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Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…

Machine Learning · Statistics 2025-06-18 Alisa Sheinkman , Sara Wade

We describe the Bedside Patient Rescue (BPR) project, the goal of which is risk prediction of adverse events for non-ICU patients using ~200 variables (vitals, lab results, assessments, ...). There are several missing predictor values for…

Probabilistic and set-based methods are two approaches for model invalidation, parameter and state estimation. Both classes of methods use different types of data, i.e. deterministic or probabilistic data, which allow different statements…

Optimization and Control · Mathematics 2013-11-28 Stefan Streif , Didier Henrion , Rolf Findeisen

It is useful to estimate the expected predictive performance of models planned to be used for prediction. We focus on leave-one-out cross-validation (LOO-CV), which has become a popular method for estimating predictive performance of…

Methodology · Statistics 2025-10-29 Tuomas Sivula , Måns Magnusson , Asael Alonzo Matamoros , Aki Vehtari

Accurately estimating high quantiles beyond the largest observed value is crucial for risk assessment and devising effective adaptation strategies to prevent a greater disaster. The generalized extreme value distribution is widely used for…

Methodology · Statistics 2026-02-24 Yonggwan Shin , Yire Shin , Jeong-Soo Park

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh

While COVID-19 has resulted in a significant increase in global mortality rates, the impact of the pandemic on mortality from other causes remains uncertain. To gain insight into the broader effects of COVID-19 on various causes of death,…

Applications · Statistics 2024-09-05 Wei Zhang , Antonietta Mira , Ernst C. Wit

Predicting mortality-related outcomes from images offers the prospect of accessible, noninvasive, and scalable health screening. We present a method that leverages pretrained vision transformer foundation models to estimate remaining…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Tristan Kenneweg , Philip Kenneweg , Barbara Hammer

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

Neural density estimators have proven remarkably powerful in performing efficient simulation-based Bayesian inference in various research domains. In particular, the BayesFlow framework uses a two-step approach to enable amortized parameter…

Methodology · Statistics 2022-11-10 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

Background: Assessment of long-term survival for health technology assessment often necessitates extrapolation beyond the duration of a clinical trial. Without robust methods and external data, extrapolations are unreliable. Flexible…

Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Quantitative Methods · Quantitative Biology 2023-11-10 Ryan J. Murphy , Oliver J. Maclaren , Matthew J. Simpson

Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…

Applications · Statistics 2014-01-13 Philip S. Boonstra , Bhramar Mukherjee , Jeremy M. G. Taylor

Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…

Machine Learning · Computer Science 2020-10-23 Andres R. Masegosa

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 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…

This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

Statistical Finance · Quantitative Finance 2008-12-02 K. Triantafyllopoulos

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

Widespread population aging has made it critical to understand death rates at old ages. However, studying mortality at old ages is challenging because the data are sparse: numbers of survivors and deaths get smaller and smaller with age. We…

Applications · Statistics 2018-03-29 Dennis M. Feehan
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