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Assuming X is a random vector and A a non-invertible matrix, one sometimes need to perform inference while only having access to samples of Y = AX. The corresponding likelihood is typically intractable. One may still be able to perform…

Computation · Statistics 2024-10-25 Théo Voldoire , Nicolas Chopin , Guillaume Rateau , Robin J. Ryder

Stochastic compartmental models are important tools for understanding the course of infectious diseases epidemics in populations and in prospective evaluation of intervention policies. However, calculating the likelihood for discretely…

Computation · Statistics 2018-07-26 Lam Si Tung Ho , Forrest W. Crawford , Marc A. Suchard

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the community structure under sparsity bounds comparable to…

Statistics Theory · Mathematics 2021-08-17 B. J. K. Kleijn , J. van Waaij

To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…

Statistics Theory · Mathematics 2017-11-28 B. J. K. Kleijn

Following the critical review of Seaman et al. (2012), we reflect on what is presumably the most essential aspect of Bayesian statistics, namely the selection of a prior density. In some cases, Bayesian inference remains fairly stable under…

Methodology · Statistics 2014-07-23 Kaniav Kamary , Christian P. Robert

The effective reproduction number $R_t$ measures an infectious disease's transmissibility as the number of secondary infections in one reproduction time in a population having both susceptible and non-susceptible hosts. Current approaches…

Methodology · Statistics 2020-12-04 Marcos A. Capistrán , Antonio Capella , J. Andrés Christen

With the prevailing efforts to combat the coronavirus disease 2019 (COVID-19) pandemic, there are still uncertainties that are yet to be discovered about its spread, future impact, and resurgence. In this paper, we present a three-stage…

Machine Learning · Statistics 2024-06-19 Oluwaseun T. Ajayi , Yu Cheng

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

An important yet underexplored question in the PAC-Bayes literature is how much tightness we lose by restricting the posterior family to factorized Gaussian distributions when optimizing a PAC-Bayes bound. We investigate this issue by…

Machine Learning · Statistics 2023-11-01 Szilvia Ujváry , Gergely Flamich , Vincent Fortuin , José Miguel Hernández Lobato

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

Planning, implementation and evaluation of public health policies to control the human immunodeficiency virus (HIV) epidemic require regular monitoring of disease burden. This includes the proportion living with HIV, whether diagnosed or…

Methodology · Statistics 2014-05-20 Daniela De Angelis , Anne M. Presanis , Stefano Conti , A. E. Ades

We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform…

Instrumentation and Methods for Astrophysics · Physics 2013-11-05 Sebastian Dorn , Niels Oppermann , Torsten A. Enßlin

Mechanistic models fit to streaming surveillance data are critical to understanding the transmission dynamics of an outbreak as it unfolds in real-time. However, transmission model parameter estimation can be imprecise, and sometimes even…

In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…

Methodology · Statistics 2013-07-01 Diego Salmeron , Juan Antonio Cano , C. P. Robert

We adapt the hybrid mechanistic-statistical approach of Ref. [1] to estimate the total number of undocumented Covid-19 infections in Cuba. This scheme is based on the maximum likelihood estimation of a SIR-like model parameters for the…

Populations and Evolution · Quantitative Biology 2020-08-11 Gabriel Gil , Alejandro Lage-Castellanos

Bayesian model-averaged meta-analysis allows quantification of evidence for both treatment effectiveness $\mu$ and across-study heterogeneity $\tau$. We use the Cochrane Database of Systematic Reviews to develop discipline-wide empirical…

Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…

Statistics Theory · Mathematics 2020-09-14 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…

Machine Learning · Statistics 2024-05-22 Xuezhen Li , Can M. Le
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