English
Related papers

Related papers: Fully Bayesian Estimation and Variable Selection i…

200 papers

Measurement error data or errors-in-variable data have been collected in many studies. Natural criterion functions are often unavailable for general functional measurement error models due to the lack of information on the distribution of…

Statistics Theory · Mathematics 2010-02-24 Yanyuan Ma , Runze Li

Variational inference (VI) has become a widely used approach for scalable Bayesian inference, but its performance strongly depends on the flexibility of the chosen variational family. In this work, we propose a novel variational family that…

Methodology · Statistics 2026-04-03 Giovanni Piccirilli , Aluísio Pinheiro

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…

Methodology · Statistics 2024-06-11 Cheng-Han Yu , Meng Li , Colin Noe , Simon Fischer-Baum , Marina Vannucci

This paper shows how the variational Bayes method provides a computational efficient technique in the context of hierarchical modelling using Dirichlet process priors, in particular without requiring conjugate prior assumption. It shows,…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

Likelihood-free approaches are appealing for performing inference on complex dependence models, either because it is not possible to formulate a likelihood function, or its evaluation is very computationally costly. This is the case for…

Methodology · Statistics 2025-12-08 Lídia M. André , Jennifer L. Wadsworth , Raphaël Huser

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

Econometrics · Economics 2023-02-01 Ruochen Wu , Melvyn Weeks

This paper considers errors-in-variables models in a high-dimensional setting where the number of covariates can be much larger than the sample size, and there are only a small number of non-zero covariates. The presence of measurement…

Methodology · Statistics 2018-09-03 Linh Nghiem , Cornelis Potgieter

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied…

Statistical Finance · Quantitative Finance 2012-12-27 Ines Kahloul , Anouar Ben Mabrouk , Slah-Eddine Hallara

High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…

Methodology · Statistics 2017-08-10 Vitara Pungpapong , Min Zhang , Dabao Zhang

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Computational Physics · Physics 2009-09-03 Romain Nguyen van yen , Diego del-Castillo-Negrete , Kai Schneider , Marie Farge , Guangye Chen

We propose a Bayesian semiparametric approach for registration of multiple point processes. Our approach entails modelling the mean measures of the phase-varying point processes with a Bernstein-Dirichlet prior, which induces a prior on the…

Methodology · Statistics 2020-12-14 Bastian Galasso , Yoav Zemel , Miguel de Carvalho

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Christopher J. Moore , Jonathan R. Gair

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

The Van Allen radiation belts in the magnetosphere have been extensively studied using models based on radial diffusion theory, which is based on a quasi-linear approach with prescribed inner and outer boundary conditions. The 1-d diffusion…