Related papers: Hierarchical Bayesian Modeling of Hitting Performa…
This paper uses Bayesian tree models for statistical benchmarking in data sets with awkward marginals and complicated dependence structures. The method is applied to a very large database on corporate performance over the last four decades.…
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…
We use multivariate change point analysis methods, to identify not only mean shifts but also changes in variance across a wide array of statistical time series. Our primary objective is to empirically discern distinct eras in the evolution…
High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry…
We develop a Bayesian hierarchical semiparametric model for phenomena related to time series of counts. The main feature of the model is its capability to learn a latent pattern of heterogeneity in the distribution of the process innovation…
We consider the problem of parameter estimation in a Bayesian setting and propose a general lower-bound that includes part of the family of $f$-Divergences. The results are then applied to specific settings of interest and compared to other…
A method is developed for fitting theoretically predicted astronomical spectra to an observed spectrum. Using a hierarchical Bayesian principle, the method takes both systematic and statistical measurement errors into account, which has not…
Joint modeling of longitudinal and survival data has become increasingly important in medical research, particularly for understanding disease progression in chronic conditions where both repeated biomarker measurements and time-to-event…
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
A hockey player's plus-minus measures the difference between goals scored by and against that player's team while the player was on the ice. This measures only a marginal effect, failing to account for the influence of the others he is…
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…
We use a simple machine learning model, logistically-weighted regularized linear least squares regression, in order to predict baseball, basketball, football, and hockey games. We do so using only the thirty-year record of which visiting…
Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…
Considering the flexibility and applicability of Bayesian modeling, in this work we revise the main characteristics of two hierarchical models in a regression setting. We study the full probabilistic structure of the models along with the…
This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…
Each ballpark has a different size in baseball. It could be easily imagined that there would be many home runs in a small ballpark. Moreover, the environment of the ballpark, such as altitude, humidity, air pressure, and wind strength,…
There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a…
Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms…
In this paper we present a novel approach to optimise tactical and strategic decision making in football (soccer). We model the game of football as a multi-stage game which is made up from a Bayesian game to model the pre-match decisions…