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Comparative investigation of three Bayesian p values
Bayesian model checking Posterior predictive p value Sampled posterior p value
2016/1/26
Please check your proof carefully and mark all corrections at the appropriate place in the proof (e.g., by using on-screen annotation in the PDF file) or compile them in a separate list. Note: if you ...
Comparative investigation of three Bayesian p values
Bayesian model checking Posterior predictive p value Sampled posterior p value
2016/1/20
Bayesian p values are a popular and important class of approaches for Bayesian model checking. They are used to quantify the degree of surprise from the observed data given the specified data model an...
A Bayesian Information Criterion for Portfolio Selection
Bayesian Information Criterion Minimal Variance Portfolio Portfolio Selection Risk Diversification Selection Consistency
2016/1/19
The mean-variance theory of Markowitz (1952) indicates that large invest-ment portfolios naturally provide better risk diversification than small ones.However, due to parameter estimation errors, one ...
Computing Bayesian Means Using Simulation
Bayesian simulation nested simulation independent sampling
2015/7/6
This paper is concerned with the estimation of alpha = Er(Z), where Z is a random vector and the function values r(z) must be evaluated using simulation. Estimation problems of this form arise in the ...
Variational Bayesian Image Restoration Based on a Product of t-Distributions Image Prior
product prior Student’s-t prior
2015/7/3
Image priors based on products have been recognized
to offer many advantages because they allow simultaneous enforcement of multiple constraints. However, they are inconvenient for
Bayesian inferenc...
Bayesian semiparametric analysis for two-phase studies of gene-environment interaction
Biased sampling colorectal cancer Dirichlet prior exposure enriched sampling gene-environment independence jointeffects multivariate categorical distribution spike and slab prior
2013/6/14
The two-phase sampling design is a cost-efficient way of collecting expensive covariate information on a judiciously selected subsample. It is natural to apply such a strategy for collecting genetic d...
A Bayesian localised conditional auto-regressive model for estimating the health effects of air pollution
Air pollution and health Conditional autoregressive models Spatial correlation
2013/6/14
Estimation of the long-term health effects of air pollution is a challenging task, especially when modelling small-area disease incidence data in an ecological study design. The challenge comes from t...
Bayesian Multi-Dipole Modeling of Single MEG Topographies by Adaptive Sequential Monte Carlo Samplers
Magnetoencephalography inverse problem Multi-object estimation Multi-dipole models Adaptive Sequential Monte Carlo samplers
2013/6/14
We describe a novel Bayesian approach to the estimation of neural currents from a single distribution of magnetic field, measured by magnetoencephalography. We model neural currents as an unknown numb...
Statistical modelling of summary values leads to accurate Approximate Bayesian Computations
Statistical modelling summary values leads accurate Approximate Bayesian Computations
2013/6/14
Approximate Bayesian Computations (ABC) are considered to be noisy. We show that ABC can be set up to estimate the mode of the true posterior density exactly, or alternatively provide unbiased estimat...
Bayesian Functional Generalized Additive Models with Sparsely Observed Covariates
auction data functional data analysis functional regression linear mixed models measurement error MCMC penalized splines variational inference
2013/6/14
The functional generalized additive model (FGAM) was recently proposed in McLean et al. (2012) as a more flexible alternative to the common functional linear model (FLM) for regressing a scalar on fun...
Informative Bayesian inference for the skew-normal distribution
Bayesian inference Gibbs sampling Markov Chain Monte Carlo Multivariate skew-normal distribution Stochastic representation of the skew-normal Uni
2013/6/14
Motivated by the analysis of the distribution of university grades, which is usually asymmetric, we discuss two informative priors for the shape parameter of the skew-normal distribution, showing that...
Mean field variational Bayesian inference for support vector machine classification
Approximate Bayesian inference variable selection missing data mixed model Markov chain Monte Carlo
2013/6/14
A mean field variational Bayes approach to support vector machines (SVMs) using the latent variable representation on Polson & Scott (2012) is presented. This representation allows circumvention of ma...
Revisiting Bayesian Blind Deconvolution
Blind deconvolution blind image deblurring variational Bayes sparse priors sparse estimation
2013/6/14
Blind deconvolution involves the estimation of a sharp signal or image given only a blurry observation. Because this problem is fundamentally ill-posed, strong priors on both the sharp image and blur ...
Joint likelihood calculation for intervention and observational data from a Gaussian Bayesian network
Gaussian Bayesian networks causal effects intervention data Fisher information
2013/6/13
Methodological development for the inference of gene regulatory networks from transcriptomic data is an active and important research area. Several approaches have been proposed to infer relationships...
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian p...