Related papers: A Latent Mixture Model for Heterogeneous Causal Me…

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

This paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the marginal residual terms are assumed uncorrelated and homoscedastic with possibly different standard…

Numerous statistical methods have been developed to explore genomic imprinting and maternal effects, which are causes of parent-of-origin patterns in complex human diseases. However, most of them either only model one of these two…

The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…

In Mendelian randomization (MR) studies, genetic variants are used as instrumental variables (IVs) to investigate causal relationships between exposures and outcomes based on observational data. However, numerous genetic studies have shown…

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Recent progress on the theory of variational hypocoercivity established that Randomized Hamiltonian Monte Carlo -- at criticality -- can achieve pronounced acceleration in its convergence and hence sampling performance over diffusive…

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Multivariable Mendelian Randomization (MVMR) estimates the direct causal effects of multiple risk factors on an outcome using genetic variants as instruments. The growing availability of summary-level genetic data has created opportunities…

Multivariate Mendelian randomization (MVMR) is a statistical technique that uses sets of genetic instruments to estimate the direct causal effects of multiple exposures on an outcome of interest. At genomic loci with pleiotropic gene…

Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…

The multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty quantification in PDE models. It combines approximations at different levels of accuracy using a hierarchy of…

In the past decade, the increased availability of genome-wide association studies summary data has popularized Mendelian Randomization (MR) for conducting causal inference. MR analyses, incorporating genetic variants as instrumental…

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Our approach to Mendelian Randomization (MR) analysis is designed to increase reproducibility of causal effect "discoveries" by: (i) using a Bayesian approach to inference; (ii) replacing the point null hypothesis with a region of practical…

Analyses in high energy physics aim to put the Standard Model---the commonly accepted theory---to test. For convincing conclusions, analysis methods are needed which offer an unambiguous comparison between data and theory while allowing…

Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…

Mendelian randomization is a powerful tool for inferring the presence, or otherwise, of causal effects from observational data. However, the nature of genetic variants is such that pleiotropy remains a barrier to valid causal effect…

Standard Mendelian randomization analysis can produce biased results if the genetic variant defining the instrumental variable (IV) is confounded and/or has a horizontal pleiotropic effect on the outcome of interest not mediated by the…

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…