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The behavior of Bayesian model averaging (BMA) for the normal linear regression model in the presence of influential observations that contribute to model misfit is investigated. Remedies to attenuate the potential negative impacts of such…

Methodology · Statistics 2021-11-23 Christopher M. Hans , Mario Peruggia , Junyan Wang

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…

Methodology · Statistics 2026-03-27 Licheng Liu

Bayes factor null hypothesis tests provide a viable alternative to frequentist measures of evidence quantification. Bayes factors for realistic data sets in areas like psychology cannot be calculated exactly and require numerical…

Methodology · Statistics 2025-05-12 Daniel J. Schad , Martin Modrák , Shravan Vasishth

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori…

Methodology · Statistics 2011-06-17 Terrance Savitsky , Marina Vannucci , Naijun Sha

Strong lensing of gravitational waves can produce several detectable images as repeated events in the upcoming observing runs, which can be detected with the posterior overlap analysis (Bayes factor). The choice of the binary black hole…

General Relativity and Quantum Cosmology · Physics 2025-09-26 Damon H. T. Cheung , Stefano Rinaldi , Martina Toscani , Otto A. Hannuksela

Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput…

Machine Learning · Statistics 2018-09-19 Ioan Gabriel Bucur , Tom van Bussel , Tom Claassen , Tom Heskes

Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…

Information Theory · Computer Science 2010-11-04 Mr. Chong Han , Dr. Ido Nevat , Dr. Gareth Peters , Prof. Jinhong Yuan

In the Bayesian framework power prior distributions are increasingly adopted in clinical trials and similar studies to incorporate external and past information, typically to inform the parameter associated to a treatment effect. Their use…

Methodology · Statistics 2025-08-12 Roberto Macrì Demartino , Leonardo Egidi , Nicola Torelli , Ioannis Ntzoufras

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Econometrics · Economics 2021-09-16 Zheng Fang , Andres Santos , Azeem M. Shaikh , Alexander Torgovitsky

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…

Methodology · Statistics 2012-06-26 Roland R. Ramsahai

We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…

Methodology · Statistics 2025-10-29 Jiasong Duan , Hongmei Zhang , Xianzheng Huang

Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the…

Applications · Statistics 2012-02-03 Zuofeng Shang , Murray K. Clayton

We study the problem of sequential experimental design to estimate the parametric component of a partially linear model with a Gaussian process prior. We consider an active learning setting where an experimenter adaptively decides which…

Methodology · Statistics 2022-11-07 Shunsuke Horii

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…

Methodology · Statistics 2021-12-07 Solmaz Seifollahi , Kaniav Kamary , Hossein Bevrani

Imagine that you could calculate of posttest probabilities, i.e. Bayes theorem with simple addition. This is possible if we stop thinking of probabilities as ranging from 0 to 1.0. There is a naturally occurring linear probability space…

Other Statistics · Statistics 2019-04-03 Christopher M Rembold
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