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Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. In this case, the validity of statistical inference depends on untestable correct specification of the response model. To…

Methodology · Statistics 2021-01-15 Shonosuke Sugasawa , Kosuke Morikawa , Keisuke Takahata

When mapping subnational health and demographic indicators, direct weighted estimators of small area means based on household survey data can be unreliable when data are limited. If survey microdata are available, unit level models can…

Methodology · Statistics 2023-09-22 Peter A. Gao , Jon Wakefield

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Methodology · Statistics 2013-01-07 Abhishek Bhattacharya

Given discrete time observations over a growing time interval, we consider a nonparametric Bayesian approach to estimation of the L\'evy density of a L\'evy process belonging to a flexible class of infinite activity subordinators. Posterior…

Statistics Theory · Mathematics 2019-09-10 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…

Computation · Statistics 2022-10-11 Jing Wang , HaiYing Wang , Shifeng Xiong

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…

Methodology · Statistics 2023-06-21 Andrew Yiu , Edwin Fong , Chris Holmes , Judith Rousseau

This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…

Artificial Intelligence · Computer Science 2013-01-18 Gregory F. Cooper

We present a Bayesian nonparametric system reliability model which scales well and provides a great deal of flexibility in modeling. The Bayesian approach naturally handles the disparate amounts of component and subsystem data that may…

Methodology · Statistics 2022-03-22 Richard L. Warr , Jeremy M. Meyer , Jackson T. Curtis

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse,…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Methodology · Statistics 2021-03-02 Spencer Woody , Oscar Hernan Madrid Padilla , James G. Scott

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…

Applications · Statistics 2013-01-15 Bradley Efron