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Approximate Bayesian computation is a statistical framework that uses numerical simulations to calibrate and compare models. Instead of computing likelihood functions, Approximate Bayesian computation relies on numerical simulations, which…

统计方法学 · 统计学 2016-01-19 Louisiane Lemaire , Flora Jay , I-Hung Lee , Katalin Csilléry , Michael G. B. Blum

We consider the problem of goodness-of-fit testing for a model that has at least one unknown parameter that cannot be eliminated by transformation. Examples of such problems can be as simple as testing whether a sample consists of…

统计方法学 · 统计学 2021-04-28 Sean van der Merwe

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…

统计方法学 · 统计学 2018-04-18 Subhadeep , Mukhopadhyay , Douglas Fletcher

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

统计方法学 · 统计学 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…

统计理论 · 数学 2026-02-11 Remo Kretschmann , Han Cheng Lie

In population genetics and other application fields, models with intractable likelihood are common. Approximate Bayesian Computation (ABC) or more generally Simulation-Based Inference (SBI) methods work by simulating instrumental data sets…

统计方法学 · 统计学 2025-01-29 Guillaume Le Mailloux , Paul Bastide , Jean-Michel Marin , Arnaud Estoup

Goodness-of-fit (GoF) testing is ubiquitous in statistics, with direct ties to model selection, confidence interval construction, conditional independence testing, and multiple testing, just to name a few applications. While testing the GoF…

统计方法学 · 统计学 2021-09-16 Rina Foygel Barber , Lucas Janson

A goodness-of-fit test for one-parameter count distributions with finite second moment is proposed. The test statistic is derived from the $L^1$ distance of a function of the probability generating function of the model under the null…

The bivariate Poisson distribution is commonly used to model bivariate count data. In this paper we study a goodness-of-fit test for this distribution. We also provide a review of the existing tests for the bivariate Poisson distribution,…

统计理论 · 数学 2019-02-26 Francisco Novoa-Muñoz

This article describes an extension of classical \chi^2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its…

统计理论 · 数学 2007-06-13 Valen E. Johnson

We consider the problem of assessing goodness of fit of a single Bayesian model to the observed data in the inverse problem context. A novel procedure of goodness of fit test is proposed, based on construction of reference distributions…

统计方法学 · 统计学 2020-05-04 Sourabh Bhattacharya

Goodness-of-fit tests are often used in data analysis to test the agreement of a distribution to a set of data. These tests can be used to detect an unknown signal against a known background or to set limits on a proposed signal…

统计方法学 · 统计学 2023-03-20 Lolian Shtembari , Allen Caldwell

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

统计计算 · 统计学 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely on external labels to assess partition accuracy;…

统计理论 · 数学 2026-03-30 Salima El Kolei , Matthieu Marbac

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

应用统计 · 统计学 2020-07-07 Christian Bartels , Johanna Mielke , Ekkehard Glimm

Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence structures, possess fast computation algorithms and generate…

应用统计 · 统计学 2023-06-08 Banoth Veeranna , B. G. Manjunath , B. Shobha

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

机器学习 · 统计学 2018-04-03 George Papamakarios , Iain Murray

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the chi^2-minima of the individual data sets are very low or when several…

高能物理 - 唯象学 · 物理学 2007-05-23 M. Maltoni , T. Schwetz

A consistent goodness-of-fit test for distributional regression is introduced. The test statistic is based on a process that traces the difference between a nonparametric and a semi-parametric estimate of the marginal distribution function…

统计方法学 · 统计学 2025-10-10 Gitte Kremling , Gerhard Dikta
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