Statistics
Single-cell trajectory analysis aims to reconstruct the biological developmental processes of cells as they evolve over time, leveraging temporal correlations in gene expression. During cellular development, gene expression patterns…
Real world spatio-temporal datasets, and phenomena related to them, are often challenging to visualise or gain a general overview of. In order to summarise information encompassed in such data, we combine two well known statistical…
This paper discusses estimation and limited information goodness-of-fit test statistics in factor models for binary data using pairwise likelihood estimation and sampling weights. The paper extends the applicability of pairwise likelihood…
We introduce a generalized Bayesian method for multiple changepoint analysis with a loss function inspired by multinomial logistic regression. The method does not require a specification of the data-generating process and avoids restrictive…
A key capability of modern neural networks is their capacity to simultaneously learn underlying rules and memorize specific facts or exceptions. Yet, theoretical understanding of this dual capability remains limited. We introduce the…
Tensors provide a structured representation for multidimensional data, yet discretization can obscure important information when such data originates from continuous processes. We address this limitation by introducing a functional Tucker…
We study statistical estimation in a student--teacher setting, where predictions from a pre-trained teacher are used to guide a student model. A standard approach is to train the student to directly match the teacher's outputs, which we…
In a dataset of 423 patients who had had radical prostatectomy for localised prostate cancer we estimated the apparent Shannon information (ASI) about time to biochemical recurrence in various subsets of the available pre-op variables using…
In this applied paper, we address the difficult open problem of when to discharge patients from the Intensive Care Unit. This can be conceived as an optimal stopping scenario with three added challenges: 1) the evaluation of a stopping…
Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting…
Efficient global optimization (EGO) is one of the most widely used noise-free Bayesian optimization algorithms.It comprises the Gaussian process (GP) surrogate model and expected improvement (EI) acquisition function. In practice, when EGO…
Households represent a key unit of interest in infectious disease epidemiology, in both empirical studies and mathematical modelling. The within-household transmission potential of a disease is often summarised by a secondary attack ratio…
Demographic parity (DP) is a widely used group fairness criterion requiring predictive distributions to be invariant across sensitive groups. While natural in classification, full distributional DP is often overly restrictive in regression…
As a representative continuous-depth neural network approach, stochastic differential equation (SDE)-based Bayesian neural networks (BNNs) have attracted considerable attention due to their solid theoretical foundations and strong potential…
Causal representation learning seeks to uncover causal relationships among high-level latent variables from low-level, entangled, and noisy observations. Existing approaches often either rely on deep neural networks, which lack…
We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…
We propose a unified framework to draw inferences for regression coefficients in a generalized linear model (GLM) following Lasso-based variable selection. We adapt to non-Gaussian GLMs a recently developed parametric programming strategy…
In applications, quantities of interest are often modelled in equilibrium or an equilibrium solution is sought. The presence of confounding makes causal inference in this setting challenging. We provide interpretable graphical models for…
We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix completion, often impose restrictive structure-for example, an…
This paper introduces robust twoblock (RTB) simultaneous dimension reduction, which is the first statistically robust method to perform simultaneous dimension reduction in two blocks of variables and allows to fine-tune the model complexity…