相关论文: How to Use Experimental Data to Compute the Probab…
Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
After making some general remarks, I consider two examples that illustrate the use of Bayesian Probability Theory. The first is a simple one, the physicist's favorite "toy," that provides a forum for a discussion of the key conceptual issue…
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…
We analyze the notion that physical theories are quantitative and testable by observations in experiments. This leads us to propose a new, Bayesian, interpretation of probabilities in physics that unifies their current use in classical…
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…
This book introduces to the theory of probabilities from the beginning. Assuming that the reader possesses the normal mathematical level acquired at the end of the secondary school, we aim to equip him with a solid basis in probability…
Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…
Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…
Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…
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…
Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…
Bayesian probability theory is used as a framework to develop a formalism for the scientific method based on principles of inductive reasoning. The formalism allows for precise definitions of the key concepts in theories of physics and also…
Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…
Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…
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…
Probability models are only useful at explaining the uncertainty of what we do not know, and should never be used to say what we already know. Probability and statistical models are useless at discerning cause. Classical statistical…
In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…
Total probability and Bayes formula are two basic tools for using prior information in the Bayesian statistics. In this paper we introduce an alternative tool for using prior information. This new toold enables us to improve some…
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…