Bayesian evidence estimation from posterior samples with normalizing flows

R Srinivasan, M Crisostomi, R Trotta, E Barausse… - Physical Review D, 2024 - APS
We propose a novel method (floz), based on normalizing flows, to estimate the Bayesian
evidence (and its numerical uncertainty) from a preexisting set of samples drawn from the …

Putting the individual into reliability: Bayesian testing of homogeneous within-person variance in hierarchical models

DR Williams, SR Martin, P Rast - Behavior research methods, 2022 - Springer
Measurement reliability is a fundamental concept in psychology. It is traditionally considered
a stable property of a questionnaire, measurement device, or experimental task. Although …

A mixed-effects model in which the parameters of the autocorrelated error structure can differ between individuals

S Nestler - Multivariate Behavioral Research, 2024 - Taylor & Francis
Research in psychology has seen a rapid increase in the usage of experience sampling
methods and daily diary methods. The data that result from using these methods are …

Improving the INLA approach for approximate Bayesian inference for latent Gaussian models

E Ferkingstad, H Rue - 2015 - projecteuclid.org
We introduce a new copula-based correction for generalized linear mixed models (GLMMs)
within the integrated nested Laplace approximation (INLA) approach for approximate …

Approximate Laplace approximations for scalable model selection

D Rossell, O Abril, A Bhattacharya - Journal of the Royal …, 2021 - academic.oup.com
We propose the approximate Laplace approximation (ALA) to evaluate integrated
likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a …

The reciprocal Bayesian lasso

H Mallick, R Alhamzawi, E Paul… - Statistics in medicine, 2021 - Wiley Online Library
A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as
opposed to conventional penalization approaches that use increasing penalties on the …

An extended simplified Laplace strategy for approximate Bayesian inference of latent Gaussian models using R-INLA

C Chiuchiolo, J van Niekerk, H Rue - arXiv preprint arXiv:2203.14304, 2022 - arxiv.org
Various computational challenges arise when applying Bayesian inference approaches to
complex hierarchical models. Sampling-based inference methods, such as Markov Chain …

Skew-symmetric approximations of posterior distributions

F Pozza, D Durante, B Szabo - arXiv preprint arXiv:2409.14167, 2024 - arxiv.org
Routinely-implemented deterministic approximations of posterior distributions from, eg,
Laplace method, variational Bayes and expectation-propagation, generally rely on …

Semi-supervised learning guided by the generalized Bayes rule under soft revision

S Dietrich, J Rodemann, C Jansen - … on Soft Methods in Probability and …, 2024 - Springer
We provide a theoretical and computational investigation of the Gamma-Maximin method
with soft revision, which was recently proposed as a robust criterion for pseudo-label …

Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients

DA Barajas-Solano, AM Tartakovsky - Journal of Computational Physics, 2019 - Elsevier
We present two approximate Bayesian inference methods for parameter estimation in partial
differential equation (PDE) models with space-dependent and state-dependent parameters …