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To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…

Machine Learning · Statistics 2019-01-03 Jackson Gorham , Lester Mackey

Inferring how an epidemic will progress and what actions to take when presented with limited information is of critical importance for epidemiologists and health professionals. In real world settings, epidemiology data can be scarce or…

Computation · Statistics 2022-11-02 Georgios Efstathiadis

Stochastic epidemic models provide an interpretable probabilistic description of the spread of a disease through a population. Yet, fitting these models to partially observed data is a notoriously difficult task due to intractability of the…

Computation · Statistics 2022-10-21 Raphael Morsomme , Jason Xu

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

We introduce inference trees (ITs), a new class of inference methods that build on ideas from Monte Carlo tree search to perform adaptive sampling in a manner that balances exploration with exploitation, ensures consistency, and alleviates…

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

In this paper, we develop a method to estimate the infection-rate of a disease, over a region, as a field that varies in space and time. To do so, we use time-series of case-counts of symptomatic patients as observed in the areal units that…

Applications · Statistics 2024-06-19 Cosmin Safta , Wyatt Bridgman , Jaideep Ray

We develop a Bayesian non-parametric framework based on multi-task Gaussian processes, appropriate for temporal shrinkage. We focus on a particular class of dynamic hierarchical models to obtain evidence-based knowledge of infectious…

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

Lifetime data with spatial correlations are often collected for analysis in modern engineering, clinical, and medical applications. For such spatial lifetime data, statistical models usually account for the spatial dependence through…

Methodology · Statistics 2025-07-15 Yueyao Wang , Yili Hong , Laura Freeman , Xinwei Deng

We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility…

Methodology · Statistics 2026-05-15 Kilani Ghoudi , Bouchra R. Nasri , Bruno N. Remillard

We study the problems of estimating the past and future evolutions of two diffusion processes that spread concurrently on a network. Specifically, given a known network $G=(V, \overrightarrow{E})$ and a (possibly noisy) snapshot…

Social and Information Networks · Computer Science 2023-10-31 Nouman Khan , Kangle Mu , Mehrdad Moharrami , Vijay Subramanian

We propose a mathematical model based on probability theory to optimize COVID-19 testing by a multi-step batch testing approach with variable batch sizes. This model and simulation tool dramatically increase the efficiency and efficacy of…

Methodology · Statistics 2021-01-11 Hongshik Ahn , Haoran Jiang , Xiaolin Li

Bayesian hierarchical linear models provide a natural framework to analyze nested and clustered data. Classical estimation with Markov chain Monte Carlo produces well calibrated posterior distributions but becomes computationally expensive…

Methodology · Statistics 2025-12-16 Cristian Parra-Aldana , Juan Sosa

Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…

Machine Learning · Statistics 2024-10-11 Andrew Zammit-Mangion , Matthew Sainsbury-Dale , Raphaël Huser

Discrete choice models are commonly used by applied statisticians in numerous fields, such as marketing, economics, finance, and operations research. When agents in discrete choice models are assumed to have differing preferences, exact…

Methodology · Statistics 2010-06-04 Michael Braun , Jon McAuliffe

Discrete and Continuous Dynamics is the first in a series of articles on Network Models for Epidemiology. This project began in the Fall quarter of 2014 in my continuous modeling course. Since then, it has taken off and turned into a series…

Populations and Evolution · Quantitative Biology 2015-11-04 Edward Rusu

In Part 1, we introduced a stochastic model of an infectious disease, based on the BDI (birth and death with immigration) process. We showed that random processes defined by this model can capture the essence of the stochastic, often…

Populations and Evolution · Quantitative Biology 2021-01-28 Hisashi Kobayashi

Epidemiologists use a variety of statistical algorithms for the early detection of outbreaks. The practical usefulness of such methods highly depends on the trade-off between the detection rate of outbreaks and the chances of raising a…

Machine Learning · Computer Science 2019-07-18 Moritz Kulessa , Eneldo Loza Mencía , Johannes Fürnkranz

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines