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We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

Methodology · Statistics 2025-11-06 Andrea Cremaschi , Manuele Leonelli , Gherardo Varando

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

Shariat et al previously investigated the possibility of predicting from clinical data (including Gleason grade and stage) and preoperative biomarkers, which of any pair of patients would suffer recurrence of prostate cancer first. We…

Applications · Statistics 2024-07-01 Roger Sewell , Elisabeth Crowe , Sharokh F. Shariat

In this paper we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process. We study density estimation and also discuss associated problems in nonparametric regression using…

Statistics Theory · Mathematics 2007-06-28 Jan Johannes , Suhasini Subba Rao

In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time $T$ a "continuous mark" variable is observed as well. A Bayesian nonparametric method is introduced for estimating…

Statistics Theory · Mathematics 2021-03-16 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…

Methodology · Statistics 2025-12-01 Angus Lewis , Antonio Parrella , John Maclean , Andrew J. Black

This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…

Methodology · Statistics 2022-11-16 Flavio B. Gonçalves , Barbara C. C. Dias

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and…

Econometrics · Economics 2020-01-28 Georges Bresson , Guy Lacroix , Mohammad Arshad Rahman

We propose a framework for Bayesian non-parametric estimation of the rate at which new infections occur assuming that the epidemic is partially observed. The developed methodology relies on modelling the rate at which new infections occur…

Methodology · Statistics 2014-12-16 Edward S. Knock , Theodore Kypraios

Count endpoints are common in clinical trials, particularly for recurrent events such as hypoglycemia. When interest centers on comparing overall event rates between treatment groups, negative binomial (NB) regression is widely used because…

Methodology · Statistics 2026-01-27 Jiren Sun , Linda Amoafo , Yongming Qu

Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…

Methodology · Statistics 2020-02-19 Kelly C. M. Gonçalves , Afonso C. B. Silva

Important objectives in cancer research are the prediction of a patient's risk based on molecular measurements such as gene expression data and the identification of new prognostic biomarkers (e.g. genes). In clinical practice, this is…

Applications · Statistics 2020-04-17 Katrin Madjar , Manuela Zucknick , Katja Ickstadt , Jörg Rahnenführer

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Methodology · Statistics 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

A new discrete-time shot noise Cox process for spatiotemporal data is proposed. The random intensity is driven by a dependent sequence of latent gamma random measures. Some properties of the latent process are derived, such as an…

Methodology · Statistics 2023-08-17 Federico Bassetti , Roberto Casarin , Matteo Iacopini

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

We develop a Bayesian non-parametric quantile panel regression model. Within each quantile, the response function is a convex combination of a linear model and a non-linear function, which we approximate using Bayesian Additive Regression…

Econometrics · Economics 2021-10-08 Todd E. Clark , Florian Huber , Gary Koop , Massimiliano Marcellino , Michael Pfarrhofer

Compared to the nominal scale, the ordinal scale for a categorical outcome variable has the property of making a monotonicity assumption for the covariate effects meaningful. This assumption is encoded in the commonly used proportional odds…

Methodology · Statistics 2023-10-04 Olli Saarela , Christian Rohrbeck , Elja Arjas

We consider the problem of static Bayesian inference for partially observed Levy-process models. We develop a methodology which allows one to infer static parameters and some states of the process, without a bias from the…

Computation · Statistics 2022-04-01 Hamza Ruzayqat , Ajay Jasra

Although there is a rich literature on methods for allowing the variance in a univariate regression model to vary with predictors, time and other factors, relatively little has been done in the multivariate case. Our focus is on developing…

Methodology · Statistics 2015-03-17 Emily Fox , David Dunson