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Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

In this paper, we demonstrate a purely Bayesian approach for estimating within-group and between-group effect sizes for learning outcomes encountered in educational research, taking naturally into account the multilevel structure of the…

Applications · Statistics 2026-04-02 Yannis Bähni

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

Empirical Bayes methods use the data from parallel experiments, for instance, observations $X_k\sim\mathcal{N}(\Theta_k,1)$ for $k=1,2,\ldots,N$, to estimate the conditional distributions $\Theta_k|X_k$. There are two main estimation…

Methodology · Statistics 2014-09-10 Bradley Efron

This paper presents theoretical results on combining non-probability and probability survey samples through mass imputation, an approach originally proposed by Rivers (2007) as sample matching without rigorous theoretical justification.…

Methodology · Statistics 2020-11-24 Jae Kwang Kim , Seho Park , Yilin Chen , Changbao Wu

We propose BaySize, a sample size calculator for phase I clinical trials using Bayesian models. BaySize applies the concept of effect size in dose finding, assuming the MTD is defined based on an equivalence interval. Leveraging a decision…

Methodology · Statistics 2023-03-29 Xiaolei Lin , Jiaying Lyu , Shijie Yuan , Sue-Jane Wang , Yuan Ji

Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…

Methodology · Statistics 2021-07-07 Yinan Mao , David J. Nott

We consider the problem of empirical Bayes estimation of multiple variances when provided with sample variances. Assuming an arbitrary prior on the variances, we derive different versions of the Bayes estimators using different loss…

Statistics Theory · Mathematics 2022-03-01 Yeil Kwon , Zhigen Zhao

We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses (the so-called 'large p, small n' problem). We consider the…

Methodology · Statistics 2015-10-14 Haim Y. Bar , James G. Booth , Martin T. Wells

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Machine Learning · Statistics 2014-01-24 Keisuke Yamazaki

We study empirical Bayes estimation of the effect sizes of $N$ units from $K$ noisy observations on each unit. We show that it is possible to achieve near-Bayes optimal mean squared error, without any assumptions or knowledge about the…

Methodology · Statistics 2021-08-11 Nikolaos Ignatiadis , Sujayam Saha , Dennis L. Sun , Omkar Muralidharan

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

Methodology · Statistics 2022-01-06 Stéphane Robin , Luca Scrucca

This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens automatically in Bayesian analysis, and…

Statistics Theory · Mathematics 2010-11-11 James G. Scott , James O. Berger

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

Measuring treatment efficacy in mixture of subgroups from a randomized clinical trial is a fundamental problem in personalized medicine development, in deciding whether to treat the entire patient population or to target a subgroup. We show…

Methodology · Statistics 2014-09-03 Ying Ding , Hui-Min Lin , Jason C. Hsu

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions.…

Computation · Statistics 2008-04-16 Kate Lee , Jean-Michel Marin , Kerrie Mengersen , Christian P. Robert

We present a Bayesian procedure for estimation of pairwise intervention effects in a high-dimensional system of categorical variables. We assume that we have observational data generated from an unknown causal Bayesian network for which…

Methodology · Statistics 2025-07-02 Vera Kvisgaard , Johan Pensar

Combining evidence from different sources can be achieved with Bayesian or Dempster-Shafer methods. The first requires an estimate of the priors and likelihoods while the second only needs an estimate of the posterior probabilities and…

Machine Learning · Computer Science 2021-04-16 Fabrice Daniel

In this paper we study the problem of estimating the alpha-, beta- and phi-mixing coefficients between two random variables, that can either assume values in a finite set or the set of real numbers. In either case, explicit closed-form…

Computation · Statistics 2013-07-04 Mehmet Eren Ahsen , Mathukumalli Vidyasagar