相关论文: A Parsimonious Tour of Bayesian Model Uncertainty

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem -- model, parameters, latent states -- is able to be…

Published exactly seventy years ago, Jeffreys's Theory of Probability (1939) has had a unique impact on the Bayesian community and is now considered to be one of the main classics in Bayesian Statistics as well as the initiator of the…

For many years it was routine to use equal model prior probabilities in Bayesian model uncertainty analysis. At least twenty years ago it became clear that this was problematic, leading to support of much too large models in the…

The Bayesian statistical paradigm uses the language of probability to express uncertainty about the phenomena that generate observed data. Probability distributions thus characterize Bayesian analysis, with the rules of probability used to…

This paper seeks to provide a thorough account of the ubiquitous nature of the Bayesian paradigm in modern statistics, data science and artificial intelligence. Once maligned, on the one hand by those who philosophically hated the very idea…

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

The Bayesian Classification represents a supervised learning method as well as a statistical method for classification. Assumes an underlying probabilistic model and it allows us to capture uncertainty about the model in a principled way by…

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…

We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…

Starting with the neo-Bayesian revival of the 1950s, many statisticians argued that it was inappropriate to use Bayesian methods, and in particular subjective Bayesian methods in governmental and public policy settings because of their…

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

We address the fundamental problem of selection under uncertainty by modeling it from the perspective of Bayesian persuasion. In our model, a decision maker with imperfect information always selects the option with the highest expected…

Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…

Decision-guided perspectives on model uncertainty expand traditional statistical thinking about managing, comparing and combining inferences from sets of models. Bayesian predictive decision synthesis (BPDS) advances conceptual and…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…