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Environmental epidemiology has traditionally examined single exposure one at a time. Advances in exposure assessment and statistical methods now enable studies of multiple exposures and their combined health impacts. Bayesian Kernel Machine…

Methodology · Statistics 2026-02-02 Danlu Zhang , Stephanie M. Eick , Howard H. Chang

The field of environmental epidemiology has placed an increasing emphasis on understanding the health effects of mixtures of metals, chemicals, and pollutants in recent years. Bayesian Kernel Machine Regression (BKMR) is a statistical…

Bayesian Kernel Machine Regression (BKMR) has emerged as a powerful tool to detect negative health effects from exposure to complex multi-pollutant mixtures. However, its performance is degraded when data deviate from normality. In this…

Computation · Statistics 2026-01-01 Kazi Tanvir Hasan , Gabriel Odom , Zoran Bursac , Boubakari Ibrahimou

An important goal of environmental epidemiology is to quantify the complex health risks posed by a wide array of environmental exposures. In analyses focusing on a smaller number of exposures within a mixture, flexible models like Bayesian…

Methodology · Statistics 2024-09-27 Glen McGee , Brent A. Coull , Ander Wilson

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the…

Computation · Statistics 2025-06-12 Oskar Gustafsson , Mattias Villani

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Methodology · Statistics 2026-05-14 Laura Battaglia , Stefano Cortinovis , Chris Holmes , David T. Frazier , Jack Jewson

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

The results from Genome-Wide Association Studies (GWAS) on thousands of phenotypes provide an unprecedented opportunity to infer the causal effect of one phenotype (exposure) on another (outcome). Mendelian randomization (MR), an…

Methodology · Statistics 2019-04-30 Jia Zhao , Jingsi Ming , Xianghong Hu , Gang Chen , Jin Liu , Can Yang

When exposure measurement error (EME), confounder measurement error (CME), or both are present, health effect estimates regarding exposure mixtures and critical exposure time-window may not represent the true effects. For example, in air…

Statistics Theory · Mathematics 2025-05-28 Honghyok Kim

A key goal of environmental health research is to assess the risk posed by mixtures of pollutants. As epidemiologic studies of mixtures can be expensive to conduct, it behooves researchers to incorporate prior knowledge about mixtures into…

Methodology · Statistics 2022-04-04 Glen McGee , Ander Wilson , Brent A Coull , Thomas F Webster

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Statistics Theory · Mathematics 2025-07-18 Chenyang Zhong , Sumit Mukherjee , Bodhisattva Sen

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Machine Learning · Statistics 2025-11-18 Marguerite Petit-Talamon , Marc Lambert , Anna Korba

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…

Machine Learning · Statistics 2026-01-22 Felix Schur , Niklas Pfister , Peng Ding , Sach Mukherjee , Jonas Peters

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…

Machine Learning · Statistics 2026-01-30 Dongyue Xie , Wanrong Zhu , Matthew Stephens

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Machine Learning · Statistics 2025-04-15 Alex Glyn-Davies , Arnaud Vadeboncoeur , O. Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and output when the…

Statistical Finance · Quantitative Finance 2024-01-02 Udai Nagpal , Krishan Nagpal

Studies investigating the causal effects of spatially varying exposures on outcomes often rely on observational and spatially indexed data. A prevalent challenge is unmeasured spatial confounding, where an unobserved spatially varying…

Methodology · Statistics 2025-11-19 Sophie M. Woodward , Mauricio Tec , Francesca Dominici
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