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This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…

Applications · Statistics 2019-07-24 Sophie Donnet , Stéphane Robin

Bayesian inference for survival regression modeling offers numerous advantages, especially for decision-making and external data borrowing, but demands the specification of the baseline hazard function, which may be a challenging task. We…

We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scaling factor. In particular, we exhibit…

Statistics Theory · Mathematics 2009-09-29 Aad van der Vaart , Harry van Zanten

We consider Bayesian inference of banded covariance matrices and propose a post-processed posterior. The post-processing of the posterior consists of two steps. In the first step, posterior samples are obtained from the conjugate…

Statistics Theory · Mathematics 2020-11-26 Kwangmin Lee , Kyoungjae Lee , Jaeyong Lee

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

We study large sample properties of Bayesian analysis of the proportional hazard model with neutral to the right process priors on the baseline hazard function. We show that the posterior distribution of the baseline cumulative hazard…

Statistics Theory · Mathematics 2007-06-13 Yongdai Kim

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

Methodology · Statistics 2021-02-26 Nilabja Guha , Jyotishka Datta

The Cox regression, a semi-parametric method of survival analysis, is extremely popular in biomedical applications. The proportional hazards assumption is a key requirement in the Cox model. To accommodate non-proportional hazards, we…

Methodology · Statistics 2022-06-13 Alexander Begun , Elena Kulinskaya

The frequentist behavior of nonparametric Bayes estimates, more specifically, rates of contraction of the posterior distributions to shrinking $L^r$-norm neighborhoods, $1\le r\le\infty$, of the unknown parameter, are studied. A theorem for…

Statistics Theory · Mathematics 2012-03-12 Evarist Giné , Richard Nickl

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

Methodology · Statistics 2021-06-15 Edwin Fong , Chris Holmes

Gibbs posteriors are proportional to a prior distribution multiplied by an exponentiated loss function, with a key tuning parameter weighting information in the loss relative to the prior and providing a control of posterior uncertainty.…

Methodology · Statistics 2025-09-09 Steven Winter , Omar Melikechi , David B. Dunson

We study full Bayesian procedures for high-dimensional linear regression. We adopt data-dependent empirical priors introduced in [1]. In their paper, these priors have nice posterior contraction properties and are easy to compute. Our paper…

Statistics Theory · Mathematics 2022-02-14 Xiao Fang , Malay Ghosh

The Cox regression models and their Bayesian extensions are widely used for time-to-event analysis. However, standard Bayesian approaches typically require baseline hazard modeling, and their full conditional distributions lack closed-form…

Methodology · Statistics 2025-11-19 Shu Tamano , Yui Tomo

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

In this paper, we prove almost surely consistency of a Survival Analysis model, which puts a Gaussian process, mapped to the unit interval, as a prior on the so-called hazard function. We assume our data is given by survival lifetimes $T$…

Statistics Theory · Mathematics 2016-11-09 Tamara Fernández , Yee Whye Teh

Bayes linear kinematics and Bayes linear Bayes graphical models provide an extension of Bayes linear methods so that full conditional updates may be combined with Bayes linear belief adjustment. In this paper we investigate the application…

Methodology · Statistics 2016-11-16 Kevin J. Wilson , Malcolm Farrow

In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of…

Statistics Theory · Mathematics 2016-04-13 William Weimin Yoo , Subhashis Ghosal

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…

Machine Learning · Computer Science 2025-06-12 Jake C. Snell , Thomas L. Griffiths

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard