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Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

To meet the Basel II regulatory requirements for the Advanced Measurement Approaches, the bank's internal model must include the use of internal data, relevant external data, scenario analysis and factors reflecting the business environment…

Risk Management · Quantitative Finance 2009-04-08 P. V. Shevchenko , M. V. Wüthrich

It is difficult to accurately estimate the rates of rape and domestic violence due to the sensitive nature of these crimes. There is evidence that bias in estimating the crime rates from survey data may arise because some women respondents…

Methodology · Statistics 2008-07-28 Qingzhao Yu , Elizabeth A. Stasny , Bin Li

We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…

Programming Languages · Computer Science 2023-09-06 Marcel Moosbrugger , Julian Müllner , Laura Kovács

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

We provide an introductory review of Bayesian data analytical methods, with a focus on applications for linguistics, psychology, psycholinguistics, and cognitive science. The empirically oriented researcher will benefit from making Bayesian…

Applications · Statistics 2016-12-14 Bruno Nicenboim , Shravan Vasishth

In observational studies, identification of ATEs is generally achieved by assuming that the correct set of confounders has been measured and properly included in the relevant models. Because this assumption is both strong and untestable, a…

Methodology · Statistics 2020-12-18 Matteo Bonvini , Edward H Kennedy

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Disparities in health or well-being experienced by minority groups can be difficult to study using the traditional exposure-outcome paradigm in causal inference, since potential outcomes in variables such as race or sexual minority status…

Methodology · Statistics 2025-01-22 Andy A. Shen , Elina Visoki , Ran Barzilay , Samuel D. Pimentel

A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and Bayes factors all have their defenders. In this paper we…

Methodology · Statistics 2026-03-26 Ben Chugg , Aaditya Ramdas , Peter Grünwald

Return-to-baseline is an important method to impute missing values or unobserved potential outcomes when certain hypothetical strategies are used to handle intercurrent events in clinical trials. Current return-to-baseline approaches seen…

Methodology · Statistics 2021-11-19 Yongming Qu , Biyue Dai

Continuous time Bayesian networks are investigated with a special focus on their ability to express causality. A framework is presented for doing inference in these networks. The central contributions are a representation of the intensity…

Machine Learning · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g.…

Methodology · Statistics 2022-04-12 Rajbir-Singh Nirwan , Nils Bertschinger

Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…

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…

Causal conclusions from observational studies may be sensitive to unmeasured confounding. In such cases, a sensitivity analysis is often conducted, which tries to infer the minimum amount of hidden biases or the minimum strength of…

Methodology · Statistics 2025-01-03 Dongxiao Wu , Xinran Li

Our comment on Garc\'ia-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specifically, we consider the sequential setting where…

Methodology · Statistics 2025-10-01 Sebastian Arnold , Alexander Ly

Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and…

Machine Learning · Computer Science 2022-10-13 Andrew Jesson , Alyson Douglas , Peter Manshausen , Maëlys Solal , Nicolai Meinshausen , Philip Stier , Yarin Gal , Uri Shalit

When epidemiologic studies are conducted in a subset of the population, selection bias can threaten the validity of causal inference. This bias can occur whether or not that selected population is the target population, and can occur even…

Methodology · Statistics 2019-06-07 Louisa H. Smith , Tyler J. VanderWeele
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