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In Bayesian semi-parametric analyses of time-to-event data, non-parametric process priors are adopted for the baseline hazard function or the cumulative baseline hazard function for a given finite partition of the time axis. However, it…

Methodology · Statistics 2020-08-06 Yi Li , Sumi Seo , Kyu Ha Lee

We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models can be efficiently treated by means of…

Statistics Theory · Mathematics 2010-10-11 Gareth O. Roberts , Laura M. Sangalli

We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

Methodology · Statistics 2025-11-06 Andrea Cremaschi , Manuele Leonelli , Gherardo Varando

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Machine Learning · Statistics 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

Methodology · Statistics 2011-01-05 Francesco Bartolucci , Silvia Pandolfi

We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…

Methodology · Statistics 2013-01-04 George Karabatsos , Stephen G. Walker

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos

We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for `many'…

Statistics Theory · Mathematics 2021-06-01 Ismaël Castillo , Stéphanie van der Pas

Conditional density estimation (density regression) estimates the distribution of a response variable y conditional on covariates x. Utilizing a partition model framework, a conditional density estimation method is proposed using logistic…

Methodology · Statistics 2017-03-22 Richard D. Payne , Nilabja Guha , Yu Ding , Bani K. Mallick

Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…

Methodology · Statistics 2022-04-27 Sarah Elizabeth Formentini , Wei Liang , Ruoqing Zhu

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

Methodology · Statistics 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

We consider the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of…

The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…

Methodology · Statistics 2025-05-12 Luke Hardcastle , Samuel Livingstone , Gianluca Baio

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

Statistics Theory · Mathematics 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo
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