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We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

We study general coordinate-wise MCMC schemes (such as Metropolis-within-Gibbs samplers), which are commonly used to fit Bayesian non-conjugate hierarchical models. We relate their convergence properties to the ones of the corresponding…

Computation · Statistics 2026-01-12 Filippo Ascolani , Gareth O. Roberts , Giacomo Zanella

Learning latent expression themes that best express complex patterns in a sample is a central problem in data mining and scientific research. For example, in computational biology we seek a set of salient gene expression themes that explain…

Quantitative Methods · Quantitative Biology 2007-11-19 Edoardo M Airoldi , Stephen E Fienberg , Eric P Xing

The general principles of Bayesian data analysis imply that models for survey responses should be constructed conditional on all variables that affect the probability of inclusion and nonresponse, which are also the variables used in survey…

Methodology · Statistics 2007-11-06 Andrew Gelman

This work introduces a novel methodology based on finite mixtures of Student-t distributions to model the errors' distribution in linear regression models. The novelty lies on a particular hierarchical structure for the mixture distribution…

Methodology · Statistics 2017-11-15 Nívea B. da Silva , Marcos O. Prates , Flávio B. Gonçalves

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

We introduce a Bayesian approach for analyzing (possibly) high-dimensional dependent data that are distributed according to a member from the natural exponential family of distributions. This problem requires extensive methodological…

Methodology · Statistics 2019-04-19 Jonathan R. Bradley , Scott H. Holan , Christopher K. Wikle

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

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

Failure probabilities for grid components are often estimated using parametric models which can capitalize on operational grid data. This work formulates a Bayesian hierarchical framework designed to integrate data and domain expertise to…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Laurel N. Dunn , Ioanna Kavvada , Mathilde Badoual , Scott J. Moura

We consider the challenges that arise when fitting complex ecological models to 'large' data sets. In particular, we focus on random effect models which are commonly used to describe individual heterogeneity, often present in ecological…

Methodology · Statistics 2022-05-17 Ruth King , Blanca Sarzo , Víctor Elvira

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

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

There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…

Methodology · Statistics 2017-02-02 Lu Wang , Daniele Durante , Rex E. Jung , David B. Dunson

A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…

Machine Learning · Statistics 2018-05-16 Vincent Moens

Analyzing and understanding the structure of complex relational data is important in many applications including analysis of the connectivity in the human brain. Such networks can have prominent patterns on different scales, calling for a…

Machine Learning · Statistics 2013-11-22 Mikkel N. Schmidt , Tue Herlau , Morten Mørup

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

This paper devises a fully Bayesian sample size determination method for hierarchical model-based small area estimation with a decision risk approach. A new loss function specified around a desired maximum posterior variance target…

Methodology · Statistics 2018-02-27 Peter Dutey-Magni

Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…

Computation · Statistics 2020-09-28 Joris Tavernier , Jaak Simm , Adam Arany , Karl Meerbergen , Yves Moreau

This paper introduces a Bayesian hierarchical modeling framework within a fully probabilistic setting for crop yield estimation, model selection, and uncertainty forecasting under multiple future greenhouse gas emission scenarios. By…

Applications · Statistics 2025-07-30 Dan Li , Vassili Kitsios , David Newth , Terence John O'Kane