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Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…

Methodology · Statistics 2014-03-14 Xiaoquan Wen

Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…

Methodology · Statistics 2023-11-10 Davide Agnoletto , Tommaso Rigon , David B. Dunson

It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to…

Applications · Statistics 2014-08-01 Yize Zhao , Jian Kang , Tianwei Yu

Complex simulators have become a ubiquitous tool in many scientific disciplines, providing high-fidelity, implicit probabilistic models of natural and social phenomena. Unfortunately, they typically lack the tractability required for…

Methodology · Statistics 2021-02-24 Sebastian M Schmon , Patrick W Cannon , Jeremias Knoblauch

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Computation · Statistics 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

Computation · Statistics 2018-12-19 Jonathan H. Huggins , Ryan P. Adams , Tamara Broderick

We present asymptotic results for the regression-adjusted version of approximate Bayesian computation introduced by Beaumont(2002). We show that for an appropriate choice of the bandwidth, regression adjustment will lead to a posterior…

Statistics Theory · Mathematics 2017-11-29 Wentao Li , Paul Fearnhead

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

Methodology · Statistics 2022-09-13 Marko Järvenpää , Jukka Corander

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Finite mixture models are used in statistics and other disciplines, but inference for mixture models is challenging due, in part, to the multimodality of the likelihood function and the so-called label switching problem. We propose…

Methodology · Statistics 2020-11-03 Umberto Simola , Jessi Cisewski-Kehe , Robert L. Wolpert

In recent years, researchers in decision analysis and artificial intelligence (AI) have used Bayesian belief networks to build models of expert opinion. Using standard methods drawn from the theory of computational complexity, workers in…

Artificial Intelligence · Computer Science 2013-04-05 R. Martin Chavez , Gregory F. Cooper

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

In generative models with obscured likelihood, Approximate Bayesian Computation (ABC) is often the tool of last resort for inference. However, ABC demands many prior parameter trials to keep only a small fraction that passes an acceptance…

Machine Learning · Computer Science 2024-04-17 Sean O'Hagan , Jungeum Kim , Veronika Rockova

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

Methodology · Statistics 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is increasing burden placed…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Anja Weyant , Chad Schafer , W. Michael Wood-Vasey