相关论文: Bayesian calibration of simulation models: A tutor…

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Bayesian model selection is premised on the assumption that the data are generated from one of the postulated models. However, in many applications, all of these models are incorrect (that is, there is misspecification). When the models are…

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…

Controlled experiments (A/B tests or randomized field experiments) are the de facto standard to make data-driven decisions when implementing changes and observing customer responses. The methodology to analyze such experiments should be…

Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…

Identifying parameters of computational models from experimental data, or model calibration, is fundamental for assessing and improving the predictability and reliability of computer simulations. In this work, we propose a method for…

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…

Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Clustering has become a core technology in machine learning, largely due to its application in the field of unsupervised learning, clustering, classification, and density estimation. A frequentist approach exists to hand clustering based on…

In the management of most chronic conditions characterized by the lack of universally effective treatments, adaptive treatment strategies (ATSs) have been growing in popularity as they offer a more individualized approach, and sequential…

Approximate Bayesian Computation (ABC) methods have gained in their popularity over the last decade because they expand the horizon of Bayesian parameter inference methods to the range of models for which only forward simulation is…

Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…

Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…