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Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Bayesian inference for statistical models with a hierarchical structure is often characterized by specification of priors for parameters at different levels of the hierarchy. When higher level parameters are functions of the lower level…

Methodology · Statistics 2025-02-04 Ken B. Newman , Cristiano Villa , Ruth King

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…

Methodology · Statistics 2024-06-07 Mingang Kim , Mikhail N. Koffarnus , Christopher T Franck

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

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.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

We propose a class of transformation hazard models for right-censored failure time data. It includes the proportional hazards model (Cox) and the additive hazards model (Lin and Ying) as special cases. Due to the requirement of a…

Statistics Theory · Mathematics 2007-06-13 Gousheng Yin , Joseph G. Ibrahim

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

The accuracy and precision of high-energy spallation models are key issues for the design and development of new applications and experiments. We present a method to estimate model parameters and associated uncertainties by leveraging the…

High Energy Physics - Phenomenology · Physics 2024-06-28 Jason Hirtz , Jean-Christophe David , Joseph Cugnon , Ingo Leya , José Luís Rodríguez-Sánchez , Georg Schnabel

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…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Random effects model can account for the lack of fitting a regression model and increase precision of estimating area-level means. However, in case that the synthetic mean provides accurate estimates, the prior distribution may inflate an…

Methodology · Statistics 2016-12-05 Shonosuke Sugasawa , Tatsuya Kubokawa , Kota Ogasawara

We consider heteroscedastic nonparametric regression models, when both the mean function and variance function are unknown and to be estimated with nonparametric approaches. We derive convergence rates of posterior distributions for this…

Statistics Theory · Mathematics 2010-10-07 Yuao Hu

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

We study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual…

Applications · Statistics 2016-05-09 F. J. Rubio , K. Yu

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

Methodology · Statistics 2020-05-20 Jami J. Mulgrave , Subhashis Ghosal

In nonlinear regression models the Fisher information depends on the parameters of the model. Consequently, optimal designs maximizing some functional of the information matrix cannot be implemented directly but require some preliminary…

Methodology · Statistics 2013-11-05 Ina Burghaus , Holger Dette