Related papers: Bayesian Nonparametric Conditional Copula Estimati…

Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…

Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…

This paper studies the degree to which a bivariate copula fails to be symmetric under coordinate permutation, a property known as non-exchangeability. Working within an axiomatic framework that quantifies this asymmetry through a family of…

With insurers benefiting from ever-larger amounts of data of increasing complexity, we explore a data-driven method to model dependence within multilevel claims in this paper. More specifically, we start from a non-parametric estimator for…

We present an approach for modeling and imputation of nonignorable missing data. Our approach uses Bayesian data integration to combine (1) a Gaussian copula model for all study variables and missingness indicators, which allows arbitrary…

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Tests of equality of copulas between two samples are introduced and studied using the empirical Bernstein copula process. Three statistics are proposed and their asymptotic properties are established. Besides, a subsampling Bernstein…

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…

This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of…

In this article, we develop fully Bayesian, copula-based, spatial-statistical models for large, noisy, incomplete, and non-Gaussian spatial data. Our approach includes novel constructions of copulas that accommodate a spatial-random-effects…

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…

We describe a new method for evaluating Bayes factors. The key idea is to introduce a hypermodel in which the competing models are components of a mixture distribution. Inference for the mixing probabilities then yields estimates of the…

We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…

The general principles of Bayesian data analysis imply that models for survey responses should be constructed conditional on all variables that affect the probability of inclusion and nonresponse, which are also the variables used in survey…

Substudies of the Childhood Asthma Management Program [Control. Clin. Trials 20 (1999) 91-120; N. Engl. J. Med. 343 (2000) 1054-1063] seek to identify patient characteristics associated with asthma symptoms and lung function. To determine…

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

This paper investigates Bayesian variable selection when there is a hierarchical dependence structure on the inclusion of predictors in the model. In particular, we study the type of dependence found in polynomial response surfaces of…

We introduce a Bayesian approach for analyzing (possibly) high-dimensional dependent data that are distributed according to a member from the natural exponential family of distributions. This problem requires extensive methodological…