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A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

Averaging predictions from multiple competing inferential models frequently outperforms predictions from any single model, providing that models are optimally weighted to maximize predictive performance. This is particularly the case in…

Methodology · Statistics 2024-05-02 Nathaniel Haines , Conor Goold

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…

Machine Learning · Statistics 2024-01-30 Alexandros E. Tzikas , Licio Romao , Mert Pilanci , Alessandro Abate , Mykel J. Kochenderfer

The objective of Bayesian inference is often to infer, from data, a probability measure for a random variable that can be used as input for Monte Carlo simulation. When datasets for Bayesian inference are small, a principle challenge is…

Computation · Statistics 2018-03-29 Jiaxin Zhang , Michael D. Shields

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…

Bayesian hierarchical modeling is a natural framework to effectively integrate data and borrow information across groups. In this paper, we address problems related to density estimation and identifying clusters across related groups, by…

Methodology · Statistics 2025-10-29 Huizi Zhang , Sara Wade , Natalia Bochkina

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

Machine Learning · Statistics 2016-12-05 Alexandre Piché , Russell Steele , Ian Shrier , Stephanie Long

Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker

Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…

Methodology · Statistics 2020-01-13 Shu Yang , Jae Kwang Kim

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Detection heterogeneity is inherent to ecological data, arising from factors such as varied terrain or weather conditions, inconsistent sampling effort, or heterogeneity of individuals themselves. Incorporating additional covariates into a…

Applications · Statistics 2021-08-27 Daniel Turek , Claudia Wehrhahn , Olivier Gimenez

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

Methodology · Statistics 2017-05-31 Yunbo Ouyang , Feng Liang

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

Computation · Statistics 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well-known…

Methodology · Statistics 2009-04-21 Heng Lian

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…

Machine Learning · Statistics 2017-02-17 Yunbo Ouyang , Feng Liang

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez