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In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…

Machine Learning · Computer Science 2024-08-08 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require $O(n)$ flops per function evaluation. Using our new approximation, an algorithm is…

Statistics Theory · Mathematics 2016-11-04 A. Ian McLeod , Ying Zhang

Posterior predictive p-values (ppps) have become popular tools for Bayesian model assessment, being general-purpose and easy to use. However, interpretation can be difficult because their distribution is not uniform under the hypothesis…

Methodology · Statistics 2024-02-01 Sally Paganin , Perry de Valpine

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee

fixest is an R package for fast and flexible econometric estimation. It provides a unified framework for applied research, with comprehensive support for a diverse class of models: ordinary least squares, instrumental variables, generalized…

Econometrics · Economics 2026-04-06 Laurent R. Bergé , Kyle Butts , Grant McDermott

Contemporary empirical applications frequently require flexible regression models for complex response types and large tabular or non-tabular, including image or text, data. Classical regression models either break down under the…

Computation · Statistics 2024-05-29 Lucas Kook , Philipp FM Baumann , Oliver Dürr , Beate Sick , David Rügamer

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

We introduce the C++ application and R package ranger. The software is a fast implementation of random forests for high dimensional data. Ensembles of classification, regression and survival trees are supported. We describe the…

Machine Learning · Statistics 2018-05-18 Marvin N. Wright , Andreas Ziegler

Ecologists and evolutionary biologists are relying on an increasingly sophisticated set of statistical tools to describe complex natural systems. One such tool that has gained increasing traction in the life sciences is structural equation…

Quantitative Methods · Quantitative Biology 2015-09-08 Jonathan S. Lefcheck

In this paper we describe the main featuress of the Bergm package for the open-source R software which provides a comprehensive framework for Bayesian analysis for exponential random graph models: tools for parameter estimation, model…

Computation · Statistics 2014-01-29 Alberto Caimo , Nial Friel

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees. Substitutions in sequences are modelled through a continuous-time Markov process, characterised by an instantaneous rate matrix, which standard…

Populations and Evolution · Quantitative Biology 2020-07-20 Naomi E. Hannaford , Sarah E. Heaps , Tom M. W. Nye , Tom A. Williams , T. Martin Embley

CRISPR technology has enabled large-scale cell lineage tracing for complex multicellular organisms by mutating synthetic genomic barcodes during organismal development. However, these sophisticated biological tools currently use ad-hoc and…

Quantitative Methods · Quantitative Biology 2019-04-02 Jean Feng , William S DeWitt , Aaron McKenna , Noah Simon , Amy Willis , Frederick A Matsen

Random forests are a sensible non-parametric model to predict competing risk data according to some covariates. However, there are currently no packages that can adequately handle large datasets ($n > 100,000$). We introduce a new R…

Methodology · Statistics 2022-07-26 Joel Therrien , Jiguo Cao

In Bayesian statistics, the marginal likelihood (ML) is the key ingredient needed for model comparison and model averaging. Unfortunately, estimating MLs accurately is notoriously difficult, especially for models where posterior simulation…

Computation · Statistics 2023-12-12 Dennis Christensen , Per August Jarval Moen

This work presents a guide for the use of some of the functions of the multiColl package in R for the detection of near-multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software,…

Computation · Statistics 2021-07-08 R. Salmerón , C. B. García , J. García

Classification of gene trees is an important task both in the analysis of multi-locus phylogenetic data, and assessment of the convergence of Markov Chain Monte Carlo (MCMC) analyses used in Bayesian phylogenetic tree reconstruction. The…

Combinatorics · Mathematics 2024-06-10 Georgios Aliatimis , Ruriko Yoshida , Burak Boyaci , James A. Grant

A method was developed for Bayesian inference of species phylogeny using the multi-species coalescent model. To improve the mixing properties of the Markov chain Monte Carlo (MCMC) algorithm that traverses the space of species trees, we…

Populations and Evolution · Quantitative Biology 2015-12-15 Bruce Rannala , Ziheng Yang

Estimating sample size and statistical power is an essential part of a good study design. This R package allows users to conduct power analysis based on Monte Carlo simulations in settings in which consideration of the correlations between…

Methodology · Statistics 2024-04-16 Phuc H. Nguyen , Stephanie M. Engel , Amy H. Herring

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

Phylogenetic comparative methods explore the relationships between quantitative traits adjusting for shared evolutionary history. This adjustment often occurs through a Brownian diffusion process along the branches of the phylogeny that…

Methodology · Statistics 2017-01-27 Max R. Tolkoff , Michael L. Alfaro , Guy Baele , Philippe Lemey , Marc A. Suchard