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We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

This article is motivated by the problem of studying the joint effect of different chemical exposures on human health outcomes. This is essentially a nonparametric regression problem, with interest being focused not on a black box for…

Applications · Statistics 2020-04-17 Federico Ferrari , David B. Dunson

Circular time series has received relatively little attention in statistics and modeling complex circular time series using the state space approach is non-existent in the literature. In this article we introduce a flexible Bayesian…

Methodology · Statistics 2017-03-16 Satyaki Mazumder , Sourabh Bhattacharya

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best

We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…

Methodology · Statistics 2014-05-30 Jacopo Soriano , Li Ma

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Statistics Theory · Mathematics 2020-12-15 Yunyi Zhang , Tingting Wang , Dimitris N. Politis

Functional concurrent, or varying-coefficient, regression models are commonly used in biomedical and clinical settings to investigate how the relation between an outcome and observed covariate varies as a function of another covariate. In…

Several demographic and health indicators, including the total fertility rate (TFR) and modern contraceptive use rate (mCPR), evolve similarly over time, characterized by a transition between stable states. Existing approaches for…

Methodology · Statistics 2025-04-09 Herbert Susmann , Leontine Alkema

State-space models have been widely used to model the dynamics of communicable diseases in populations of interest by fitting to time-series data. Particle filters have enabled these models to incorporate stochasticity and so can better…

Applications · Statistics 2022-05-17 Conor Rosato , John Harris , Jasmina Panovska-Griffiths , Simon Maskell

Competing risks occur in survival analysis when multiple causes of death are present. They play a prominent role in several domains extending beyond biostatistics to encompass epidemiology, actuarial sciences, and reliability theory. This…

Methodology · Statistics 2026-04-30 Claudio Del Sole , Antonio Lijoi , Igor Prünster

Transition probability estimation plays a critical role in multi-state modeling, especially in clinical research. This paper investigates the application of semi-Markov and Markov renewal frameworks to the EBMT dataset, focusing on six…

Applications · Statistics 2025-09-05 Elvis Han Cui

We propose a framework for Bayesian non-parametric estimation of the rate at which new infections occur assuming that the epidemic is partially observed. The developed methodology relies on modelling the rate at which new infections occur…

Methodology · Statistics 2014-12-16 Edward S. Knock , Theodore Kypraios

Semi-competing risks refer to the setting where primary scientific interest lies in estimation and inference with respect to a non-terminal event, the occurrence of which is subject to a terminal event. In this paper, we present the R…

Computation · Statistics 2018-04-06 Danilo Alvares , Sebastien Haneuse , Catherine Lee , Kyu Ha Lee

We prove a Large Deviation Principle for {\color{blue} jump-Markov } Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled)…

Probability · Mathematics 2026-02-02 James MacLaurin

State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…

Methodology · Statistics 2015-07-23 Satyaki Mazumder , Sourabh Bhattacharya

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

State-switching models such as hidden Markov models or Markov-switching regression models are routinely applied to analyse sequences of observations that are driven by underlying non-observable states. Coupled state-switching models extend…

Studying the neurological, genetic and evolutionary basis of human vocal communication mechanisms using animal vocalization models is an important field of neuroscience. The data sets typically comprise structured sequences of syllables or…

Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…

Applications · Statistics 2018-06-13 Bret Zeldow , Vincent Lo Re , Jason Roy
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