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This is a follow-up paper of Polson and Scott (2012, Bayesian Analysis), which claimed that the half-Cauchy prior is a sensible default prior for a scale parameter in hierarchical models. For estimation of a normal mean vector under the…

Statistics Theory · Mathematics 2023-08-21 Yuzo Maruyama , Takeru Matsuda

Popular zero-shot models suffer due to artifacts inherited from pretraining. One particularly detrimental issue, caused by unbalanced web-scale pretraining data, is mismatched label distribution. Existing approaches that seek to repair the…

Machine Learning · Computer Science 2024-10-31 Changho Shin , Jitian Zhao , Sonia Cromp , Harit Vishwakarma , Frederic Sala

Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…

Methodology · Statistics 2026-02-09 Anthony Almudevar , Jacob Almudevar

In Bayesian nonparametric models, Gaussian processes provide a popular prior choice for regression function estimation. Existing literature on the theoretical investigation of the resulting posterior distribution almost exclusively assume a…

Statistics Theory · Mathematics 2015-03-06 Debdeep Pati , Anirban Bhattacharya , Guang Cheng

Every student in statistics or data science learns early on that when the sample size largely exceeds the number of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there…

Statistics Theory · Mathematics 2022-06-08 Pragya Sur , Emmanuel J. Candes

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Machine Learning · Statistics 2024-04-02 Agniva Chowdhury , Pradeep Ramuhalli

Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…

Machine Learning · Computer Science 2025-01-08 Daojun Liang , Haixia Zhang , Dongfeng Yuan

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

Machine Learning · Statistics 2024-01-17 Vu Duc Anh , Tran Anh Tuan , Tran Ngoc Thang , Nguyen Thi Ngoc Anh

This paper proposes a strategy for regularized estimation in multi-way contingency tables, which are common in meta-analyses and multi-center clinical trials. Our approach is based on data augmentation, and appeals heavily to a novel class…

Methodology · Statistics 2011-09-21 Nicholas G. Polson , James G. Scott

The choice of the prior distribution is a key aspect of Bayesian analysis. For the spatial regression setting a subjective prior choice for the parameters may not be trivial, from this perspective, using the objective Bayesian analysis…

Statistics Theory · Mathematics 2020-04-10 Jose A. Ordoñez , Marcos O. Prates , Larissa A. Matos , Victor H. Lachos

Variable selection methods with nonlocal priors have been widely studied in linear regression models, and their theoretical and empirical performances have been reported. However, the crucial model selection properties for hierarchical…

Methodology · Statistics 2022-03-15 Xuan Cao , Kyoungjae Lee

This study aims to show the fundamental difference between logistic regression and Bayesian classifiers in the case of exponential and unexponential families of distributions, yielding the following findings. First, the logistic regression…

Econometrics · Economics 2021-08-10 Roman V. Kirin

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first…

Methodology · Statistics 2026-03-25 Mengqi Chen , Charita Dellaporta , Thomas B. Berrett , Theodoros Damoulas

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…

Machine Learning · Computer Science 2025-03-18 Qingshi Sun , Nathan Justin , Andres Gomez , Phebe Vayanos

This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

Methodology · Statistics 2021-03-15 J. Mulder , H. Hoijtink , X. Gu

We study Cauchy-distributed difference priors for edge-preserving Bayesian statistical inverse problems. On the contrary to the well-known total variation priors, one-dimensional Cauchy priors are non-Gaussian priors also in the…

Statistics Theory · Mathematics 2016-03-22 Markku Markkanen , Lassi Roininen , Janne M J Huttunen , Sari Lasanen

We investigate the complexity of logistic regression models which is defined by counting the number of indistinguishable distributions that the model can represent (Balasubramanian, 1997). We find that the complexity of logistic models with…

Machine Learning · Statistics 2019-03-04 Nicola Bulso , Matteo Marsili , Yasser Roudi

We consider the Bayesian binary regression model and we introduce a new class of distributions, the Perturbed Unified Skew-Normal (pSUN, henceforth), which generalizes the Unified Skew-Normal (SUN) class. We show that the new class is…

Methodology · Statistics 2025-02-13 Paolo Onorati , Brunero Liseo

We consider the quasi-likelihood analysis for a linear regression model driven by a Student-t L\'{e}vy process with constant scale and arbitrary degrees of freedom. The model is observed at high frequency over an extending period, under…

Statistics Theory · Mathematics 2024-05-28 Hiroki Masuda , Lorenzo Mercuri , Yuma Uehara