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We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

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

Many applications involve data with qualitative and quantitative responses. When there is an association between the two responses, a joint model will provide improved results than modeling them separately. In this paper, we propose a…

Methodology · Statistics 2026-05-12 Xiaoning Kang , Shyam Ranganathan , Lulu Kang , Julia Gohlke , Xinwei Deng

Correlated component analysis as proposed by Dmochowski et al. (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption…

Machine Learning · Statistics 2018-02-08 Simon Kamronn , Andreas Trier Poulsen , Lars Kai Hansen

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…

Data Analysis, Statistics and Probability · Physics 2017-11-30 Amir Shahmoradi

We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…

Methodology · Statistics 2020-06-24 Yajuan Si , Rob Trangucci , Jonah Sol Gabry , Andrew Gelman

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

We introduce a novel procedure for obtaining cross-validated predictive estimates for Bayesian hierarchical regression models (BHRMs). Bayesian hierarchical models are popular for their ability to model complex dependence structures and…

Machine Learning · Statistics 2024-10-01 Amy X. Zhang , Le Bao , Changcheng Li , Michael J. Daniels

Intensive longitudinal biomarker data are increasingly common in scientific studies that seek temporally granular understanding of the role of behavioral and physiological factors in relation to outcomes of interest. Intensive longitudinal…

Methodology · Statistics 2024-01-17 Mingyan Yu , Zhenke Wu , Margaret Hicken , Michael R. Elliott

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

Hierarchical models are increasingly used in many applications. Along with this increased use comes a desire to investigate whether the model is compatible with the observed data. Bayesian methods are well suited to eliminate the many…

Methodology · Statistics 2008-02-08 M. J. Bayarri , M. E. Castellanos

There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…

Computation · Statistics 2024-05-01 Simon L. Cotter

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand

Bayesian hierarchical modeling is a natural framework to effectively integrate data and borrow information across groups. In this paper, we address problems related to density estimation and identifying clusters across related groups, by…

Methodology · Statistics 2025-10-29 Huizi Zhang , Sara Wade , Natalia Bochkina

Nonlinear mixed effects models have become a standard platform for analysis when data is in the form of continuous and repeated measurements of subjects from a population of interest, while temporal profiles of subjects commonly follow a…

Methodology · Statistics 2022-03-04 Se Yoon Lee

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

Models for heteroskedastic data are relevant in a wide variety of applications ranging from financial time series to environmental statistics. However, the topic of modeling the variance function conditionally has not seen near as much…

Methodology · Statistics 2020-09-30 Paul A. Parker , Scott H. Holan , Skye A. Wills