Related papers: An Approximate Bayesian Approach to Model-assisted…
The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…
We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…
Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…
This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…
We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…
The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…
Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…
The usage of machine learning methods in traditional surveys including official statistics, is still very limited. Therefore, we propose a predictor supported by these algorithms, which can be used to predict any population or subpopulation…
Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…
Model-assisted estimation combines sample survey data with auxiliary information to increase precision when estimating finite population quantities. Accurately estimating the variance of model-assisted estimators is challenging: the…
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
Variable selection for a multiple regression model (Noisy Linear Perceptron) is studied with a mean field approximation. In our Bayesian framework, variable selection is formulated as estimation of discrete parameters that indicate a subset…
Fine stratification survey is useful in many applications as its point estimator is unbiased, but the variance estimator under the design cannot be easily obtained, particularly when the sample size per stratum is as small as one unit. One…
This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…
Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
We present a new method in problems where estimates are needed for finite population domains with small or even zero sample sizes. In contrast to known estimation methods, an auxiliary information is used to model sizes of population units…
Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator…
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…