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Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Computation · Statistics 2017-03-01 Maria Lomeli

Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, recent results proved posterior inconsistency of the number of clusters when the true number of…

Statistics Theory · Mathematics 2024-05-31 Louise Alamichel , Daria Bystrova , Julyan Arbel , Guillaume Kon Kam King

We introduce the `nhppp' package for simulating events from one-dimensional non-homogeneous Poisson point processes (NHPPPs) in R fast and with a small memory footprint. We developed it to facilitate the sampling of event times in discrete…

Computation · Statistics 2024-05-30 Thomas A. Trikalinos , Yuliia Sereda

Bayesian analysis for Markov jump processes is a non-trivial and challenging problem. Although exact inference is theoretically possible, it is computationally demanding thus its applicability is limited to a small class of problems. In…

Computation · Statistics 2017-02-08 Vassilios Stathopoulos , Mark A. Girolami

We propose the CliPS procedure when fitting Bayesian mixture models in the context of model-based clustering to identify the cluster distributions while simultaneously assessing the suitability of a cluster solution and validating the…

Methodology · Statistics 2026-03-03 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-16 Qiao-Le He , Liming Zhao

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Computation · Statistics 2019-07-26 Ziwen An , Leah F South , Christopher Drovandi

This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…

Computation · Statistics 2021-04-16 Andrew O. Finley , Abhirup Datta , Sudipto Banerjee

The R package BNSP provides a unified framework for semiparametric location-scale regression and stochastic search variable selection. The statistical methodology that the package is built upon utilizes basis function expansions to…

Other Statistics · Statistics 2018-10-09 Georgios Papageorgiou

The Bergm package provides a comprehensive framework for Bayesian inference using Markov chain Monte Carlo (MCMC) algorithms. It can also supply graphical Bayesian goodness-of-fit procedures that address the issue of model adequacy. The…

Computation · Statistics 2017-03-28 Alberto Caimo , Nial Friel

In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides…

Computation · Statistics 2021-06-29 Chuji Luo , Michael J. Daniels

A Neyman-Scott process is a special case of a Cox process. The latent and observable stochastic processes are both Poisson processes. We consider a deep Neyman-Scott process in this paper, for which the building components of a network are…

Machine Learning · Statistics 2022-05-10 Chengkuan Hong , Christian R. Shelton

Bayesian structural equation modelling (BSEM) offers many advantages such as principled uncertainty quantification, small-sample regularisation, and flexible model specification. However, the Markov chain Monte Carlo (MCMC) methods on which…

Computation · Statistics 2026-05-20 Haziq Jamil , Håvard Rue

Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…

Machine Learning · Statistics 2026-04-07 Ethan Goan , Dimitri Perrin , Kerrie Mengersen , Clinton Fookes

Given an observed sample from a population of individuals belonging to species, "species-sampling" problems (SSPs) call for estimating some features of the unknown species composition of additional unobservable samples from the same…

Statistics Theory · Mathematics 2024-04-30 Cecilia Balocchi , Stefano Favaro , Zacharie Naulet

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…

Computation · Statistics 2016-11-22 Kun Yang , Hao Su , Wing Hung Wong

The FBMS R package facilitates Bayesian model selection and model averaging in complex regression settings by employing a variety of Monte Carlo model exploration methods. At its core, the package implements an efficient Mode Jumping Markov…

Methodology · Statistics 2025-09-03 Florian Frommlet , Jon Lachmann , Geir Storvik , Aliaksandr Hubin

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell