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Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

In statistics, there are a variety of methods for performing model selection that all stem from slightly different paradigms of statistical inference. The reasons for choosing one particular method over another seem to be based entirely on…

Statistics Theory · Mathematics 2019-01-29 Danica M. Ommen , Christopher P. Saunders

We propose a framework for Bayesian non-parametric estimation of the rate at which new infections occur assuming that the epidemic is partially observed. The developed methodology relies on modelling the rate at which new infections occur…

Methodology · Statistics 2014-12-16 Edward S. Knock , Theodore Kypraios

We provide a comprehensive semi-parametric study of Bayesian partially identified econometric models. While the existing literature on Bayesian partial identification has mostly focused on the structural parameter, our primary focus is on…

Methodology · Statistics 2017-09-29 Yuan Liao , Anna Simoni

We derive, using functional methods and the bias expansion, the conditional likelihood for observing a specific tracer field given an underlying matter field. This likelihood is necessary for Bayesian-inference methods. If we neglect all…

Cosmology and Nongalactic Astrophysics · Physics 2020-05-06 Giovanni Cabass , Fabian Schmidt

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

Functional data analysis in a mixed-effects model framework is done using operator calculus. In this approach the functional parameters are treated as serially correlated effects giving an alternative to the penalized likelihood approach,…

Statistics Theory · Mathematics 2013-01-22 Bo Markussen

Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Annamaria Guolo , Cristiano Varin

We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…

Methodology · Statistics 2019-11-26 Iván Díaz , Oleksander Savenkov , Hooman Kamel

When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…

Methodology · Statistics 2012-11-29 Heng Lian

The original formulation of BEAMS - Bayesian Estimation Applied to Multiple Species - showed how to use a dataset contaminated by points of multiple underlying types to perform unbiased parameter estimation. An example is cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-03-02 James Newling , Bruce. A. Bassett , Renée Hlozek , Martin Kunz , Mathew Smith , Melvin Varughese

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Association models for a pair of random elements $X$ and $Y$ (e.g., vectors) are considered which specify the odds ratio function up to an unknown parameter $\bolds\theta$. These models are shown to be semiparametric in the sense that they…

Statistics Theory · Mathematics 2009-03-05 Gerhard Osius

It has always been a burden to the users of statistical topic models to predetermine the right number of topics, which is a key parameter of most topic models. Conventionally, automatic selection of this parameter is done through either…

Machine Learning · Computer Science 2014-09-11 Jian Tang , Ming Zhang , Qiaozhu Mei

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

This paper proposes a Vector Autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model. First, modeling potential nonlinearities nonparametrically…

Econometrics · Economics 2025-08-20 Todd Clark , Florian Huber , Gary Koop

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom