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Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…

Machine Learning · Computer Science 2025-04-25 Dawei Zhan , Zhaoxi Zeng , Shuoxiao Wei , Ping Wu

Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…

Statistics Theory · Mathematics 2014-07-28 Naveen Naidu Narisetty , Xuming He

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…

Methodology · Statistics 2015-01-07 Bala Rajaratnam , Steven Roberts , Doug Sparks , Onkar Dalal

Small area estimation (SAE) improves estimates for local communities or groups, such as counties, neighborhoods, or demographic subgroups, when data are insufficient for each area. This is important for targeting local resources and…

Methodology · Statistics 2026-01-28 Rayleigh Lei , Yajuan Si

The paper delineates a proper statistical setting for defining the sampling design for a small area estimation problem. This problem is often treated only via indirect estimation using the values of the variable of interest also from…

Methodology · Statistics 2023-03-16 Piero Demetrio Falorsi , Stefano Falorsi , Vincenzo Nardelli , Paolo Righi

In employing spatial regression models for counts, we usually meet two issues. First, ignoring the inherent collinearity between covariates and the spatial effect would lead to causal inferences. Second, real count data usually reveal over…

Methodology · Statistics 2021-05-21 Mahsa Nadifar , Hossein Baghishani , Afshin Fallah

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

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…

Optimization and Control · Mathematics 2025-02-17 Sandra Pieraccini , Tommaso Vanzan

Bayesian hierarchical methods implemented for small area estimation focus on reducing the noise variation in published government official statistics by borrowing information among dependent response values. Even the most flexible models…

Methodology · Statistics 2015-08-05 Terrance D. Savitsky

Unintended pregnancy and abortion estimates are needed to inform and motivate investment in global health programmes and policies. Variability in the availability and reliability of data poses challenges for producing estimates. We…

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Statistics Theory · Mathematics 2026-03-17 Yanjun Han , Abhishek Shetty , Jacob Shkrob

Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-08-04 Hauke F. Maathuis , Roeland De Breuker , Saullo G. P. Castro

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

The demand for extracting rules from high dimensional real world data is increasing in various fields. However, the possible redundancy of such data sometimes makes it difficult to obtain a good generalization ability for novel samples. To…

Disordered Systems and Neural Networks · Physics 2009-11-11 Shinsuke Uda , Yoshiyuki Kabashima