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Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…

Econometrics · Economics 2021-07-28 Kenwin Maung

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…

Methodology · Statistics 2020-10-19 Prateek Bansal , Rico Krueger , Daniel J. Graham

Bilinear matrix inequality (BMI) problems in system and control designs are investigated in this paper. A solution method of reduction of variables (MRVs) is proposed. This method consists of a principle of variable classification, a…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu

Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…

Applications · Statistics 2018-11-12 Dennis Becker

We consider the infinite-horizon linear Markov Decision Processes (MDPs), where the transition probabilities of the dynamic model can be linearly parameterized with the help of a predefined low-dimensional feature mapping. While the…

Machine Learning · Computer Science 2023-10-19 Yu-Heng Hung , Ping-Chun Hsieh , Akshay Mete , P. R. Kumar

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Methodology · Statistics 2026-05-14 Laura Battaglia , Stefano Cortinovis , Chris Holmes , David T. Frazier , Jack Jewson

Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…

Methodology · Statistics 2018-07-04 Ioannis Ntzoufras , Claudia Tarantola , Monia Lupparelli

An expression quantitative trait locus (eQTL) is a chromosomal region where genetic variants are associated with the expression levels of certain genes that can be both nearby or distant. The identifications of eQTLs for different tissues,…

Genomics · Quantitative Biology 2023-02-24 Jingfei Zhang , Hongyu Zhao

Model-based reinforcement learning (RL) algorithms allow us to combine model-generated data with those collected from interaction with the real system in order to alleviate the data efficiency problem in RL. However, designing such…

Machine Learning · Computer Science 2020-06-25 Yinlam Chow , Brandon Cui , MoonKyung Ryu , Mohammad Ghavamzadeh

Over the past two decades, research in evolutionary multi-objective optimization has predominantly focused on continuous domains, with comparatively limited attention given to multi-objective combinatorial optimization problems (MOCOPs).…

Neural and Evolutionary Computing · Computer Science 2026-02-06 Xuepeng Ren , Maocai Wang , Guangming Dai , Zimin Liang , Qianrong Liu , Shengxiang Yang , Miqing Li

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

High Energy Physics - Lattice · Physics 2021-06-04 Gurtej Kanwar

Expression quantitative trait loci (eQTL) mapping aims to determine genomic regions that regulate gene transcription. Expression QTL is used to study the regulatory structure of normal tissues and to search for genetic factors in complex…

Genomics · Quantitative Biology 2011-05-31 Andrey A. Shabalin

In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…

Methodology · Statistics 2014-02-10 Gaorong Li , Peng Lai , Heng Lian

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

This paper considers the quantile regression approach for partially linear spatial autoregressive models with possibly varying coefficients. B-spline is employed for the approximation of varying coefficients. The instrumental variable…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Shaoyang Li , Maozai Tian

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…

Computation · Statistics 2019-05-08 Jim Griffin , Krys Latuszynski , Mark Steel

Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…

Methodology · Statistics 2021-12-30 Chuji Luo , Michael J. Daniels

In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte…

Numerical Analysis · Mathematics 2023-10-16 Sundar Ganesh , Fabio Nobile

Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…

Statistical Mechanics · Physics 2024-12-05 Synge Todo