相关论文: Testing model specification in approximate Bayesia…

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform…

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

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…

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

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…

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…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Aided by advances in neural density estimation, considerable progress has been made in recent years towards a suite of simulation-based inference (SBI) methods capable of performing flexible, black-box, approximate Bayesian inference for…

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…

By the nature of their construction, many statistical models for extremes result in likelihood functions that are computationally prohibitive to evaluate. This is consequently problematic for the purposes of likelihood-based inference. With…

Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…

In statistical inference, it is rarely realistic that the hypothesized statistical model is well-specified, and consequently it is important to understand the effects of misspecification on inferential procedures. When the hypothesized…