中文
相关论文

相关论文: Objective Bayesian Analysis for the Lomax Distribu…

200 篇论文

We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…

统计理论 · 数学 2024-06-04 Denis Belomestny , Frank van der Meulen , Peter Spreij

In this paper, a Bayesian inference technique based on Taylor series approximation of the logarithm of the likelihood function is presented. The proposed approximation is devised for the case, where the prior distribution belongs to the…

机器学习 · 计算机科学 2015-10-06 Tohid Ardeshiri , Umut Orguner , Fredrik Gustafsson

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

机器学习 · 统计学 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

We study probit regression from a Bayesian perspective and give an alternative form for the posterior distribution when the prior distribution for the regression parameters is the uniform distribution. This new form allows simple Monte…

统计方法学 · 统计学 2012-03-15 Yuzo Maruyama , William E. Strawderman

This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…

统计计算 · 统计学 2014-01-14 Christopher J. Fallaize , Theodore Kypraios

This paper introduces and reviews some of the principles and methods used in Bayesian reliability. It specifically discusses methods used in the analysis of success/no-success data and then reminds the reader of a simple Monte Carlo…

统计方法学 · 统计学 2024-06-10 Carsten H. Botts

We look at the distribution of the Bayesian evidence for mock realizations of supernova and baryon acoustic oscillation data. The ratios of Bayesian evidences of different models are often used to perform model selection. The significance…

宇宙学与河外天体物理 · 物理学 2022-07-20 Ryan E. Keeley , Arman Shafieloo

In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…

统计方法学 · 统计学 2013-07-01 Diego Salmeron , Juan Antonio Cano , C. P. Robert

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

统计方法学 · 统计学 2023-01-12 Barry C. Arnold , Indranil Ghosh

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

统计方法学 · 统计学 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

统计理论 · 数学 2015-02-10 Weining Shen , Subhashis Ghosal

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

统计方法学 · 统计学 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…

统计方法学 · 统计学 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

Bayesian design of experiments and sample size calculations usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power therefore often lack closed-form or…

统计方法学 · 统计学 2025-02-06 Riko Kelter , Samuel Pawel

The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and…

Bayesian low-rank matrix factorization techniques have become an essential tool for relational data analysis and matrix completion. A standard approach is to assign zero-mean Gaussian priors on the columns or rows of factor matrices to…

机器学习 · 统计学 2020-11-11 Saibal De , Hadi Salehi , Alex Gorodetsky

We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no finite moments. We also investigate the impact of this…

统计方法学 · 统计学 2012-09-11 Abel Rodriguez

We identify the critical deviation scale governing Bayesian evidence accumulation in regular parametric testing. Under integrated Bayes risk with zero-one loss, the risk-optimal rejection boundary lies in a moderate deviation regime, with a…

统计理论 · 数学 2026-03-23 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

In this note, the practical use of priors for Bayes estimators, of the two parameters of the Weibull reliability model, is discussed in a technological context. The meaning of the priors as expression of virtual data samples is analyzed.…

统计理论 · 数学 2013-10-29 Pasquale Erto , Massimiliano Giorgio

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

统计方法学 · 统计学 2022-06-01 Mario Beraha , Jim E. Griffin