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Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs…

Machine Learning · Computer Science 2018-02-20 Daniel Rugeles , Zhen Hai , Gao Cong , Manoranjan Dash

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Econometrics · Economics 2024-11-18 Matteo Mogliani , Anna Simoni

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…

Statistics Theory · Mathematics 2012-04-09 Sonia Petrone , Judith Rousseau , Catia Scricciolo

Previous likelihood-based linear modeling of nutritional data has been limited by the availability of software that allows flexible error structures in the data. We demonstrate the use of a Bayesian modeling approach to the analysis of such…

Statistics Theory · Mathematics 2007-06-13 Andrew Lawson , Daniela Nitcheva

Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior for the overall mean vector and the between-study covariance…

Methodology · Statistics 2021-04-07 Olha Bodnar , Taras Bodnar

To investigate intervention effects on rare events, meta-analysis techniques are commonly applied in order to assess the accumulated evidence. When it comes to adverse effects in clinical trials, these are often most adequately handled…

Methodology · Statistics 2026-04-03 Christian Röver , Qiong Wu , Anja Loos , Tim Friede

In this paper, we develop a graphical modeling framework for the inference of networks across multiple sample groups and data types. In medical studies, this setting arises whenever a set of subjects, which may be heterogeneous due to…

Bayesian hierarchical models are increasing popular in economics. When using hierarchical models, it is useful not only to calculate posterior expectations, but also to measure the robustness of these expectations to reasonable alternative…

Machine Learning · Statistics 2016-06-24 Ryan Giordano , Tamara Broderick , Rachael Meager , Jonathan Huggins , Michael Jordan

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Using theoretical and numerical results, we document the accuracy of commonly applied variational Bayes methods across a range of state space models. The results demonstrate that, in terms of accuracy on fixed parameters, there is a clear…

Methodology · Statistics 2022-02-25 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin

The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…

Quantitative Methods · Quantitative Biology 2025-01-23 Hannah Craddock , Simon EF Spencer , Xavier Didelot

In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Moises Goldszmidt , Abraham Wyner

The James-Stein estimator has attracted much interest as a shrinkage estimator that yields better estimates than the maximum likelihood estimator. The James-Stein estimator is also very useful as an argument in favor of empirical Bayesian…

Methodology · Statistics 2025-08-05 Yoshiko Hayashi

To estimate accurately the parameters of a regression model, the sample size must be large enough relative to the number of possible predictors for the model. In practice, sufficient data is often lacking, which can lead to overfitting of…

Applications · Statistics 2024-09-25 Marianne A Jonker , Hassan Pazira , Anthony CC Coolen

In a Perspectives article in Science, Bradley Efron concludes that Bayesian calculations cannot be uncritically accepted when using uninformative priors. We argue that this conclusion is problematic because Efron's example does not use…

Statistics Theory · Mathematics 2013-08-05 Valentin Amrhein , Tobias Roth , Fraenzi Korner-Nievergelt

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…

Methodology · Statistics 2025-04-29 Xiahui Li , Fergus Chadwick , Ben Swallow

Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically…

Machine Learning · Computer Science 2026-02-05 Alex Kipnis , Marcel Binz , Eric Schulz