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Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…
Background: Analyses of elastic scattering with the optical model (OMP) are widely used in nuclear reactions. Purpose: Previous work compared a traditional frequentist approach and a Bayesian approach to quantify uncertainties in the OMP.…
We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate selection of the hyperparameters in the beta prime prior leads…
In the need for low assumption inferential methods in infinite-dimensional settings, Bayesian adaptive estimation via a prior distribution that does not depend on the regularity of the function to be estimated nor on the sample size is…
This preprint has been reviewed and recommended by Peer Community In Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036). Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian…
The computation of two Bayesian predictive distributions which are discrete mixtures of incomplete beta functions is considered. The number of iterations can easily become large for these distributions and thus, the accuracy of the result…
Articles in Marketing and choice literatures have demonstrated the need for incorporating person-level heterogeneity into behavioral models (e.g., logit models for multiple binary outcomes as studied here). However, the logit likelihood…
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…
We discuss model selection to determine whether the variance-covariance matrix of a multivariate Gaussian model with known mean should be considered to be a constant diagonal, a non-constant diagonal, or an arbitrary positive definite…
Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional…
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…
Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…
ReRecent studies in machine learning are based on models in which parameters or state variables are bounded restricted. These restrictions are from prior information to ensure the validity of scientific theories or structural consistency…
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…
This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…