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The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…

Methodology · Statistics 2018-08-28 Zhenke Wu , Livia Casciola-Rosen , Antony Rosen , Scott L. Zeger

As noninvasive sampling techniques for animal populations have become more popular, there has been increasing interest in the development of capture-recapture models that can accommodate both imperfect detection and misidentification of…

Quantitative Methods · Quantitative Biology 2015-02-04 Brett T. McClintock , Larissa L. Bailey , Brian P. Dreher , William A. Link

We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…

Computation · Statistics 2017-01-17 Jack Davis , Steven K. Thompson

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

Data Structures and Algorithms · Computer Science 2019-07-16 Weiming Feng , Thomas P. Hayes , Yitong Yin

The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…

Statistics Theory · Mathematics 2026-03-02 Edwin Fong , Andrew Yiu

Doubly intractable models are encountered in a number of fields, e.g. social networks, ecology and epidemiology. Inference for such models requires the evaluation of a likelihood function, whose normalising factor depends on the model…

Methodology · Statistics 2025-08-25 Yu Yang , Matias Quiroz , Robert Kohn , Scott A. Sisson

We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dynamical behaviors. Using a beta process prior, the size of the…

Methodology · Statistics 2011-11-21 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

Longitudinal binary relational data can be better understood by implementing a latent space model for dynamic networks. This approach can be broadly extended to many types of weighted edges by using a link function to model the mean of the…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen

Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of…

Machine Learning · Statistics 2014-05-06 Eric V. Strobl , Shyam Visweswaran

This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown distribution. It is shown that these fully nonparametric…

Statistics Theory · Mathematics 2020-01-30 Elisabeth Gassiat , Sylvain Le Corff , Luc Lehéricy

Multiplex networks are increasingly common across diverse domains, motivating the development of clustering methods that uncover patterns at multiple levels. Existing approaches typically focus on clustering either entire networks or nodes…

Methodology · Statistics 2025-07-15 C. J. Clarke , Michael Fop

We develop a new Markov chain on graph partitions that makes relatively global moves yet is computationally feasible to be used as the proposal in the Metropolis-Hastings method. Our resulting algorithm can be made reversible and able to…

Data Structures and Algorithms · Computer Science 2021-05-11 Eric Autrey , Daniel Carter , Gregory Herschlag , Zach Hunter , Jonathan C. Mattingly

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

Network data arises through observation of relational information between a collection of entities. Recent work in the literature has independently considered when (i) one observes a sample of networks, connectome data in neuroscience being…

Methodology · Statistics 2022-06-22 George Bolt , Simón Lunagómez , Christopher Nemeth

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…

Computation · Statistics 2024-06-17 Leo L. Duan , Anirban Bhattacharya

The aim of this work is to provide a rigorous mathematical analysis of a stochastic concatenation model presented by Sobottka and Hart (2011) which allows approximation of the first-order stochastic structure in bacterial DNA by means of a…

Genomics · Quantitative Biology 2019-11-28 Andrew G. Hart , M. Sobottka

Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…

Statistics Theory · Mathematics 2025-08-15 Jinming Li , Shihao Wu , Chengyu Cui , Gongjun Xu , Ji Zhu