相关论文: Jeffreys priors versus experienced physicist prior…

We analyze the notion that physical theories are quantitative and testable by observations in experiments. This leads us to propose a new, Bayesian, interpretation of probabilities in physics that unifies their current use in classical…

Bayesian analyses require that all variable model parameters are given a prior probability distribution. This can pose a challenge for analyses where multiple experiments are combined if these experiments use different parametrisations for…

While the Bayesian decision-theoretic framework offers an elegant solution to the problem of decision making under uncertainty, one question is how to appropriately select the prior distribution. One idea is to employ a worst-case prior.…

Bayes' rule has enabled innumerable powerful algorithms of statistical signal processing and statistical machine learning. However, when model misspecifications exist in prior and/or data distributions, the direct application of Bayes' rule…

Computational convenience has led to widespread use of Bayesian inference with vague or flat priors to analyze state-space models in ecology. Vague priors are claimed to be objective and to let the data speak. Neither of these claims is…

A substantial generalisation is put forward of the theory of subjective fiducial inference as it was outlined in earlier papers. In particular, this theory is extended to deal with cases where the data are discrete or categorical rather…

Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…

What is the best way to exploit extra data -- be it unlabeled data from the same task, or labeled data from a related task -- to learn a given task? This paper formalizes the question using the theory of reference priors. Reference priors…

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

In this work, we investigate causal learning of independent causal mechanisms from a Bayesian perspective. Confirming previous claims from the literature, we show in a didactically accessible manner that unlabeled data (i.e., cause…

This paper introduces a framework for incorporating prior information into the design of sequential experiments. These sources may include past experiments, expert opinions, or the experimenter's intuition. We model the problem using a…

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic…

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

The two statistical methods, namely the frequentist and the Bayesian methods, are both commonly used for probabilistic inference in many scientific situations. However, it is not straightforward to interpret the result of one approach in…

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

This note is a discussion commenting on the paper by Ly et al. on "Harold Jeffreys's Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology" and on the perceived shortcomings of the classical Bayesian…

Consider the problem of high dimensional variable selection for the Gaussian linear model when the unknown error variance is also of interest. In this paper, we show that the use of conjugate shrinkage priors for Bayesian variable selection…

QBism is currently one of the most widely discussed 'subjective' interpretations of quantum mechanics. Its key move is to say that quantum probabilities are personalist Bayesian probabilities and that the quantum state represents subjective…

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

This paper proposes a careful separation between an entity's epistemic system and their decision system. Crucially, Bayesian counterfactuals are estimated by the epistemic system; not by the decision system. Based on this remark, I prove…