2010/10/04 by G. D’Agostini, D'Agostini, G. · 8 citations
Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Data Analysis #FOS: Physical sciences #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics and Probability (physics.data-an)
paper · pdf · doi:10.48550/arxiv.1010.0632
openalex publication_date 2010/10/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper reviews the basic ideas behind a Bayesian unfolding published some years ago and improves their implementation. In particular, uncertainties are now treated at all levels by probability density functions and their propagation is performed by Monte Carlo integration. Thus, small numbers are better handled and the final uncertainty does not rely on the assumption of normality. Theoretical and practical issues concerning the iterative use of the algorithm are also discussed. The new program, implemented in the R language, is freely available, together with sample scripts to play with toy models.