Posterior consistency for n in the binomial (n,p) problem with both parameters unknown - with applications to quantitative nanoscopy

09/07/2018
by   Laura Fee Schneider, et al.
0

The estimation of the population size n from k i.i.d. binomial observations with unknown success probability p is relevant to a multitude of applications and has a long history. Without additional prior information this is a notoriously difficult task when p becomes small, and the Bayesian approach becomes particularly useful. In this paper we show posterior contraction as k→∞ in a setting where p→0 and n→∞. The result holds for a large class of priors on n which do not decay too fast. This covers several known Bayes estimators as well as a new class of estimators, which is governed by a scale parameter. We provide a comprehensive comparison of these estimators in a simulation study and extent their scope of applicability to a novel application from super-resolution cell microscopy.

READ FULL TEXT

page 14

page 15

research
09/07/2018

Posterior Consistency in the Binomial (n,p) Model with Unknown n and p: A Numerical Study

Estimating the parameters from k independent Bin(n,p) random variables, ...
research
02/24/2021

On admissible estimation of a mean vector when the scale is unknown

We consider admissibility of generalized Bayes estimators of the mean of...
research
04/09/2019

Bayesian variance estimation in the Gaussian sequence model with partial information on the means

Consider the Gaussian sequence model under the additional assumption tha...
research
11/11/2020

Neural Empirical Bayes: Source Distribution Estimation and its Applications to Simulation-Based Inference

We revisit empirical Bayes in the absence of a tractable likelihood func...
research
05/18/2023

Evidence Networks: simple losses for fast, amortized, neural Bayesian model comparison

Evidence Networks can enable Bayesian model comparison when state-of-the...
research
02/11/2022

Posterior Consistency for Bayesian Relevance Vector Machines

Statistical modeling and inference problems with sample sizes substantia...
research
07/25/2023

Multiscale scanning with nuisance parameters

We investigate the problem to find anomalies in a d-dimensional random f...

Please sign up or login with your details

Forgot password? Click here to reset