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Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…

MCMC methods are used in Bayesian statistics not only to sample from posterior distributions but also to estimate expectations. Underlying functions are most often defined on a continuous state space and can be unbounded. We consider a…

Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the posterior distribution becomes prohibitive due to the large…

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

Presented is a description of a Markov chain Monte Carlo (MCMC) parameter estimation routine for use with interferometric gravitational radiational data in searches for binary neutron star inspiral signals. Five parameters associated with…

A novel feature, based on the chirp z-transform, that offers an improved representation of the underlying true spectrum is proposed. This feature, the chirp MFCC, is derived by computing the Mel frequency cepstral coefficients from the…

Screening traditionally refers to the problem of detecting active inputs in the computer model. In this paper, we develop methodology that applies to screening, but the main focus is on detecting active inputs not in the computer model…

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Autonomous driving is reshaping the way humans travel, with millimeter wave (mmWave) radar playing a crucial role in this transformation to enabe vehicle-to-everything (V2X). Although chirp is widely used in mmWave radar systems for its…

Conditional heteroscedastic (CH) models are routinely used to analyze financial datasets. The classical models such as ARCH-GARCH with time-invariant coefficients are often inadequate to describe frequent changes over time due to market…

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is…

The purpose of this research is to develop an MCMC algorithm for estimating the Q-matrix. Based on the DINA model, the algorithm starts with estimating correlated attributes. Using a saturated model and a binary decimal conversion, the…

In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…

This paper investigates multistep prediction errors for non-stationary autoregressive processes with both model order and true parameters unknown. We give asymptotic expressions for the multistep mean squared prediction errors and…

Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…

We propose a multicarrier chirp-division multiplexing (MCDM) system in which orthogonal chirp waveforms are utilized as frequency subcarriers. Orthogonal characteristics of chirp subcarriers are analyzed in respect to cross-correlation…

In the era of big data, variable selection is a key technology for handling high-dimensional problems with a small sample size but a large number of covariables. Different variable selection methods were proposed for different models, such…