Related papers: Two Modeling Strategies for Empirical Bayes Estima…
Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…
Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…
Simulation methods are among the most ubiquitous methodological tools in statistical science. In particular, statisticians often is simulation to explore properties of statistical functionals in models for which developed statistical theory…
The effect of public health interventions on an epidemic are often estimated by adding the intervention to epidemic models. During the Covid-19 epidemic, numerous papers used such methods for making scenario predictions. The majority of…
To support and guide an extensive experimental research into systems biology of signaling pathways, increasingly more mechanistic models are being developed with hopes of gaining further insight into biological processes. In order to…
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…
In the typical analysis of a data set, a single method is selected for statistical reporting even when equally applicable methods yield very different results. Examples of equally applicable methods can correspond to those of different…
We consider situations in Bayesian analysis where we have a family of priors $\nu_h$ on the parameter $\theta$, where $h$ varies continuously over a space $\mathcal{H}$, and we deal with two related problems. The first involves sensitivity…
When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
We consider the problem of statistical inference on parameters of a target population when auxiliary observations are available from related populations. We propose a flexible empirical Bayes approach that can be applied on top of any…
A common task in high-throughput biology is to test for differences in means between two samples across thousands of features (e.g., genes or proteins), often with only a handful of replicates per sample. Moderated t-tests handle this…
Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…
Using theoretical and numerical results, we document the accuracy of commonly applied variational Bayes methods across a range of state space models. The results demonstrate that, in terms of accuracy on fixed parameters, there is a clear…
Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…
In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…
Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…
We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current…
In many statistical problems, stochastic signals can be represented as a sequence of noisy wavelet coefficients. In this paper, we develop general empirical Bayes methods for the estimation of true signal. Our estimators approximate certain…