相关论文: Cutting feedback and modularized analyses in gener…

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…

Modular Bayesian methods perform inference in models that are specified through a collection of coupled sub-models, known as modules. These modules often arise from modelling different data sources or from combining domain knowledge from…

Standard Bayesian inference can build models that combine information from various sources, but this inference may not be reliable if components of a model are misspecified. Cut inference, as a particular type of modularized Bayesian…

In copula models the marginal distributions and copula function are specified separately. We treat these as two modules in a modular Bayesian inference framework, and propose conducting modified Bayesian inference by "cutting feedback".…

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Complex statistical models are often built by combining multiple submodels, called modules. Here we consider modular inference where the modules contain both parametric and nonparametric components. In such cases, standard Bayesian…

The Cut posterior and related Semi-Modular Inference are Generalised Bayes methods for Modular Bayesian evidence combination. Analysis is broken up over modular sub-models of the joint posterior distribution. Model-misspecification in…

Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model inference is…

Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter-related modules in a modified Bayesian inference approach…

In many scientific applications, uncertainty of estimates from an earlier (upstream) analysis needs to be propagated in subsequent (downstream) Bayesian analysis, without feedback. Cutting feedback methods, also termed cut-Bayes, achieve…

In modular Bayesian analyses, complex models are composed of distinct modules, each representing different aspects of the data or prior information. In this context, fully Bayesian approaches can sometimes lead to undesirable feedback…

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Standard Bayesian inference is known to be sensitive to model misspecification, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for…

Bayesian inference provides a framework to combine various model components with shared parameters, allowing joint uncertainty estimation and the use of all available data sources. Unfortunately, misspecification of any part of the model…

Bayesian inference is a powerful tool for combining information in complex settings, a task of increasing importance in modern applications. However, Bayesian inference with a flawed model can produce unreliable conclusions. This review…

Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…

The most common approach to implementing data analysis pipelines involves obtaining point estimates from the upstream modules and then treating these as known quantities when working with the downstream ones. This approach is…

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Computer models are widely used in science and engineering to simulate complex systems. However, these models are affected by several sources of uncertainty, which may limit their use for decision making in risk management. We present a…