Related papers: A hierarchical Bayesian model for measuring indivi…

This paper describes a hierarchical learning strategy for generating sparse representations of multivariate datasets. The hierarchy arises from approximation spaces considered at successively finer scales. A detailed analysis of stability,…

Estimating global pairwise interaction effects, i.e., the difference between the joint effect and the sum of marginal effects of two input features, with uncertainty properly quantified, is centrally important in science applications. We…

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

Perceptual judgments of sequential stimuli are systematically biased by prior expectations and by the temporal structure of sensory input. In haptic discrimination tasks, these effects often manifest as time-order asymmetries, whereby the…

The Linear Threshold Model is a widely used model that describes how information diffuses through a social network. According to this model, an individual adopts an idea or product after the proportion of their neighbors who have adopted it…

This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…

Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Reliable mortality estimates at the subnational level are essential in the study of health inequalities within a country. One of the difficulties in producing such estimates is the presence of small populations, where the stochastic…

We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We…

Efforts to model viral cascades provide a vital view into how they form and spread. A range of methods, such as Multivariate Hawkes Processes or network inference algorithms, attempt to decompose cascades into constituent components via…

We present a Bayesian procedure for estimation of pairwise intervention effects in a high-dimensional system of categorical variables. We assume that we have observational data generated from an unknown causal Bayesian network for which…

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-$\ell_1$-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection…