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Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

Bayesian probability theory is used to analyze the oft-made assumption that humans are typical observers in the universe. Some theoretical calculations make the {\it selection fallacy} that we are randomly chosen from a class of objects by…

High Energy Physics - Theory · Physics 2008-11-26 James B. Hartle , Mark Srednicki

Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

Information theory is built on probability measures and by definition a probability measure has total mass 1. Probability measures are used to model uncertainty, and one may ask how important it is that the total mass is one. We claim that…

Information Theory · Computer Science 2022-02-08 Peter Harremoës

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…

Methodology · Statistics 2019-11-15 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

Artificial Intelligence · Computer Science 2013-03-26 Arthur Ramer

These lectures deal with the problem of inductive inference, that is, the problem of reasoning under conditions of incomplete information. Is there a general method for handling uncertainty? Or, at least, are there rules that could in…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Ariel Caticha

The Bayesian approach to the prediction of particle type given measurements of particle location is explored, using a parametric model whose prior is based on the transformation group. Two types of particle are considered, and locations are…

Data Analysis, Statistics and Probability · Physics 2013-06-17 Robert W. Johnson

Criticisms of so called `subjective probability' come on the one hand from those who maintain that probability in physics has only a frequentistic interpretation, and, on the other, from those who tend to `objectivise' Bayesian theory,…

Data Analysis, Statistics and Probability · Physics 2009-11-06 G. D'Agostini

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

There has not been an established mathematical measure of evidence. Some Bayesians have argued that probability can be an objectively correct measure of ``rational degrees of belief,'' which we do not distinguish from evidence. However,…

Probability · Mathematics 2025-09-10 Christopher D. Fiorillo , Min Sheo Choi , Jaime Gomez-Ramirez

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

Systematic uncertainties in high energy physics and astrophysics are often significant contributions to the overall uncertainty in a measurement, in many cases being comparable to the statistical uncertainties. However, consistent…

High Energy Physics - Experiment · Physics 2025-10-29 Pekka K. Sinervo , C. M

These notes aim at presenting an overview of Bayesian statistics, the underlying concepts and application methodology that will be useful to astronomers seeking to analyse and interpret a wide variety of data about the Universe. The level…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-09 Roberto Trotta

The conventional postulate for the probabilistic interpretation of quantum mechanics is asymmetric in preparation and measurement, making retrodiction reliant on inference by use of Bayes' theorem. Here, a more fundamental symmetric…

Quantum Physics · Physics 2009-11-07 David T. Pegg , Stephen M. Barnett , John Jeffers

It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…

Methodology · Statistics 2020-07-16 Chris. J. Oates , Jon Cockayne , Dennis Prangle , T. J. Sullivan , Mark Girolami

We present a comparative study between classical probability and quantum probability from the Bayesian viewpoint, where probability is construed as our rational degree of belief on whether a given statement is true. From this viewpoint,…

Quantum Physics · Physics 2025-05-05 Tsubasa Ichikawa