Related papers: Improving the accuracy of estimating indexes in co…
We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
In latent variable models the parameter estimation can be implemented by using the joint or the marginal likelihood, based on independence or conditional independence assumptions. The same dilemma occurs within the Bayesian framework with…
Synthetic indices are used in Economics to measure various aspects of monetary inequalities. These scalar indices take as input the distribution over a finite population, for example the population of a specific country. In this article we…
The celebrated Bernstein von-Mises theorem ensures that credible regions from Bayesian posterior are well-calibrated when the model is correctly-specified, in the frequentist sense that their coverage probabilities tend to the nominal…
For log-linear analysis, the hyper Dirichlet conjugate prior is available to work in the Bayesian paradigm. With this prior, the MC3 algorithm allows for exploration of the space of models to try to find those with the highest posterior…
Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…
We propose small-variance asymptotic approximations for the inference of tumor heterogeneity (TH) using next-generation sequencing data. Understanding TH is an important and open research problem in biology. The lack of appropriate…
We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…
In this paper we present a method ofcomputing the posterior probability ofconditional independence of two or morecontinuous variables from data,examined at several resolutions. Ourapproach is motivated by theobservation that the appearance…
We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable…
Insurance products frequently cover significant claims arising from a variety of sources. To model losses from these products accurately, actuarial models must account for high-severity claims. A widely used strategy is to apply a mixture…
In this paper we introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence based (DB) priors. DB priors have simple forms…
When using complex Bayesian models to combine information, the checking for consistency of the information being combined is good statistical practice. Here a new method is developed for detecting prior-data conflicts in Bayesian models…
In this paper we study a new class of statistical models for contingency tables. We define this class of models through a subset of the binomial equations of the classical independence model. We use some notions from Algebraic Statistics to…
We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…
Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…
It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…
Maximum likelihood estimates (MLEs) are asymptotically normally distributed, and this property is used in meta-analyses to test the heterogeneity of estimates, either for a single cluster or for several sub-groups. More recently, MLEs for…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…