相关论文: Asymptotics of Continuous Bayes for Non-i.i.d. Sou…

We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace…

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the…

In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochastic differential equations (SDEs). We then extend our…

As an application of generalised statistical mechanics, it is studied a possible route toward a consistent generalised information theory in terms of a family of non-extensive, non-parametric entropies $H^\pm_D(P)$. Unlike other proposals…

In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…

Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…

Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning…

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…

We present a Bayesian nonparametric system reliability model which scales well and provides a great deal of flexibility in modeling. The Bayesian approach naturally handles the disparate amounts of component and subsystem data that may…

Motivated by the need to analyze large, decentralized datasets, distributed Bayesian inference has become a critical research area across multiple fields, including statistics, electrical engineering, and economics. This paper establishes…

It is shown that an i.i.d. binary source sequence $X_1, \ldots, X_n$ can be losslessly compressed at any rate above entropy such that the individual decoding of any $X_i$ reveals \emph{no} information about the other bits $\{X_j : j \neq…

This is a review of asymptotic and non-asymptotic behaviour of Bayesian methods under model specification. In particular we focus on consistency, i.e. convergence of the posterior distribution to the point mass at the best parametric…

Second order asymptotics of fixed-length source coding and intrinsic randomness is discussed with a constant error constraint. There was a difference between optimal rates of fixed-length source coding and intrinsic randomness, which never…

Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming normal distribution of the random effects, they established…

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

We propose a generalization of the asymptotic equipartition property to discrete sources with an ambiguous alphabet, and prove that it holds for irreducible stationary Markov sources with an arbitrary distinguishability relation. Our…