中文
相关论文

相关论文: Cointegration and unit root tests: A fully Bayesia…

200 篇论文

Recent advances in molecular simulations allow the evaluation of previously unattainable observables, such as rate constants for protein folding. However, these calculations are usually computationally expensive and even significant…

应用统计 · 统计学 2019-03-27 Barmak Mostofian , Daniel M. Zuckerman

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

计算与语言 · 计算机科学 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…

机器学习 · 计算机科学 2014-02-26 Tom Schaul , Ioannis Antonoglou , David Silver

The asymptotic theory of various estimators based on Gaussian likelihood has been developed for the unit root and near unit root cases of a first-order moving average model. Previous studies of the MA(1) unit root problem rely on the…

统计理论 · 数学 2012-03-13 Richard A. Davis , Li Song

Bayesian statistics is an integral part of contemporary applied science. bayesics provides a single framework, unified in syntax and output, for performing the most commonly used statistical procedures, ranging from one- and two-sample…

统计方法学 · 统计学 2026-02-18 Daniel K. Sewell , Alan T. Arakkal

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

统计理论 · 数学 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

This paper develops a mathematical and computational framework for analyzing the expected performance of Bayesian data fusion, or joint statistical inference, within a sensor network. We use variational techniques to obtain the posterior…

统计理论 · 数学 2016-02-23 Gaurav Thakur

This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…

统计方法学 · 统计学 2018-03-15 Xiaoquan Wen

This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…

统计方法学 · 统计学 2026-01-16 Paramahansa Pramanik , Arnab Kumar Maity , Anjan Mandal , Haley Kate Robinson

Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…

统计方法学 · 统计学 2020-11-17 Nicholas C. Henderson , Michael A. Newton

We perform a quantitative analysis of the gain/loss asymmetry for financial time series by using a Bayesian approach. In particular, we focus on some selected indices and analyze the statistical significance of the asymmetry amount through…

统计金融 · 定量金融 2021-04-14 Andrea Giuseppe Di Iura , Giulia Terenzi

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

数据分析、统计与概率 · 物理学 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

Tests of separate families of hypotheses were initially considered by Cox (1961,1962) In this work, the Fully Bayesian Significance Test, FBST, is evaluated for discriminating between the lognormal, gamma and Weibull models whose families…

High-dimensional data are crucial in biomedical research. Integrating such data from multiple studies is a critical process that relies on the choice of advanced statistical models, enhancing statistical power, reproducibility, and…

应用统计 · 统计学 2025-06-24 Mavis Liang , Blake Hansen , Alejandra Avalos-Pacheco , Roberta De Vito

Consistent experiment data are crucial to adjust parameters of physics models and to determine best estimates of observables. However, often experiment data are not consistent due to unrecognized systematic errors. Standard methods of…

核理论 · 物理学 2018-03-05 Georg Schnabel

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…

统计方法学 · 统计学 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

This paper focusses on the formulation of numerical integration as an inferential task. To date, research effort has largely focussed on the development of Bayesian cubature, whose distributional output provides uncertainty quantification…

统计方法学 · 统计学 2018-05-21 Toni Karvonen , Chris J. Oates , Simo Särkkä

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…

统计计算 · 统计学 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

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…

统计方法学 · 统计学 2026-01-21 Stavros Nikolakopoulos , Björn Alfons Edmar , Ioannis Ntzoufras

Statistics comes in two main flavors: frequentist and Bayesian. For historical and technical reasons, frequentist statistics have traditionally dominated empirical data analysis, and certainly remain prevalent in empirical software…

软件工程 · 计算机科学 2024-10-03 Carlo A. Furia , Robert Feldt , Richard Torkar