Related papers: Empirical Bayes Methods for Prior Estimation in Sy…
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…
Bayes' rule has enabled innumerable powerful algorithms of statistical signal processing and statistical machine learning. However, when model misspecifications exist in prior and/or data distributions, the direct application of Bayes' rule…
We propose a Bayesian approach for both medical inquiry and disease inference, the two major phases in differential diagnosis. Unlike previous work that simulates data from given probabilities and uses ML algorithms on them, we directly use…
In this paper, we consider the problem of parametric empirical Bayes estimation of an i.i.d. prior in high-dimensional Bayesian linear regression, with random design. We obtain the asymptotic distribution of the variational Empirical Bayes…
This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…
Estimating the size of hidden populations using Multiple Systems Estimation (MSE) is a critical task in quantitative sociology; however, practical application is often hindered by imperfect administrative data and computational constraints.…
Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…
When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…
A Bayesian estimator aiming at improving the conditional MLE is proposed by introducing a pair of priors. After explaining the conditional MLE by the posterior mode under a prior, we define a promising estimator by the posterior mean under…
We study the consistency and optimality of the maximum marginal likelihood estimate (MMLE) in the hyperparameter inference for large-degree-of-freedom models. We perform main analyses within the exponential family, where the natural…
Many scientifically well-motivated statistical models in natural, engineering and environmental sciences are specified through a generative process, but in some cases it may not be possible to write down a likelihood for these models…
In various fields, statistical models of interest are analytically intractable. As a result, statistical inference is greatly hampered by computational constraints. However, given a model, different users with different data are likely to…
In the context of the expected-posterior prior (EPP) approach to Bayesian variable selection in linear models, we combine ideas from power-prior and unit-information-prior methodologies to simultaneously produce a minimally-informative…
Computer simulations have become an important tool across the biomedical sciences and beyond. For many important problems several different models or hypotheses exist and choosing which one best describes reality or observed data is not…
Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…
We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
In this work, we delve into the nonparametric empirical Bayes theory and approximate the classical Bayes estimator by a truncation of the generalized Laguerre series and then estimate its coefficients by minimizing the prior risk of the…
In preclinical investigations, e.g. in in vitro, in vivo and in silico studies, the pharmacokinetic, pharmacodynamic and toxicological characteristics of a drug are evaluated before advancing to first-in-man trial. Usually, each study is…
Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that…
It can be important in Bayesian analyses of complex models to construct informative prior distributions which reflect knowledge external to the data at hand. Nevertheless, how much prior information an analyst can elicit from an expert will…