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Model uncertainty is pervasive in real world analysis situations and is an often-neglected issue in applied statistics. However, standard approaches to the research process do not address the inherent uncertainty in model building and,…

Methodology · Statistics 2024-03-01 Mariana Nold , Florian Meinfelder , David Kaplan

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

Machine Learning · Computer Science 2022-06-28 Christopher Tran , Elena Zheleva

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…

Machine Learning · Statistics 2016-07-12 Garret Vo , Debdeep Pati

In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means $\{ \mu_1, \mu_2, \mu_3\}$ through an analysis of variance…

Methodology · Statistics 2025-01-08 Guido Consonni , Roberta Paroli

Bayesian sociality models provide a scalable and flexible alternative for network analysis, capturing degree heterogeneity through actor-specific parameters while mitigating the identifiability challenges of latent space models. This paper…

Methodology · Statistics 2025-03-20 Juan Sosa , Carlo Martínez

Multilevel or hierarchical data structures can occur in many areas of research, including economics, psychology, sociology, agriculture, medicine, and public health. Over the last 25 years, there has been increasing interest in developing…

Methodology · Statistics 2018-01-08 Bernet S. Kato , Carel F. W. Peeters

An algorithm for automated construction of a sparse Bayesian network given an unstructured probabilistic model and causal domain information from an expert has been developed and implemented. The goal is to obtain a network that explicitly…

Artificial Intelligence · Computer Science 2013-04-08 Sampath Srinivas , Stuart Russell , Alice M. Agogino

Economic evaluations from individual-level data are an important component of the process of technology appraisal, with a view to informing resource allocation decisions. A critical problem in these analyses is that both effectiveness and…

Applications · Statistics 2018-02-01 Andrea Gabrio , Alexina J. Mason , Gianluca Baio

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…

Methodology · Statistics 2012-12-06 XuanLong Nguyen

Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…

Theoretical Economics · Economics 2026-05-05 Shuhua Si

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

We commonly assume that data are a homogeneous set of observations when learning the structure of Bayesian networks. However, they often comprise different data sets that are related but not homogeneous because they have been collected in…

Machine Learning · Statistics 2022-11-16 Marco Scutari , Christopher Marquis , Laura Azzimonti

We consider the problem of choosing between parametric models for a discrete observable, taking a Bayesian approach in which the within-model prior distributions are allowed to be improper. In order to avoid the ambiguity in the marginal…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Monica Musio , Silvia Columbu

In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…

Econometrics · Economics 2020-06-30 Zhihua Ma , Yishu Xue , Guanyu Hu

As an intrinsic and fundamental property of big data, data heterogeneity exists in a variety of real-world applications, such as precision medicine, autonomous driving, financial applications, etc. For machine learning algorithms, the…

Machine Learning · Computer Science 2023-04-04 Jiashuo Liu , Jiayun Wu , Bo Li , Peng Cui

Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to…

Methodology · Statistics 2017-08-17 Jelena Bradic , Gerda Claeskens , Thomas Gueuning

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart