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Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

In this paper we apply a methodology introduced in Navarro Jimenez et al (2016) in the framework of chemical reaction networks to perform a global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by…

Methodology · Statistics 2024-07-26 Henri Mermoz Kouye , Gildas Mazo , Clémentine Prieur , Elisabeta Vergu

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Arnab Sarker , Peter Fisher , Joseph E. Gaudio , Anuradha M. Annaswamy

Understanding which concepts models can and cannot represent has been fundamental to many tasks: from effective and responsible use of models to detecting out of distribution data. We introduce Gaussian process probes (GPP), a unified and…

Machine Learning · Computer Science 2023-11-07 Zi Wang , Alexander Ku , Jason Baldridge , Thomas L. Griffiths , Been Kim

Estimation of parameter sensitivities for stochastic chemical reaction networks is an important and challenging problem. Sensitivity values are important in the analysis, modeling and design of chemical networks. They help in understanding…

Probability · Mathematics 2012-12-21 Ankit Gupta , Mustafa Khammash

Unobserved effect modifiers can induce bias when generalizing causal effect estimates to target populations. In this work, we extend a sensitivity analysis framework assessing the robustness of study results to unobserved effect…

In learned image compression, probabilistic models play an essential role in characterizing the distribution of latent variables. The Gaussian model with mean and scale parameters has been widely used for its simplicity and effectiveness.…

Image and Video Processing · Electrical Eng. & Systems 2025-04-24 Haotian Zhang , Li Li , Dong Liu

Default values for many model parameters in Numerical Weather Prediction models are typically adopted based on theoretical or experimental investigations by scheme designers. Short-range forecasts are substantially affected by the…

Atmospheric and Oceanic Physics · Physics 2021-06-16 Sandeep Chinta , Yaswanth Sai Jetti , C Balaji

We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures…

Machine Learning · Statistics 2019-11-04 Mikhail Yurochkin , Mayank Agarwal , Soumya Ghosh , Kristjan Greenewald , Trong Nghia Hoang

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Observational studies provide invaluable opportunities to draw causal inference, but they may suffer from biases due to pretreatment difference between treated and control units. Matching is a popular approach to reduce observed covariate…

Methodology · Statistics 2025-09-17 Xinran Li

Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…

Statistics Theory · Mathematics 2025-10-28 Toni Karvonen , François Bachoc

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang

Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the overall numerical cost. Gaussian process based active…

Machine Learning · Statistics 2020-12-01 Morgane Menz , Sylvain Dubreuil , Jérôme Morio , Christian Gogu , Nathalie Bartoli , Marie Chiron

Health economic evaluations often require predictions of survival rates beyond the follow-up period. Parametric survival models can be more convenient for economic modelling than the Cox model. The generalized gamma (GG) and generalized F…

Computation · Statistics 2022-07-13 Han Fu , Shahrul Mt-Isa , Richard Baumgartner , William Malbecq

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of…

Parameter estimation is a major challenge in computational modeling of biological processes. This is especially the case in image-based modeling where the inherently quantitative output of the model is measured against image data, which is…

Quantitative Methods · Quantitative Biology 2018-07-27 Diana Barac , Michael D. Multerer , Dagmar Iber