Related papers: Bayesian shrinkage methods for partially observed …
Linear mixed effects models are highly flexible in handling a broad range of data types and are therefore widely used in applications. A key part in the analysis of data is model selection, which often aims to choose a parsimonious model…
Crossing of fitted conditional quantiles is a prevalent problem for quantile regression models. We propose a new Bayesian modelling framework that penalises multiple quantile regression functions toward the desired non-crossing space. We…
Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…
There has been an intense development of Bayes graphical model estimation approaches over the past decade - however, most of the existing methods are restricted to moderate dimensions. We propose a novel approach suitable for high…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…
Trial-based economic evaluations are typically performed on cross-sectional variables, derived from the responses for only the completers in the study, using methods that ignore the complexities of utility and cost data (e.g. skewness and…
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…
As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias if we have additional information about the distribution of…
In this dissertation, we develop nonparametric Bayesian models for biomedical data analysis. In particular, we focus on inference for tumor heterogeneity and inference for missing data. First, we present a Bayesian feature allocation model…
A comprehensive, unified approach to modeling arbitrarily censored spatial survival data is presented for the three most commonly-used semiparametric models: proportional hazards, proportional odds, and accelerated failure time. Unlike many…
Bayesian nonparametric regression with dependent wavelets has dual shrinkage properties: there is shrinkage through a dependent prior put on functional differences, and shrinkage through the setting of most of the wavelet coefficients to…
Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…
Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…
Theoretical results show that Bayesian methods can achieve lower bounds on regret for online logistic regression. In practice, however, such techniques may not be feasible especially for very large feature sets. Various approximations that,…