相关论文: Jeffreys priors versus experienced physicist prior…
Informally, "Information Inconsistency" is the property that has been observed in many Bayesian hypothesis testing and model selection procedures whereby the Bayesian conclusion does not become definitive when the data seems to become…
Starting with the neo-Bayesian revival of the 1950s, many statisticians argued that it was inappropriate to use Bayesian methods, and in particular subjective Bayesian methods in governmental and public policy settings because of their…
Proximal nested sampling was introduced recently to open up Bayesian model selection for high-dimensional problems such as computational imaging. The framework is suitable for models with a log-convex likelihood, which are ubiquitous in the…
The practical implementation of Bayesian inference requires numerical approximation when closed-form expressions are not available. What types of accuracy (convergence) of the numerical approximations guarantee robustness and what types do…
This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…
It is shown that all the Frequentist methods are equivalent from a statistical point of view, but the physical significance of the confidence intervals depends on the method. The Bayesian Ordering method is presented and confronted with the…
In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…
This contribution to the debate on confidence limits focuses mostly on the case of measurements with `open likelihood', in the sense that it is defined in the text. I will show that, though a prior-free assessment of {\it confidence} is, in…
Specification of the prior distribution for a Bayesian model is a central part of the Bayesian workflow for data analysis, but it is often difficult even for statistical experts. In principle, prior elicitation transforms domain knowledge…
The problem of forecasting conditional probabilities of the next event given the past is considered in a general probabilistic setting. Given an arbitrary (large, uncountable) set C of predictors, we would like to construct a single…
A Bayes factor is proposed for testing whether the effect of a key predictor variable on the dependent variable is linear or nonlinear, possibly while controlling for certain covariates. The test can be used (i) when one is interested in…
Objectives: The aim of this paper is to contrast the retrospective and prospective use of experts beliefs in choosing between survival models in economic evaluations. Methods: The use of experts retrospective (posterior) beliefs is…
In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
The use of objective prior in Bayesian applications has become a common practice to analyze data without subjective information. Formal rules usually obtain these priors distributions, and the data provide the dominant information in the…
It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…
In the last months, due to the emergency of Covid-19, questions related to the fact of belonging or not to a particular class of individuals (`infected or not infected'), after being tagged as `positive' or `negative' by a test, have never…
In this paper, we are concerned with attributing meaning to the results of a Bayesian analysis for a problem which is sufficiently complex that we are unable to assert a precise correspondence between the expert probabilistic judgements of…
This perspective chapter briefly surveys: (1) past growth in the use of Bayesian methods in astrophysics; (2) current misconceptions about both frequentist and Bayesian statistical inference that hinder wider adoption of Bayesian methods by…
Although propensity scores have been central to the estimation of causal effects for over 30 years, only recently has the statistical literature begun to consider in detail methods for Bayesian estimation of propensity scores and causal…