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Bayesian model selection is premised on the assumption that the data are generated from one of the postulated models. However, in many applications, all of these models are incorrect (that is, there is misspecification). When the models are…

Methodology · Statistics 2021-12-10 Jonathan H. Huggins , Jeffrey W. Miller

The matrixdist R package provides a comprehensive suite of tools for the statistical analysis of matrix distributions, including phase-type, inhomogeneous phase-type, discrete phase-type, and related multivariate distributions. This paper…

Computation · Statistics 2025-03-11 Martin Bladt , Alaric Mueller , Jorge Yslas

High-dimensional data can be useful for causal inference by providing many confounders that may bolster the plausibility of the ignorability assumption. Propensity score methods are powerful tools for causal inference, are popular in health…

Methodology · Statistics 2017-10-10 Jacob Spertus , Sharon-Lise Normand

Statistical inference using pairwise comparison data is an effective approach to analyzing large-scale sparse networks. In this paper, we propose a general framework to model the mutual interactions in a network, which enjoys ample…

Machine Learning · Statistics 2022-03-11 Ruijian Han , Yiming Xu , Kani Chen

Models are often misspecified in practice, making model criticism a key part of Bayesian analysis. It is important to detect not only when a model is wrong, but which aspects are wrong, and to do so in a computationally convenient and…

Methodology · Statistics 2025-04-15 Christian T. Covington , Jeffrey W. Miller

Bayesian state and parameter estimation have been automated effectively in a variety of probabilistic programming languages. The process of model comparison on the other hand, which still requires error-prone and time-consuming manual…

Machine Learning · Computer Science 2023-08-01 Bart van Erp , Wouter W. L. Nuijten , Thijs van de Laar , Bert de Vries

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and…

Statistics Theory · Mathematics 2022-06-16 Heejong Bong , Alessandro Rinaldo

BDSAR is an R package which estimates distances between probability distributions and facilitates a dynamic and powerful analysis of diagnostics for Bayesian models from the class of Simultaneous Autoregressive (SAR) spatial models. The…

Computation · Statistics 2017-04-26 Ian M Danilevicz , Ricardo S Ehlers

In recurrent event studies, panel binary data arise when subjects are observed at discrete time points and only the recurrent event status within each observation window is recorded. Such data frequently occur in longitudinal studies due to…

Methodology · Statistics 2025-03-18 Pavithra Hariharan , P. G. Sankaran

This contribution introduces a novel statistical learning methodology based on the Bradley-Terry method for pairwise comparisons, where the novelty arises from the method's capacity to estimate the worth of objects for a primary attribute…

Methodology · Statistics 2025-11-26 Sjoerd Hermes , Joost van Heerwaarden , Pariya Behrouzi

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Methodology · Statistics 2017-04-28 Valeria Vitelli , Øystein Sørensen , Marta Crispino , Arnoldo Frigessi , Elja Arjas

Software development innovations and advances in computing have enabled more complex and less costly computations in medical research (survival analysis), engineering studies (reliability analysis), and social sciences event analysis…

Applications · Statistics 2020-03-25 Renato Valladares Panaro

Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even when other measures of model fit or forecasting ability…

Statistics Theory · Mathematics 2020-03-10 Oscar Oelrich , Shutong Ding , Måns Magnusson , Aki Vehtari , Mattias Villani

Physics increasingly uses Bayesian techniques for systematic data analysis and model-to-data comparison. This paper describes how these methods can be implemented to answer questions of relevance to teaching laboratories. It demonstrates…

Physics Education · Physics 2022-07-21 Matthew Heffernan

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…

Methodology · Statistics 2022-10-25 Konstantinos Perrakis , Thomas Lartigue , Frank Dondelinger , Sach Mukherjee

The Bradley-Terry (BT) model is a common and successful practice in reward modeling for Large Language Model (LLM) alignment. However, it remains unclear why this model -- originally developed for multi-player stochastic game matching --…

Artificial Intelligence · Computer Science 2025-01-28 Hao Sun , Yunyi Shen , Jean-Francois Ton

We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions,…

Methodology · Statistics 2022-06-07 Lindsay R. Berry , Paul Helman , Mike West

The R package walker extends standard Bayesian general linear models to the case where the effects of the explanatory variables can vary in time. This allows, for example, to model the effects of interventions such as changes in tax policy…

Computation · Statistics 2022-04-13 Jouni Helske

The family of cure models provides a unique opportunity to simultaneously model both the proportion of cured subjects (those not facing the event of interest) and the distribution function of time-to-event for susceptibles (those facing the…

Methodology · Statistics 2025-12-11 Panagiotis Papastamoulis , Fotios Milienos