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We consider Bayesian inverse problems wherein the unknown state is assumed to be a function with discontinuous structure a priori. A class of prior distributions based on the output of neural networks with heavy-tailed weights is…

Machine Learning · Computer Science 2021-12-21 Chen Li , Matthew Dunlop , Georg Stadler

In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…

Statistics Theory · Mathematics 2021-11-22 Lam Si Tung Ho , Binh T. Nguyen , Vu Dinh , Duy Nguyen

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

In recent years, mixture cure models have gained increasing popularity in survival analysis as an alternative to the Cox proportional hazards model, particularly in settings where a subset of patients is considered cured. The proportional…

Methodology · Statistics 2025-12-10 Fatih Kızılaslan , Valeria Vitelli

Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by…

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

Multi-level normal hierarchical models, also interpreted as mixed effects models, play an important role in developing statistical theory in multi-parameter estimation for a wide range of applications. In this article, we propose a novel…

Statistics Theory · Mathematics 2025-11-18 Aditi Sen , Masayo Y. Hirose , Partha Lahiri

Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter of two particular distributions of the above family: the…

Methodology · Statistics 2018-11-29 Fabrizio Leisen , Luca Rossini , Cristiano Villa

This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…

Statistics Theory · Mathematics 2010-01-13 Yuan Liao , Wenxin Jiang

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Statistics Theory · Mathematics 2015-10-15 Ismaël Castillo , Johannes Schmidt-Hieber , Aad van der Vaart

The Rician distribution, a well-known statistical distribution frequently encountered in fields like magnetic resonance imaging and wireless communications, is particularly useful for describing many real phenomena such as signal process…

Methodology · Statistics 2024-10-30 Jesus Enrique Achire Quispe , Eduardo Ramos , Pedro Luiz Ramos

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

Competing risks models for a repairable system subject to several failure modes are discussed. Under minimal repair, it is assumed that each failure mode has a power law intensity. An orthogonal reparametrization is used to obtain an…

Bayesian Neural Networks (BNNs) provide a probabilistic interpretation for deep learning models by imposing a prior distribution over model parameters and inferring a posterior distribution based on observed data. The model sampled from the…

Machine Learning · Computer Science 2023-11-15 Van-Anh Nguyen , Tung-Long Vuong , Hoang Phan , Thanh-Toan Do , Dinh Phung , Trung Le

Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…

Machine Learning · Statistics 2020-03-03 Paidamoyo Chapfuwa , Chunyuan Li , Nikhil Mehta , Lawrence Carin , Ricardo Henao

Doubly-intractable posterior distributions arise in many applications of statistics concerned with discrete and dependent data, including physics, spatial statistics, machine learning, the social sciences, and other fields. A specific…

Computation · Statistics 2021-05-20 Jaewoo Park , Ick Hoon Jin , Michael Schweinberger

We develop a computational framework to quantify uncertainty in shear elastography imaging of anomalies in tissues. We adopt a Bayesian inference formulation. Given the observed data, a forward model and their uncertainties, we find the…

Numerical Analysis · Mathematics 2023-06-07 Ana Carpio , Elena Cebrian , Andrea Gutierrez

The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Methodology · Statistics 2021-12-30 Willem van den Boom , Maria De Iorio , Marta Tallarita

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott