相关论文: Objective Bayes, conditional inference and the sig…

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…

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…

As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…

We consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring…

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

In the sparse normal means model, coverage of adaptive Bayesian posterior credible sets associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

A new method is developed to represent probabilistic relations on multiple random events. Where previously knowledge bases containing probabilistic rules were used for this purpose, here a probability distribution over the relations is…

Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even when other measures of model fit or forecasting ability…

Predicting the outcome of elections, sporting events, entertainment awards, and other competitions has long captured the human imagination. Such prediction is growing in sophistication in these areas, especially in the rapidly growing field…

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…

Generalized Bayes posterior distributions are formed by putting a fractional power on the likelihood before combining with the prior via Bayes's formula. This fractional power, which is often viewed as a remedy for potential model…

The definition of conditional probability in case of continuous distributions was an important step in the development of mathematical theory of probabilities. How can we define this notion in algorithmic probability theory? In this survey…

We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some statistics to converge faster than the ABC tolerance, other…

Invariants are a set of properties over program attributes that are expected to be true during the execution of a program. Since developing those invariants manually can be costly and challenging, there are a myriad of approaches that…

Statistics comes in two main flavors: frequentist and Bayesian. For historical and technical reasons, frequentist statistics has dominated data analysis in the past; but Bayesian statistics is making a comeback at the forefront of science.…

Conditional specification of distributions is a developing area with many applications. In the finite discrete case, a variety of compatible conditions can be derived. In this paper, we propose an alternative approach to study the…