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Accurate and transparent prediction of cancer survival times on the level of individual patients can inform and improve patient care and treatment practices. In this paper, we design a model that concurrently learns to accurately predict…

Machine Learning · Computer Science 2018-01-31 Maruan Al-Shedivat , Avinava Dubey , Eric P. Xing

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…

Computation · Statistics 2017-05-30 Frank van der Meulen , Moritz Schauer

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

Statistics Theory · Mathematics 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Machine Learning · Computer Science 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

This tutorial shows how various Bayesian survival models can be fitted using the integrated nested Laplace approximation in a clear, legible, and comprehensible manner using the INLA and INLAjoint R-packages. Such models include accelerated…

Markov chain Monte Calro methods (MCMC) are commonly used in Bayesian statistics. In the last twenty years, many results have been established for the calculation of the exact convergence rate of MCMC methods. We introduce another rate of…

Statistics Theory · Mathematics 2014-02-17 Kengo Kamatani

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Methodology · Statistics 2014-11-04 Michael Braun , Paul Damien

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

Methodology · Statistics 2015-05-13 Rémi Bardenet , Arnaud Doucet , Chris Holmes

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated…

Methodology · Statistics 2010-05-25 Adrian Dobra , Alex Lenkoski , Abel Rodriguez

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Survival analysis is one of the most important fields of statistics in medicine and the biological sciences. In addition, the computational advances in the last decades have favoured the use of Bayesian methods in this context, providing a…

Applications · Statistics 2020-07-28 Danilo Alvares , Elena Lázaro , Virgilio Gómez-Rubio , Carmen Armero

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

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

Methodology · Statistics 2025-09-19 Daniele Tancini , Riccardo Rastelli , Francesco Bartolucci

Accurately predicting the time of occurrence of an event of interest is a critical problem in longitudinal data analysis. One of the main challenges in this context is the presence of instances whose event outcomes become unobservable after…

Machine Learning · Computer Science 2017-12-26 Ping Wang , Yan Li , Chandan K. Reddy