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Prediction is a central task of statistics and machine learning, yet many inferential settings provide only partial information, typically in the form of moment constraints or estimating equations. We develop a finite, fully Bayesian…

Statistics Theory · Mathematics 2026-03-20 Nicholas G. Polson , Daniel Zantedeschi

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…

Methodology · Statistics 2021-11-23 Edwin Fong , Chris Holmes , Stephen G. Walker

In statistics, there are a variety of methods for performing model selection that all stem from slightly different paradigms of statistical inference. The reasons for choosing one particular method over another seem to be based entirely on…

Statistics Theory · Mathematics 2019-01-29 Danica M. Ommen , Christopher P. Saunders

Bayesian synthetic likelihood is a widely used approach for conducting Bayesian analysis in complex models where evaluation of the likelihood is infeasible but simulation from the assumed model is tractable. We analyze the behaviour of the…

Statistics Theory · Mathematics 2026-04-17 David T. Frazier , Christopher Drovandi , David J. Nott

A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because…

Machine Learning · Computer Science 2022-01-11 David Heckerman

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…

Methodology · Statistics 2025-03-18 Pavithra Hariharan , P. G. Sankaran

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

Machine Learning · Computer Science 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…

Machine Learning · Computer Science 2021-06-11 Olivier Sorba , C Geissler

In this paper, we develop a graphical modeling framework for the inference of networks across multiple sample groups and data types. In medical studies, this setting arises whenever a set of subjects, which may be heterogeneous due to…

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

We present a class of models that, via a simple construction, enables exact, incremental, non-parametric, polynomial-time, Bayesian inference of conditional measures. The approach relies upon creating a sequence of covers on the…

Machine Learning · Statistics 2011-05-31 Christos Dimitrakakis

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…

Methodology · Statistics 2013-12-19 Elisabeth Waldmann , Fabian Sobotka , Thomas Kneib

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman
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