相关论文: On marginals and profiled posteriors for cosmologi…
This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In…
A method is presented for performing joint analyses of cosmological datasets, in which the weight assigned to each dataset is determined directly by it own statistical properties. The weights are considered in a Bayesian context as a set of…
We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior distribution in general setting. First we characterize the set where the maximum marginal likelihood estimator is located with high…
Bayesian parameter inference depends on a choice of prior probability distribution for the parameters in question. The prior which makes the posterior distribution maximally sensitive to data is called the Jeffreys prior, and it is…
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…
Inference of the marginal probability distribution is defined as the calculation of the probability of a subset of the variables and is relevant for handling missing data and hidden variables. While inference of the marginal probability…
Cosmological experiments often employ Bayesian workflows to derive constraints on cosmological and astrophysical parameters from their data. It has been shown that these constraints can be combined across different probes such as Planck and…
In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…
Bayesian model selection provides a formal method of determining the level of support for new parameters in a model. However, if there is not a specific enough underlying physical motivation for the new parameters it can be hard to assign…
This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…
Cosmological parameter inference has been dominated by the Bayesian approach for the past two decades, primarily due to its computational efficiency. However, the Bayesian approach involves integration of the posterior probability and…
We use a newly released version of the SuperBayeS code to analyze the impact of the choice of priors and the influence of various constraints on the statistical conclusions for the preferred values of the parameters of the Constrained MSSM.…
We consider the problem of estimating the distribution underlying an observed sample of data. Instead of maximum likelihood, which maximizes the probability of the ob served values, we propose a different estimate, the high-profile…
The true posterior distribution of a Bayesian neural network is massively multimodal. Whilst most of these modes are functionally equivalent, we demonstrate that there remains a level of real multimodality that manifests in even the…
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In…
Computation of the marginal likelihood from a simulated posterior distribution is central to Bayesian model selection but is computationally difficult. I argue that the marginal likelihood can be reliably computed from a posterior sample by…
Radial velocity (RV) planet searches are increasingly finding planets with small velocity amplitudes, with long orbital periods, or in multiple planet systems. Bayesian inference has the potential to improve the interpretation of existing…
Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires evaluating $2^{J}$ terms, with $J$ the number of discrete…
We investigate the efficiency of a marginal likelihood estimator where the product of the marginal posterior distributions is used as an importance-sampling function. The approach is generally applicable to multi-block parameter vector…