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Bayesian neural networks (BNN) promise to combine the predictive performance of neural networks with principled uncertainty modeling important for safety-critical systems and decision making. However, posterior uncertainty estimates depend…

Machine Learning · Computer Science 2025-06-06 Tristan Cinquin , Robert Bamler

Accounting for exposure measurement errors has been recognized as a crucial problem in environmental epidemiology for over two decades. Bayesian hierarchical models offer a coherent probabilistic framework for evaluating associations…

Methodology · Statistics 2024-01-17 Changwoo J. Lee , Elaine Symanski , Amal Rammah , Dong Hun Kang , Philip K. Hopke , Eun Sug Park

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…

Methodology · Statistics 2024-06-14 Anjana Wijayawardhana , David Gunawan , Thomas Suesse

The main computational challenge in Bayesian inference is to compute integrals against a high-dimensional posterior distribution. In the past decades, variational inference (VI) has emerged as a tractable approximation to these integrals,…

Statistics Theory · Mathematics 2024-01-09 Anya Katsevich , Philippe Rigollet

We study empirical Bayes (EB) predictive density estimation in linear mixed models (LMMs) with large number of units, which induce a high dimensional random effects space. Focusing on Kullback Leibler (KL) risk minimization, we develop a…

Methodology · Statistics 2026-03-31 Abir Sarkar , Gourab Mukherjee , Keisuke Yano

Variational inference (VI) is a specific type of approximate Bayesian inference that approximates an intractable posterior distribution with a tractable one. VI casts the inference problem as an optimization problem, more specifically, the…

Machine Learning · Computer Science 2022-12-20 Felix Leibfried

Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental…

Machine Learning · Computer Science 2020-07-17 Rahul Singh , Maneesh Sahani , Arthur Gretton

An important objective in environmental risk assessment is estimation of minimum exposure levels, called Benchmark Doses (BMDs) that induce a pre-specified Benchmark Response (BMR) in a target population. Established inferential approaches…

Methodology · Statistics 2014-06-12 Qijun Fang , Walter W. Piegorsch , Katherine Y. Barnes

Statistical methods for identifying harmful chemicals in a correlated mixture often assume linearity in exposure-response relationships. Non-monotonic relationships are increasingly recognised (e.g., for endocrine-disrupting chemicals);…

Applications · Statistics 2020-11-11 Nina Lazarevic , Luke D. Knibbs , Peter D. Sly , Adrian G. Barnett

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

Spatial whole-brain Bayesian modeling of task-related functional magnetic resonance imaging (fMRI) is a great computational challenge. Most of the currently proposed methods therefore do inference in subregions of the brain separately or do…

Computation · Statistics 2017-01-03 Per Sidén , Anders Eklund , David Bolin , Mattias Villani

Exposures to environmental chemicals during gestation can alter health status later in life. Most studies of maternal exposure to chemicals during pregnancy have focused on a single chemical exposure observed at high temporal resolution.…

Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model…

Machine Learning · Statistics 2015-02-27 Ryan Giordano , Tamara Broderick

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani

Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…

Applications · Statistics 2024-03-07 Dongkyu Derek Cho , Won Chang , Jaewoo Park

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 2024-06-11 Tom Huix , Anna Korba , Alain Durmus , Eric Moulines

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

Variational Inference (VI) provides a scalable framework for Bayesian inference by optimizing the Evidence Lower Bound (ELBO), but convergence analysis remains challenging due to the objective's non-convexity and non-smoothness in Euclidean…

Machine Learning · Statistics 2025-10-20 Sushil Bohara , Amedeo Roberto Esposito

Variational inference (VI) provides fast approximations of a Bayesian posterior in part because it formulates posterior approximation as an optimization problem: to find the closest distribution to the exact posterior over some family of…

Machine Learning · Statistics 2017-03-03 Fangjian Guo , Xiangyu Wang , Kai Fan , Tamara Broderick , David B. Dunson