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Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential…
Monte Carlo radiative transfer, which has been demonstrated as a successful algorithm for modeling radiation transport through the astrophysical medium, relies on sampling of scattering phase functions. We review several classic sampling…
Graphical models are used in a variety of problems to uncover hidden structures. There is a huge number of different identification procedures, constructed for different purposes. However, it is important to research different properties of…
Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…
In this review, we present an overview of the main aspects related to the statistical evaluation of medical tests for diagnosis and prognosis. Measures of diagnostic performance for binary tests, such as sensitivity, specificity, and…
Most binary classifiers work by processing the input to produce a scalar response and comparing it to a threshold value. The various measures of classifier performance assume, explicitly or implicitly, probability distributions $P_s$ and…
Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…
Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods…
Non-Gaussian observations such as binary responses are common in some computer experiments. Motivated by the analysis of a class of cell adhesion experiments, we introduce a generalized Gaussian process model for binary responses, which…
Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…
Considerable efforts have been devoted to statistical modeling and the characterization of channels in a range of statistical models for fading channels. In this paper, we consider a unified approach to model wireless channels by the…
The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…
Free-response observer performance studies are of great importance for accuracy evaluation and comparison in tasks related to the detection and localization of multiple targets or signals. The free-response receiver operating characteristic…
Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…
Computed Tomography (CT) imaging, while essential for diagnostics, exposes patients to ionizing radiation. To accurately quantify radiation dosage, this study introduces MIDSX, a specialized open-source Monte Carlo (MC) photon transport…
We introduce a rigorous framework for stochastic cell transmission models for general traffic networks. The performance of traffic systems is evaluated based on preference functionals and acceptable designs. The numerical implementation…
Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…
The ideal observer (IO) sets an upper performance limit among all observers and has been advocated for assessing and optimizing imaging systems. For general joint detection and estimation (detection-estimation) tasks, estimation ROC (EROC)…
The exponential and the Lomax distributions are widely used in life testing experiments in mixture models. A mixture model of exponential distribution and Lomax distribution is proposed. Parameters of the proposed model are estimated using…
Emulating the mapping between quantities of interest and their control parameters using surrogate models finds widespread application in engineering design, including in numerical optimization and uncertainty quantification. Gaussian…