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Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring…

Econometrics · Economics 2026-01-01 Yan Chen , Lihua Lei

When using R package tmbstan for Bayesian inference, the built-in feature Laplace approximation to the marginal likelihood with random effects integrated out can be switched on and off. There exists no guideline on whether Laplace…

Methodology · Statistics 2021-01-15 Yihan Cao , Jarle Tufto

The graph structure of a Bayesian network (BN) can be learned from data using the well-known score-and-search approach. Previous work has shown that incorporating structured representations of the conditional probability distributions…

Machine Learning · Computer Science 2022-06-22 Charupriya Sharma , Peter van Beek

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

The Statistical Finite Element Method (statFEM) offers a Bayesian framework for integrating computational models with observational data, thus providing improved predictions for structural health monitoring and digital twinning. This paper…

Computational Engineering, Finance, and Science · Computer Science 2025-03-26 Vahab Narouie , Henning Wessels , Fehmi Cirak , Ulrich Römer

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

Machine Learning · Computer Science 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

The random-effects or normal-normal hierarchical model is commonly utilized in a wide range of meta-analysis applications. A Bayesian approach to inference is very attractive in this context, especially when a meta-analysis is based only on…

Computation · Statistics 2020-04-29 Christian Röver

The need for accurate SQL progress estimation in the context of decision support administration has led to a number of techniques proposed for this task. Unfortunately, no single one of these progress estimators behaves robustly across the…

Databases · Computer Science 2012-01-04 Arnd Christian König , Bolin Ding , Surajit Chaudhuri , Vivek Narasayya

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2014-08-12 Ricardo Silva , Robert B. Gramacy

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2010-03-15 Ricardo Silva , Robert B. Gramacy

Structural transformation, the shift from agrarian economies to more diversified industrial and service-based systems, is a key driver of economic development. However, in low- and middle-income countries (LMICs), data scarcity and…

Applications · Statistics 2025-10-02 Ronald Katende

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the…

Applications · Statistics 2016-06-16 Annette Möller , Thordis L. Thorarinsdottir , Alex Lenkoski , Tilmann Gneiting

This paper discusses regularized estimators in the multivariate statistical model as tools naturally arising within a Bayesian framework. First, a link is established between Bayesian estimation and inference under parameter rounding…

Methodology · Statistics 2025-09-15 Jan Kalina

We develop pre-trained estimators for structural econometric models. The estimator uses a neural net to recognize the structural model's parameter from data patterns. Once trained, the estimator can be shared and applied to different…

Econometrics · Economics 2025-12-01 Yanhao 'Max' Wei , Zhenling Jiang

Structured variational autoencoders (SVAEs) combine probabilistic graphical model priors on latent variables, deep neural networks to link latent variables to observed data, and structure-exploiting algorithms for approximate posterior…

Machine Learning · Statistics 2023-05-29 Yixiu Zhao , Scott W. Linderman

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

Prediction is a classic challenge in spatial statistics and the inclusion of spatial covariates can greatly improve predictive performance when incorporated into a model with latent spatial effects. It is desirable to develop flexible…

Methodology · Statistics 2025-02-24 Alex Ziyu Jiang , Jon Wakefield

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos

We introduce methodology to bridge scenario analysis and model-based risk forecasting, leveraging their respective strengths in policy settings. Our Bayesian framework addresses the fundamental challenge of reconciling judgmental narrative…

Econometrics · Economics 2025-05-09 Tobias Adrian , Domenico Giannone , Matteo Luciani , Mike West
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