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We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…

Methodology · Statistics 2022-05-18 Xianliang Gong , Yulin Pan

We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current…

Computation · Statistics 2017-08-14 Evangelos Evangelou , Vasileios Maroulas

In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…

Methodology · Statistics 2014-02-10 Gaorong Li , Peng Lai , Heng Lian

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Traditional accelerated life test plans are typically based on optimizing the C-optimality for minimizing the variance of an interested quantile of the lifetime distribution. The traditional methods rely on some specified planning values…

Applications · Statistics 2018-12-04 Lu Lu , I-Chen Lee , Yili Hong

Discovering causal relationships requires controlled experiments, but experimentalists face a sequential decision problem: each intervention reveals information that should inform what to try next. Traditional approaches such as random…

Machine Learning · Computer Science 2026-02-03 Patrick Cooper , Alvaro Velasquez

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

Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…

Methodology · Statistics 2026-03-18 Yang Liu , Robert J. B. Goudie

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

Existing methods in estimating the mean outcome under a given dynamic treatment regime rely on intention-to-treat analyses which estimate the effect of following a certain dynamic treatment regime regardless of compliance behavior of…

This paper describes a Bayesian method for combining an arbitrary mixture of observational and experimental data in order to learn causal Bayesian networks. Observational data are passively observed. Experimental data, such as that produced…

Artificial Intelligence · Computer Science 2013-01-30 Gregory F. Cooper , Changwon Yoo

This paper presents a problem of model learning for the purpose of learning how to navigate a ball to a goal state in a circular maze environment with two degrees of freedom. The motion of the ball in the maze environment is influenced by…

Robotics · Computer Science 2018-09-20 Diego Romeres , Devesh Jha , Alberto Dalla Libera , William Yerazunis , Daniel Nikovski

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano

In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generalize a known GSE-type estimator by…

Statistics Theory · Mathematics 2013-05-23 Guilherme Pumi , Sílvia R. C. Lopes

In medical practice, treatments are selected based on the expected causal effects on patient outcomes. Here, the gold standard for estimating causal effects are randomized controlled trials; however, such trials are costly and sometimes…

Machine Learning · Statistics 2023-01-24 Dennis Frauen , Tobias Hatt , Valentyn Melnychuk , Stefan Feuerriegel

In this paper, we analyze Gaussian processes using statistical mechanics. Although the input is originally multidimensional, we simplify our model by considering the input as one-dimensional for statistical mechanical analysis. Furthermore,…

Statistical Mechanics · Physics 2025-05-05 Jun Tsuzurugi

In the estimation of the causal effect under linear Structural Causal Models (SCMs), it is common practice to first identify the causal structure, estimate the probability distributions, and then calculate the causal effect. However, if the…

Methodology · Statistics 2021-03-16 Shunsuke Horii

A partially linear probit model for spatially dependent data is considered. A triangular array setting is used to cover various patterns of spatial data. Conditional spatial heteroscedasticity and non-identically distributed observations…

Methodology · Statistics 2018-03-13 Ahmed , Dabo

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

Adaptive designs have been proposed for clinical trials in which the nuisance parameters or alternative of interest are unknown or likely to be misspecified before the trial. Whereas most previous works on adaptive designs and mid-course…

Methodology · Statistics 2011-05-18 Jay Bartroff , Tze Leung Lai