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To check the accuracy of Bayesian computations, it is common to use rank-based simulation-based calibration (SBC). However, SBC has drawbacks: The test statistic is somewhat ad-hoc, interactions are difficult to examine, multiple testing is…

Machine Learning · Statistics 2023-10-31 Yuling Yao , Justin Domke

Recent advances in probabilistic deep learning enable efficient amortized Bayesian inference in settings where the likelihood function is only implicitly defined by a simulation program (simulation-based inference; SBI). But how faithful is…

Machine Learning · Computer Science 2024-06-07 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

Monte Carlo simulations are the primary methodology for evaluating Item Response Theory (IRT) methods, yet marginal reliability - the fundamental metric of data informativeness - is rarely treated as an explicit design factor. Unlike in…

Methodology · Statistics 2026-01-14 JoonHo Lee

The spatial linear mixed model (SLMM) consists of fixed and spatial random effects that may be linearly dependent. Partially motivated as a means to address potential issues with confounding, the Restricted spatial regression (RSR) model…

Methodology · Statistics 2026-03-24 Jonathan R. Bradley

We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing…

Machine Learning · Computer Science 2015-02-25 Josip Djolonga , Andreas Krause

Applications of high-dimensional regression often involve multiple sources or types of covariates. We propose methodology for this setting, emphasizing the "wide data" regime with large total dimensionality p and sample size n<<p. We focus…

Data-driven epidemic simulation helps better policymaking. Compared with macro-scale simulations driven by statistical data, individual-level GPS data can afford finer and spatialized results. However, the big GPS data, usually collected…

Computers and Society · Computer Science 2022-03-01 Guixu Lin , Defan Feng , Peiran Li , Yicheng Zhao , Haoran Zhang , Xuan Song

Scoring systems are linear classification models that only require users to add, subtract and multiply a few small numbers in order to make a prediction. These models are in widespread use by the medical community, but are difficult to…

Machine Learning · Statistics 2017-11-07 Berk Ustun , Cynthia Rudin

When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While…

Machine Learning · Statistics 2026-03-13 Stephen Salerno , Zhenke Wu , Tyler McCormick

Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the…

Statistics Theory · Mathematics 2007-06-13 Hemant Ishwaran , J. Sunil Rao

Reliability updating refers to a problem that integrates Bayesian updating technique with structural reliability analysis and cannot be directly solved by structural reliability methods (SRMs) when it involves equality information. The…

Machine Learning · Computer Science 2023-04-19 Xiong Xiao , Zeyu Wang , Quanwang Li

Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science. However, treating predictions as ground truth…

Machine Learning · Statistics 2026-01-29 Yilin Song , Dan M. Kluger , Harsh Parikh , Tian Gu

Wearable devices such as the ActiGraph are now commonly used in health studies to monitor or track physical activity. This trend aligns well with the growing need to accurately assess the effects of physical activity on health outcomes such…

Methodology · Statistics 2022-11-10 Roger S. Zoh , Yuanyuan Luan , Carmen Tekwe

Multiple imputation is a well-established general technique for analyzing data with missing values. A convenient way to implement multiple imputation is sequential regression multiple imputation (SRMI), also called chained equations…

Selecting the top-$m$ variables with the $m$ largest population parameters from a larger set of candidates is a fundamental problem in statistics. In this paper, we propose a novel methodology called Sequential Correct Screening (SCS),…

Methodology · Statistics 2025-08-21 Masaki Toyoda , Yoshimasa Uematsu

Multiple imputation (MI) has become one of the main procedures used to treat missing data, but the guidelines from the methodological literature are not easily transferred to multilevel research. For models including random slopes, proper…

Methodology · Statistics 2016-06-30 Simon Grund , Oliver Lüdtke , Alexander Robitzsch

Estimating a distribution given access to its unnormalized density is pivotal in Bayesian inference, where the posterior is generally known only up to an unknown normalizing constant. Variational inference and Markov chain Monte Carlo…

Machine Learning · Statistics 2025-05-06 Daniel Ward , Mark Beaumont , Matteo Fasiolo

The Adjusted Rand Index ($ARI$) is arguably one of the most popular measures for cluster comparison. The adjustment of the $ARI$ is based on a hypergeometric distribution assumption which is unsatisfying from a modeling perspective as (i)…

Methodology · Statistics 2020-11-18 Martina Sundqvist , Julien Chiquet , Guillem Rigaill

We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…

Econometrics · Economics 2023-08-11 Timothy B. Armstrong , Michal Kolesár , Soonwoo Kwon

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen