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Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

The recent work `A unified Bayesian inference framework for generalized linear models' \cite{meng1} shows that the GLM can be solved via iterating between the standard linear module (SLM) (running with standard Bayesian algorithm) and the…

Signal Processing · Electrical Eng. & Systems 2019-04-10 Jiang Zhu

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…

Methodology · Statistics 2020-10-19 Prateek Bansal , Rico Krueger , Daniel J. Graham

Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution…

Methodology · Statistics 2025-06-24 Fahad Mostafa , Md Rejuan Haque , Md Mostafijur Rahman , Farzana Nasrin

In many applications of LLMs, natural language responses often have an underlying structure such as representing discrete labels, numerical values, or graphs. Yet, existing decoding and uncertainty estimation methods operate only in…

Machine Learning · Computer Science 2026-05-25 Tim Tomov , Dominik Fuchsgruber , Stephan Günnemann

Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…

Methodology · Statistics 2024-03-08 Ryan P. Kelly , David J. Nott , David T. Frazier , David J. Warne , Chris Drovandi

Large language models (LLMs) have been proposed as alternatives to human experts for estimating unknown quantities with associated uncertainty, a process known as Bayesian elicitation. We test this by asking eleven LLMs to estimate…

Artificial Intelligence · Computer Science 2026-04-03 Luka Hobor , Mario Brcic , Mihael Kovac , Kristijan Poje

There remains an open question about the usefulness and the interpretation of Machine learning (MLE) approaches for discrimination of spatial patterns of brain images between samples or activation states. In the last few decades, these…

Machine Learning · Statistics 2022-09-22 JM Gorriz , R. Martin-Clemente , C. G. Puntonet , A. Ortiz , J. Ramirez , J. Suckling

Joint models (JMs) for longitudinal and time-to-event data are an important class of biostatistical models in health and medical research. When the study population consists of heterogeneous subgroups, the standard JM may be inadequate and…

Methodology · Statistics 2024-10-31 Sida Chen , Danilo Alvares , Marco Palma , Jessica K. Barrett

Distributed lag models (DLMs) express the cumulative and delayed dependence between pairs of time-indexed response and explanatory variables. In practical application, users of DLMs examine the estimated influence of a series of lagged…

Applications · Statistics 2018-01-23 Alastair Rushworth

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

Methodology · Statistics 2025-01-27 Jin Hyung Lee , Ben Seiyon Lee

In data science and machine learning, hierarchical parametric models, such as mixture models, are often used. They contain two kinds of variables: observable variables, which represent the parts of the data that can be directly measured,…

Machine Learning · Statistics 2015-04-20 Keisuke Yamazaki

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…

Machine Learning · Statistics 2015-03-26 Keisuke Yamazaki

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Bayesian synthetic likelihood (BSL) is now an established method for conducting approximate Bayesian inference in models where, due to the intractability of the likelihood function, exact Bayesian approaches are either infeasible or…

Methodology · Statistics 2020-06-12 David T. Frazier , Christopher Drovandi

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

Bayesian models of group learning are studied in Economics since the 1970s. and more recently in computational linguistics. The models from Economics postulate that agents maximize utility in their communication and actions. The Economics…

Statistics Theory · Mathematics 2023-08-10 Yash Deshpande , Elchanan Mossel , Youngtak Sohn

Bayesian synthetic likelihood (BSL) is a popular method for performing approximate Bayesian inference when the likelihood function is intractable. In synthetic likelihood methods, the likelihood function is approximated parametrically via…

Computation · Statistics 2020-07-06 Jacob W. Priddle , Christopher Drovandi

Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured…

Methodology · Statistics 2022-04-20 Daniel R. Kowal
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