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We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Methodology · Statistics 2017-11-06 Zemei Xu , Daniel F. Schmidt , Enes Makalic , Guoqi Qian , John L. Hopper

Bayesian network classifiers (BNCs) possess a number of properties desirable for a modern classifier: They are easily interpretable, highly scalable, and offer adaptable complexity. However, traditional methods for learning BNCs have…

Machine Learning · Computer Science 2025-05-30 Connor Cooper , Geoffrey I. Webb , Daniel F. Schmidt

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Applications · Statistics 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

Meta-analysis is widely used to integrate results from multiple experiments to obtain generalized insights. Since meta-analysis datasets are often heteroscedastic due to varying subgroups and temporal heterogeneity arising from experiments…

Methodology · Statistics 2026-01-19 Kohsuke Kubota , Shonosuke Sugasawa , Keiichi Ochiai , Takahiro Hoshino

Hierarchical Bayesian methods enable information sharing across multiple related regression problems. While standard practice is to model regression parameters (effects) as (1) exchangeable across datasets and (2) correlated to differing…

Methodology · Statistics 2021-07-15 Brian L. Trippe , Hilary K. Finucane , Tamara Broderick

In this work, we offer a thorough analytical investigation into the role of shared hyperparameters in a hierarchical Bayesian model, examining their impact on information borrowing and posterior inference. Our approach is rooted in a…

Methodology · Statistics 2025-09-23 Prasenjit Ghosh , Anirban Bhattacharya , Debdeep Pati

Motivation: Recent advances in technology for brain imaging and high-throughput genotyping have motivated studies examining the influence of genetic variation on brain structure. Wang et al. (Bioinformatics, 2012) have developed an approach…

Methodology · Statistics 2016-10-18 Keelin Greenlaw , Elena Szefer , Jinko Graham , Mary Lesperance , Farouk S. Nathoo

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

Bayesian hierarchical linear models provide a natural framework to analyze nested and clustered data. Classical estimation with Markov chain Monte Carlo produces well calibrated posterior distributions but becomes computationally expensive…

Methodology · Statistics 2025-12-16 Cristian Parra-Aldana , Juan Sosa

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple…

Machine Learning · Statistics 2019-03-22 Jean Daunizeau

Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…

Applications · Statistics 2018-11-12 Dennis Becker

We propose and illustrate a hierarchical Bayesian approach for matching statistical records observed on different occasions. We show how this model can be profitably adopted both in record linkage problems and in capture--recapture setups,…

Applications · Statistics 2011-07-29 Andrea Tancredi , Brunero Liseo

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

For situations that may benefit from information sharing among datasets, e.g., population-based SHM of similar structures, the hierarchical Bayesian approach provides a useful modelling structure. Hierarchical Bayesian models learn…

Machine Learning · Computer Science 2024-01-04 T. A. Dardeno , K. Worden , N. Dervilis , R. S. Mills , L. A. Bull

Popular statistical software provides Bayesian information criterion (BIC) for multilevel models or linear mixed models. However, it has been observed that the combination of statistical literature and software documentation has led to…

Methodology · Statistics 2022-06-24 Sun-Joo Cho , Hao Wu , Matthew Naveiras

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

The statistical analysis of group studies in neuroscience is particularly challenging due to the complex spatio-temporal nature of the data, its multiple levels and the inter-individual variability in brain responses. In this respect,…

Methodology · Statistics 2025-05-15 Nicolò Margaritella , Vanda Inácio , Ruth King
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