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Complex systems can be modelled at various levels of detail. Ideally, causal models of the same system should be consistent with one another in the sense that they agree in their predictions of the effects of interventions. We formalise…

The multivariate Bayesian structural time series (MBSTS) model is a general machine learning model that deals with inference and prediction for multiple correlated time series, where one also has the choice of using a different candidate…

Methodology · Statistics 2023-02-07 Ning Ning , Jinwen Qiu

While it is well known that high levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, the exact nature of the dose response is less well understood. In particular, there is a pressing need to…

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…

Methodology · Statistics 2019-03-15 Klaus Kähler Holst , Esben Budtz-Jørgensen

We propose a class of sieve-based efficient estimators for structural models (SEES), which approximate the solution using a linear combination of basis functions and impose equilibrium conditions as a penalty to determine the best-fitting…

Econometrics · Economics 2025-02-25 Yao Luo , Peijun Sang

We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM are proposed. The goodness-of-fit test is derived from the…

Statistics Theory · Mathematics 2023-06-09 Shogo Kusano , Masayuki Uchida

We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…

Methodology · Statistics 2020-06-24 Yajuan Si , Rob Trangucci , Jonah Sol Gabry , Andrew Gelman

State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and epidemiology. In this paper we provide a fast approach for…

Machine Learning · Statistics 2018-11-22 Tom Ryder , Andrew Golighty , A. Stephen McGough , Dennis Prangle

The paper proposes a novel model assessment paradigm aiming to address shortcoming of posterior predictive $p-$values, which provide the default metric of fit for Bayesian structural equation modelling (BSEM). The model framework of the…

Methodology · Statistics 2022-06-30 Konstantinos Vamvourellis , Konstantinos Kalogeropoulos , Irini Moustaki

In this study, the combined use of structural equation modeling (SEM) and Bayesian network modeling (BNM) in causal inference analysis is revisited. The perspective highlights the debate between proponents of using BNM as either an…

Methodology · Statistics 2024-07-29 Edgar Benitez , Alvaro Balaguer

We present csSampling, an R package for estimation of Bayesian models for data collected from complex survey samples. csSampling combines functionality from the probabilistic programming language Stan (via the rstan and brms R packages) and…

Computation · Statistics 2023-08-15 Ryan Hornby , Matthew R. Williams , Terrance D. Savitsky , Mahmoud Elkasabi

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…

Methodology · Statistics 2024-07-30 Lucas Vogels , Reza Mohammadi , Marit Schoonhoven , S. Ilker Birbil

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

Ecologists and evolutionary biologists are relying on an increasingly sophisticated set of statistical tools to describe complex natural systems. One such tool that has gained increasing traction in the life sciences is structural equation…

Quantitative Methods · Quantitative Biology 2015-09-08 Jonathan S. Lefcheck

Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects. The structured model part is inspired by statistical models and can be used to infer the input-output…

Machine Learning · Computer Science 2024-01-24 Daniel Dold , David Rügamer , Beate Sick , Oliver Dürr

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. We derive the quasi-likelihood estimators for parameters in the SEM. The goodness-of-fit test based on the…

Statistics Theory · Mathematics 2022-10-24 Shogo Kusano , Masayuki Uchida

With the arrival of the R packages nlme and lme4, linear mixed models (LMMs) have come to be widely used in experimentally-driven areas like psychology, linguistics, and cognitive science. This tutorial provides a practical introduction to…

Methodology · Statistics 2020-01-17 Tanner Sorensen , Shravan Vasishth