estimated using recorded data. In Bayesian inference, information from both observed data and prior knowledge is combined to update model parameters…
The concept of intrinsic credibility has been recently introduced to check the credibility of "out of the blue" findings without any prior support. A significant result is deemed intrinsically credible if it is in conflict with a sceptical…
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…
Model uncertainty is pervasive in real world analysis situations and is an often-neglected issue in applied statistics. However, standard approaches to the research process do not address the inherent uncertainty in model building and,…
Forecasting and forecast evaluation are inherently sequential tasks. Predictions are often issued on a regular basis, such as every hour, day, or month, and their quality is monitored continuously. However, the classical statistical tools…