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This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…

Methodology · Statistics 2026-02-26 Nils Lid Hjort

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou

We develop a Bayesian non-parametric framework based on multi-task Gaussian processes, appropriate for temporal shrinkage. We focus on a particular class of dynamic hierarchical models to obtain evidence-based knowledge of infectious…

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

The vast majority of models for the spread of communicable diseases are parametric in nature and involve underlying assumptions about how the disease spreads through a population. In this article we consider the use of Bayesian…

Methodology · Statistics 2017-06-12 Theodore Kypraios , Philip D. O'Neill

We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Jüri Lember , Aad van der Vaart

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

We address the weighting problem in voluntary samples under a nonignorable sample selection model. Under the assumption that the sample selection model is correctly specified, we can compute a consistent estimator of the model parameter and…

Methodology · Statistics 2023-05-12 Jae Kwang Kim , Kosuke Morikawa

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

We propose a novel Bayesian nonparametric method for hierarchical modelling on a set of related density functions, where grouped data in the form of samples from each density function are available. Borrowing strength across the groups is a…

Computation · Statistics 2014-10-31 G. S. Rodrigues , David J. Nott , S. A. Sisson

In this paper we revisit the weighted likelihood bootstrap, a method that generates samples from an approximate Bayesian posterior of a parametric model. We show that the same method can be derived, without approximation, under a Bayesian…

Methodology · Statistics 2018-05-23 Simon Lyddon , Chris Holmes , Stephen Walker
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