English
Related papers

Related papers: A Modified Gibbs Sampler on General State Spaces

200 papers

In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. The classical Greenwood statistic, extensively examined in…

Statistics Theory · Mathematics 2024-05-21 Katarzyna Skowronek , Marek Arendarczyk , Radosław Zimroz , Agnieszka Wyłomańska

Dynamic structural equation modeling (DSEM) is widely used for analyzing intensive longitudinal data (ILD). Although many ILD have categorical (Bernoulli or binomially distributed) responses, currently available Metropolis-within-Gibbs…

Computation · Statistics 2026-04-01 Øystein Sørensen , Ethan M. McCormick

In this paper, we present a new idea for Transfer Learning (TL) based on Gibbs Sampling. Gibbs sampling is an algorithm in which instances are likely to transfer to a new state with a higher possibility with respect to a probability…

Machine Learning · Computer Science 2020-06-26 Hossein Shahabadi Farahani , Alireza Fatehi , Mahdi Aliyari Shoorehdeli

The target measure $\mu$ is the distribution of a random vector in a box $\cB$, a Cartesian product of bounded intervals. The Gibbs sampler is a Markov chain with invariant measure $\mu$. A ``coupling from the past'' construction of the…

Probability · Mathematics 2007-09-25 Pedro J. Fernandez , Pablo A. Ferrari , Sebastian Grynberg

We study random composite structures considered up to symmetry that are sampled according to weights on the inner and outer structures. This model may be viewed as an unlabelled version of Gibbs partitions and encompasses multisets of…

Combinatorics · Mathematics 2020-04-01 Benedikt Stufler

In medical research, understanding changes in outcome measurements is crucial for inferring shifts in health conditions. However, traditional methods often struggle with large, irregularly longitudinal data and fail to account for the…

Applications · Statistics 2025-03-13 Yu Luo , Chris Sherlock

This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…

Statistics Theory · Mathematics 2016-11-01 T. F. N. Melo , S. L. P. Ferrari , A. G. Patriota

In the framework of Gibbs statistical theory, the issue of the distribution of particle sizes forming the statistical system and the moments of this distribution are considered. This task is relevant for a wide variety of applications. The…

Statistical Mechanics · Physics 2019-10-14 V. V. Ryazanov

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

This chapter surveys the most standard Monte Carlo methods available for simulating from a posterior distribution associated with a mixture and conducts some experiments about the robustness of the Gibbs sampler in high dimensional Gaussian…

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs…

Machine Learning · Computer Science 2013-03-19 Luke Bornn , Yutian Chen , Nando de Freitas , Mareija Eskelin , Jing Fang , Max Welling

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…

Artificial Intelligence · Computer Science 2012-06-18 Tal El-Hay , Nir Friedman , Raz Kupferman

Models of physics beyond the Standard Model often contain a large number of parameters. These form a high-dimensional space that is computationally intractable to fully explore. Experimental constraints project onto a subspace of viable…

High Energy Physics - Theory · Physics 2022-01-05 Jacob Hollingsworth , Michael Ratz , Philip Tanedo , Daniel Whiteson

A common analytical problem in neuroscience is the interpretation of neural activity with respect to sensory input or behavioral output. This is typically achieved by regressing measured neural activity against known stimuli or behavioral…

Computation · Statistics 2016-06-28 Kamiar Rahnama Rad , Timothy A. Machado , Liam Paninski

We introduce a general class of statistical-mechanics models, taking values in an abelian group, which includes examples of both spin and gauge models, both ordered and disordered. The model is described by a set of ``variables'' and a set…

Statistical Mechanics · Physics 2009-11-10 Sergio Caracciolo , Andrea Sportiello

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

Testing differences between a treatment and control group is common practice in biomedical research like randomized controlled trials (RCT). The standard two-sample t-test relies on null hypothesis significance testing (NHST) via p-values,…

Methodology · Statistics 2020-05-18 Riko Kelter

Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…

Statistics Theory · Mathematics 2015-04-06 Sergio Bacallado , Stefano Favaro , Lorenzo Trippa