Related papers: Forecasting the Bayes factor of a future observati…
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…
Analysis of observational studies increasingly confronts the challenge of determining which of a possibly high-dimensional set of available covariates are required to satisfy the assumption of ignorable treatment assignment for estimation…
The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…
We use Bayesian inference and nested sampling to develop a non-parametric method to reconstruct the primordial power spectrum $P_{\mathcal{R}}(k)$ from Large Scale Structure (LSS) data. The performance of the method is studied by applying…
Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…
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…
The next generation of Cosmic Microwave Background experiments will produce cosmic variance limited observations over a large fraction of sky and for a large range of multipoles. In this work we discuss different consistency tests that can…
The quality of a Bayes factor crucially depends on the number of regressors, the sample size and the prior on the regression parameters, and hence it has to be established in a case-by-case basis. In this paper we analyze the consistency of…
Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…
We present a Bayesian analysis of large-scale structure and cosmic microwave background data to constrain the form of the primordial power spectrum. We have extended the usual presumption of a scale invariant spectrum to include: (i) a…
Unmeasured confounding can severely bias causal effect estimates from spatiotemporal observational data, especially when the confounders do not vary smoothly in time and space. In this work, we develop a method for addressing unmeasured…
We show how future measurements of the SZ effect (SZE) can be used to constrain the cosmological parameters. We combine the SZ information expected from the Planck full-sky survey, N(S), where no redshift information is included, with the…
Current and future B-mode polarization data are the most powerful observables to constrain gravitational waves from the early Universe. We set conservative constraints on tensor modes when relaxing the inflationary consistency condition…
In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…
We show how one may expect a significant number of SZ detections in future Planck data without any of the typical assumptions needed in present component separation methods, such as about the power spectrum or the frequency dependence of…
Deciding how to act in partially observable environments remains an active area of research. Identifying good sequences of decisions is particularly challenging when good control performance requires planning multiple steps into the future…
Estimating the marginal likelihoods is an essential feature of model selection in the Bayesian context. It is especially crucial to have good estimates when assessing the number of planets orbiting stars when the models explain the noisy…
Recent models for the large-scale Galactic magnetic fields in the literature have been largely constrained by synchrotron emission and Faraday rotation measures. We use three different but representative models to compare their predicted…
Recently the second phase of Background Imaging of Cosmic Extragalactic Polarization (BICEP2) claimed a detection of the tensor-to-scalar ratio ($r$) of primordial fluctuation at $5\sigma$ confidence level. If it is true, this large and…
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,…