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Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith

The effects of different parametrizations on the convergence of Bayesian computational algorithms for hierarchical models are well explored. Techniques such as centering, noncentering and partial noncentering can be used to accelerate…

Computation · Statistics 2015-03-20 Linda S. L. Tan , David J. Nott

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

High-throughput pheno-, geno-, and envirotyping allows characterization of plant genotypes and the trials they are evaluated in, producing different types of data. These different data modalities can be integrated into statistical or…

Generative models (GMs) such as Generative Adversary Network (GAN) and Variational Auto-Encoder (VAE) have thrived these years and achieved high quality results in generating new samples. Especially in Computer Vision, GMs have been used in…

Machine Learning · Computer Science 2018-04-27 Honggang Zhou , Yunchun Li , Hailong Yang , Wei Li , Jie Jia

Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring…

Machine Learning · Computer Science 2020-02-03 Alix Lhéritier

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

This paper develops a matrix-variate adaptive Markov chain Monte Carlo (MCMC) methodology for Bayesian Cointegrated Vector Auto Regressions (CVAR). We replace the popular approach to sampling Bayesian CVAR models, involving griddy Gibbs,…

Computational Finance · Quantitative Finance 2010-04-23 Gareth W. Peters , Balakrishnan Kannan , Ben Lasscock , Chris Mellen

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Computation · Statistics 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

Genetic association studies for brain connectivity phenotypes have gained prominence due to advances in non-invasive imaging techniques and quantitative genetics. Brain connectivity traits, characterized by network configurations and unique…

Methodology · Statistics 2023-05-17 Xinyuan Tian , Yiting Wang , Selena Wang , Yi Zhao , Yize Zhao

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

Computation · Statistics 2020-10-12 Susanne Pieschner , Christiane Fuchs

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

Computation · Statistics 2017-10-16 Aidan Boland , Nial Friel , Florian Maire

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

It is increasingly of interest in statistical genetics to test for the presence of a mechanistic interaction between genetic (G) and environmental (E) risk factors by testing for the presence of an additive GxE interaction. In case-control…

Methodology · Statistics 2018-08-21 Eric J. Tchetgen Tchetgen , Xu Shi , Tamar Sofer , Benedict H. W. Wong

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

Applications · Statistics 2010-09-30 Alberto Caimo , Nial Friel
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