Related papers: Bayesian Panel Quantile Regression for Binary Outc…

We consider a heteroscedastic regression model in which some of the regression coefficients are zero but it is not known which ones. Penalized quantile regression is a useful approach for analyzing such data. By allowing different…

A well known identifiability issue in factor analytic models is the invariance with respect to orthogonal transformations. This problem burdens the inference under a Bayesian setup, where Markov chain Monte Carlo (MCMC) methods are used to…

Epigenetic observations are represented by the total number of reads from a given pool of cells and the number of methylated reads, making it reasonable to model this data by a binomial distribution. There are numerous factors that can…

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

This paper develops a unified framework for estimating continuous outcomes under multiple treatment levels in observational studies. We integrate the Generalized Propensity Score (GPS), Covariate Balancing Propensity Score (CBPS), and…

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

In this paper, we study the effects of using an algorithm-based risk assessment instrument to support the prediction of risk of criminalrecidivism. The instrument we use in our experiments is a machine learning version ofRiskEval(name…

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health…

Observational time series data often exhibit both cyclic temporal trends and autocorrelation and may also depend on covariates. As such, there is a need for flexible regression models that are able to capture these trends and model any…

Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…

Quantile regression has become a valuable tool to analyze heterogeneous covaraite-response associations that are often encountered in practice. The development of quantile regression methodology for high-dimensional covariates primarily…

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…

Social scientists often study how a policy reform impacted a single targeted country. Increasingly, this is done with the synthetic control method (SCM). SCM models the country's counterfactual (non-reform or untreated) trajectory as a…

Predictive coding (PC) accounts of perception now form one of the dominant computational theories of the brain, where they prescribe a general algorithm for inference and learning over hierarchical latent probabilistic models. Despite this,…