Related papers: Bayesian inference, model selection and likelihood…
The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…
In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…
We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…
In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…
Univariate regression models have rich literature for counting data. However, this is not the case for multivariate count data. Therefore, we present the Multivariate Generalized Linear Mixed Models framework that deals with a multivariate…
Even in low dimensions, sampling from multi-modal distributions is challenging. We provide the first sampling algorithm for a broad class of distributions -- including all Gaussian mixtures -- with a query complexity that is polynomial in…
A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…
We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…
In many applications involving point pattern data, the Poisson process assumption is unrealistic, with the data exhibiting a more regular spread. Such a repulsion between events is exhibited by trees for example, because of competition for…
Recent likelihood theory produces $p$-values that have remarkable accuracy and wide applicability. The calculations use familiar tools such as maximum likelihood values (MLEs), observed information and parameter rescaling. The usual…
This work considers the problem of sampling from a probability distribution known up to a normalization constant while satisfying a set of statistical constraints specified by the expected values of general nonlinear functions. This problem…
Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…
Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…
Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…
The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…
Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, these methods serve also as building blocks in more complex formulations, such as density regression, nonparametric…
We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we consider the case where one has full field observations of a…
A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…
Diffusion models can generate a variety of high-quality images by modeling complex data distributions. Trained diffusion models can also be very effective image priors for solving inverse problems. Most of the existing diffusion-based…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…