相关论文: Overcoming priors anxiety

We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured,…

Science consists on conceiving hypotheses, confronting them with empirical evidence, and keeping only hypotheses which have not yet been falsified. Under deductive reasoning they are conceived in view of a theory and confronted with…

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…

Subjective probability is based on the intuitive idea that probability quantifies the degree of belief that an event will occur. A probability theory based on this idea represents the most general framework for handling uncertainty. A brief…

Modern scientific cosmology pushes the boundaries of knowledge and the knowable. This is prompting questions on the nature of scientific knowledge. A central issue is what defines a 'good' model. When addressing global properties of the…

In this note, the practical use of priors for Bayes estimators, of the two parameters of the Weibull reliability model, is discussed in a technological context. The meaning of the priors as expression of virtual data samples is analyzed.…

It is now widely accepted that the standard inferential toolkit used by the scientific research community -- null-hypothesis significance testing (NHST) -- is not fit for purpose. Yet despite the threat posed to the scientific enterprise,…

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

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…

One of the most criticized features of Bayesian statistics is the fact that credible intervals, especially when open likelihoods are involved, may strongly depend on the prior shape and range. Many analyses involving open likelihoods are…

Bayesian modeling provides a principled approach to quantifying uncertainty in model parameters and model structure and has seen a surge of applications in recent years. Within the context of a Bayesian workflow, we are concerned with model…

I consider the "Quantum Bayesian" view of quantum theory as expounded in a 2006 paper of Caves, Fuchs, and Schack. I argue that one can accept a generally personalist, decision-theoretic view of probability, including probability as…

The problem of composite hypothesis testing is considered in the context of Bayesian detection of weak target signals in cluttered backgrounds. (A specific example is the detection of sub-pixel targets in multispectral imagery.) In this…

The purpose of this paper is to present a mathematical theory that can be used as a foundation for statistics that include improper priors. This theory includes improper laws in the initial axioms and has in particular Bayes theorem as a…

Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…

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…

In both classical and quantum physics, irreversible processes are described by maps that contract the space of states. The change in volume has often been taken as a natural quantifier of the amount of irreversibility. In Bayesian…

While the choice of prior is one of the most critical parts of the Bayesian inference workflow, recent Bayesian deep learning models have often fallen back on vague priors, such as standard Gaussians. In this review, we highlight the…

In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…

Statistics has moved beyond the frequentist-Bayesian controversies of the past. Where does this leave our ability to interpret results? I suggest that a philosophy compatible with statistical practice, labeled here statistical pragmatism,…