scholarly journals An introduction to Bayesian inference in gravitational-wave astronomy: parameter estimation, model selection, and hierarchical models—Corrigendum

2020 ◽  
Vol 37 ◽  
Author(s):  
Eric Thrane ◽  
Colm Talbot
Keyword(s):  
Parameter Estimation ◽  
Bayesian Inference ◽  
Model Selection ◽  
Gravitational Wave ◽  
Hierarchical Models ◽  
Estimation Model

scholarly journals An introduction to Bayesian inference in gravitational-wave astronomy: Parameter estimation, model selection, and hierarchical models

2019 ◽  
Vol 36 ◽  
Author(s):  
Eric Thrane ◽  
Colm Talbot
Keyword(s):  
Bayesian Inference ◽  
Model Selection ◽  
Gravitational Wave ◽  
Gaussian Noise ◽  
Hierarchical Models ◽  
Selection Effects ◽  
Estimation Model ◽  
Monte Carlo Algorithms ◽  
Bayesian Evidence ◽  
Credible Intervals

AbstractThis is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples are drawn from gravitational-wave astronomy, though we endeavour for the presentation to be understandable to a broader audience. We begin with a review of the fundamentals: likelihoods, priors, and posteriors. Next, we discuss Bayesian evidence, Bayes factors, odds ratios, and model selection. From there, we describe how posteriors are estimated using samplers such as Markov Chain Monte Carlo algorithms and nested sampling. Finally, we generalise the formalism to discuss hyper-parameters and hierarchical models. We include extensive appendices discussing the creation of credible intervals, Gaussian noise, explicit marginalisation, posterior predictive distributions, and selection effects.

Statistical Methods in Graphs: Parameter Estimation, Model Selection, and Hypothesis Test

2016 ◽  
pp. 183-202 ◽  
Author(s):  
Suzana de Siqueira Santos ◽  
Daniel Yasumasa Takahashi ◽  
João Ricardo Sato ◽  
Carlos Eduardo Ferreira ◽  
André Fujita
Keyword(s):  
Parameter Estimation ◽  
Model Selection ◽  
Statistical Methods ◽  
Hypothesis Test ◽  
Estimation Model
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