相关论文: Bayesian Checking of the Second Levels of Hierarch…
Comment: Bayesian Checking of the Second Level of Hierarchical Models [arXiv:0802.0743]
Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…
Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We…
We discuss the methods of Evans and Moshonov [Bayesian Analysis 1 (2006) 893--914, Bayesian Statistics and Its Applications (2007) 145--159] concerning checking for prior-data conflict and their relevance to the method proposed in this…
There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…
An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…
Hierarchical Bayesian methods enable information sharing across multiple related regression problems. While standard practice is to model regression parameters (effects) as (1) exchangeable across datasets and (2) correlated to differing…
Potential violent criminals will often need to go through a sequence of preparatory steps before they can execute their plans. During this escalation process police have the opportunity to evaluate the threat posed by such people through…
Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…
The Bayesian evidence, crucial ingredient for model selection, is arguably the most important quantity in Bayesian data analysis: at the same time, however, it is also one of the most difficult to compute. In this paper we present a…
Model-based diagnosis reasons backwards from a functional schematic of a system to isolate faults given observations of anomalous behavior. We develop a fully probabilistic approach to model based diagnosis and extend it to support…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…
We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…
Considering the flexibility and applicability of Bayesian modeling, in this work we revise the main characteristics of two hierarchical models in a regression setting. We study the full probabilistic structure of the models along with the…
It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…
Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability…
When building statistical models for Bayesian data analysis tasks, required and optional iterative adjustments and different modelling choices can give rise to numerous candidate models. In particular, checks and evaluations throughout the…
Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…
Within a supervised classification framework, labeled data are used to learn classifier parameters. Prior to that, it is generally required to perform dimensionality reduction via feature extraction. These preprocessing steps have motivated…