Related papers: Studies on properties and estimation problems for …
In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
In this paper, we propose methods for the estimation of parameters for the three-parameter Reflected Weibull distribution. The Moment estimator , Maximum likelihood estimator and Location and Scale Parameters free maximum likelihood…
Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and…
Elliptical distributions are a simple and flexible class of distributions that depend on a one-dimensional function, called the density generator. In this article, we study the non-parametric estimator of this generator that was introduced…
In this paper three new characterizing theorems of exponential distribution are presented. They are based on equidistribution of some functions of order statistics. All of them include the median of sample of size three.
This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…
We use two different methods, Monte Carlo sampling and variational inference (VI), to perform a Bayesian calibration of the effective-range parameters in ${}^3$He-${}^4$He elastic scattering. The parameters are calibrated to data from a…
Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…
In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…
Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…
A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…
We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…
Histogram-based empirical Bayes methods developed for analyzing data for large numbers of genes, SNPs, or other biological features tend to have large biases when applied to data with a smaller number of features such as genes with…
In this paper, we introduce a new bivariate distribution we called it bivariate expo- nentiated modified Weibull extension distribution (BEMWE). The model introduced here is of Marshall-Olkin type. The marginals of the new bivariate…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…
Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…
The Bayesian elastic net regression model is characterized by the regression coefficient prior distribution, the negative log density of which corresponds to the elastic net penalty function. While Markov chain Monte Carlo (MCMC) methods…
Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…