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Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Computation · Statistics 2022-03-18 Cosma Rohilla Shalizi

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in…

Monte Carlo methods to evaluate and maximize the likelihood function enable the construction of confidence intervals and hypothesis tests, facilitating scientific investigation using models for which the likelihood function is intractable.…

Methodology · Statistics 2017-02-13 Edward L. Ionides , Carles Breto , Joonha Park , Richard A. Smith , Aaron A. King

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Methodology · Statistics 2026-02-10 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Jonathan Weare

We describe an "embarrassingly parallel" method for Bayesian phylogenetic inference, annealed Sequential Monte Carlo, based on recent advances in the Sequential Monte Carlo literature such as adaptive determination of annealing parameters.…

Populations and Evolution · Quantitative Biology 2019-03-15 Liangliang Wang , Shijia Wang , Alexandre Bouchard-Côté

We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian…

Methodology · Statistics 2017-07-18 Clara Grazian , Brunero Liseo

We review recent progress in the understanding of the role of multiple- and simultaneous multiple merger coalescents as models for the genealogy in idealised and real populations with exceptional reproductive behaviour. In particular, we…

Probability · Mathematics 2021-07-22 Matthias Birkner , Jochen Blath

A group of approaches for calculating forensic likelihood ratios first calculates scores which quantify the degree of difference or the degree of similarity between pairs of samples, then converts those scores to likelihood ratios. In order…

Applications · Statistics 2016-12-28 Geoffrey Stewart Morrison

We define the Sampled Moran Genealogy Process, a continuous-time Markov process on the space of genealogies with the demography of the classical Moran process, sampled through time. To do so, we begin by defining the Moran Genealogy Process…

Populations and Evolution · Quantitative Biology 2020-10-21 Aaron A. King , Qianying Lin , Edward L. Ionides

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

The past several years have seen remarkable progress in generative models which produce convincing samples of images and other modalities. A shared component of many powerful generative models is a decoder network, a parametric deep neural…

Machine Learning · Computer Science 2017-06-08 Yuhuai Wu , Yuri Burda , Ruslan Salakhutdinov , Roger Grosse

Phylogenetic inference, the task of reconstructing how related sequences evolved from common ancestors, is a central objective in evolutionary genomics. The current state-of-the-art methods exploit probabilistic models of sequence evolution…

Populations and Evolution · Quantitative Biology 2026-02-19 Luc Blassel , Noémie Sauvage , Pierre Barrat-Charlaix , Bastien Boussau , Nicolas Lartillot , Laurent Jacob

The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…

Methodology · Statistics 2022-12-08 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo , Ana Protazio

A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…

Statistics Theory · Mathematics 2011-11-11 Christian Schäfer , Nicolas Chopin

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Methodology · Statistics 2026-03-03 Kiran Prajapat , Sharmishtha Mitra , Debasis Kundu

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

Gene gain-loss-duplication models are commonly based on continuous-time birth-death processes. Employed in a phylogenetic context, such models have been increasingly popular in studies of gene content evolution across multiple genomes.…

Populations and Evolution · Quantitative Biology 2021-07-27 Miklos Csuros

We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…

Methodology · Statistics 2023-03-09 Maicon J. Karling , Marc G. Genton , Simos G. Meintanis
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