Related papers: varstan: An R package for Bayesian analysis of str…
A hierarchical logistic regression Bayesian model is proposed and implemented in R to model the probability of patient improvement corresponding to any given dosage of a certain drug. RStan is used to obtain samples from the posterior…
Bayesian Additive Regression Trees (BART) are a powerful ensemble learning technique for modeling nonlinear regression functions. Although initially BART was proposed for predicting only continuous and binary response variables, over the…
We present a bayesassurance R package that computes the Bayesian assurance under various settings characterized by different assumptions and objectives. The package offers a constructive set of simulation-based functions suitable for…
For an observed response that is composed by a set - or vector - of positive values that sum up to 1, the Dirichlet distribution (Bol'shev, 2018) is a helpful mathematical construction for the quantification of the data-generating mechanics…
The R package BNSP provides a unified framework for semiparametric location-scale regression and stochastic search variable selection. The statistical methodology that the package is built upon utilizes basis function expansions to…
The INLA package provides a tool for computationally efficient Bayesian modeling and inference for various widely used models, more formally the class of latent Gaussian models. It is a non-sampling based framework which provides…
A threshold autoregressive (TAR) model is a powerful tool for analyzing nonlinear multivariate time series, which includes special cases like self-exciting threshold autoregressive (SETAR) models and vector autoregressive (VAR) models. In…
Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…
We consider the scenario where the parameters of a probabilistic model are expected to vary over time. We construct a novel prior distribution that promotes sparsity and adapts the strength of correlation between parameters at successive…
We describe an R package developed by the research group Turbulence, Wind energy and Stochastics (TWiSt) at the Carl von Ossietzky University of Oldenburg, which extracts the (stochastic) evolution equation underlying a set of data or…
Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…
We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type,…
VARCLUST algorithm is proposed for clustering variables under the assumption that variables in a given cluster are linear combinations of a small number of hidden latent variables, corrupted by the random noise. The entire clustering task…
We propose a Bayesian vector autoregressive (VAR) model for mixed-frequency data. Our model is based on the mean-adjusted parametrization of the VAR and allows for an explicit prior on the 'steady states' (unconditional means) of the…
Post-treatment confounding is a common problem in causal inference, including special cases of noncompliance, truncation by death, surrogate endpoint, etc. Principal stratification (Frangakis and Rubin 2002) is a general framework for…
The Heckman selection model is widely used in econometric analysis and other social sciences to address sample selection bias in data modeling. A common assumption in Heckman selection models is that the error terms follow an independent…
Ordinal user-provided ratings across multiple items are frequently encountered in both scientific and commercial applications. Whilst recommender systems are known to do well on these type of data from a predictive point of view, their…
This manuscript provides step-by-step instructions for implementing Bayesian functional regression models using Stan. Extensive simulations indicate that the inferential performance of the methods is comparable to that of state-of-the-art…
The gmwm R package for inference on time series models is mainly based on the quantity called wavelet variance which is derived from a wavelet decomposition of a time series. This quantity provides a means to summarize and graphically…
The R package SamplingStrata was developed in 2011 as an instrument to optimize the design of stratified samples. The optimization is performed by considering the stratification variables available in the sampling frame, and the precision…