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We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Applications · Statistics 2014-05-06 Rafael Pimentel Maia , Per Madsen , Rodrigo Labouriau

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

Machine Learning · Statistics 2010-07-16 Lauren A. Hannah , David M. Blei , Warren B. Powell

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Methodology · Statistics 2011-11-02 Matthew A. Taddy , Athanasios Kottas

Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…

Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…

Applications · Statistics 2015-06-03 Cinzia Carota , Maurizio Filippone , Roberto Leombruni , Silvia Polettini

Survival analysis is a widely-used technique for analyzing time-to-event data in the presence of censoring. In recent years, numerous survival analysis methods have emerged which scale to large datasets and relax traditional assumptions…

Machine Learning · Computer Science 2023-11-06 Mert Ketenci , Shreyas Bhave , Noémie Elhadad , Adler Perotte

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

Conventional survival analysis methods are typically ineffective to characterize heterogeneity in the population while such information can be used to assist predictive modeling. In this study, we propose a hybrid survival analysis method,…

Machine Learning · Computer Science 2024-04-09 Bojian Hou , Hongming Li , Zhicheng Jiao , Zhen Zhou , Hao Zheng , Yong Fan

The difference in restricted mean survival time (RMST) is a clinically meaningful measure to quantify treatment effect in randomized controlled trials, especially when the proportional hazards assumption does not hold. Several frequentist…

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first…

Methodology · Statistics 2026-03-25 Mengqi Chen , Charita Dellaporta , Thomas B. Berrett , Theodoros Damoulas

Restricted mean survival time (RMST) is an intuitive summary statistic for time-to-event random variables, and can be used for measuring treatment effects. Compared to hazard ratio, its estimation procedure is robust against the…

Methodology · Statistics 2023-05-25 Ruizhe Chen , Sanjib Basu , Qian Shi

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is to illustrate…

Methodology · Statistics 2013-10-02 Ernesto Barrios , Antonio Lijoi , Luis E. Nieto-Barajas , Igor Prünster

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…

Statistics Theory · Mathematics 2010-10-07 Yuao Hu

Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…

Statistics Theory · Mathematics 2023-01-27 Shuang Zhou , Debdeep Pati , Tianying Wang , Yun Yang , Raymond J. Carroll

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

We propose a deep generative approach to nonparametric estimation of conditional survival and hazard functions with right-censored data. The key idea of the proposed method is to first learn a conditional generator for the joint conditional…

Statistics Theory · Mathematics 2022-05-20 Xingyu Zhou , Wen Su , Changyu Liu , Yuling Jiao , Xingqiu Zhao , Jian Huang

We propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter…

Applications · Statistics 2015-09-18 Nadja Klein , Thomas Kneib , Stefan Lang , Alexander Sohn

In many applications there is interest in estimating the relation between a predictor and an outcome when the relation is known to be monotone or otherwise constrained due to the physical processes involved. We consider one such…

Methodology · Statistics 2020-12-23 Ander Wilson , Jessica Tryner , Christian L'Orange , John Volckens