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Bayesian statistical inference for Generalized Linear Models (GLMs) with parameters lying on a constrained space is of general interest (e.g., in monotonic or convex regression), but often constructing valid prior distributions supported on…

Methodology · Statistics 2021-09-02 Rahul Ghosal , Sujit K. Ghosh

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

Computation · Statistics 2026-01-07 Samuel I. Berchuck , Youngsoo Baek , Felipe A. Medeiros , Andrea Agazzi

The logistic linear mixed model (LLMM) is one of the most widely used statistical models. Generally, Markov chain Monte Carlo algorithms are used to explore the posterior densities associated with the Bayesian LLMMs. Polson, Scott and…

Methodology · Statistics 2021-12-20 Yalin Rao , Vivekananda Roy

Markov Chain Monte Carlo (MCMC) methods are a popular technique in Bayesian statistical modeling. They have long been used to obtain samples from posterior distributions, but recent research has focused on the scalability of these…

Methodology · Statistics 2016-02-02 Nicholas A. Johnson , Frank O. Kuehnel , Ali Nasiri Amini

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

Methodology · Statistics 2025-01-27 Jin Hyung Lee , Ben Seiyon Lee

High-dimensional data, where the number of variables exceeds or is comparable to the sample size, is now pervasive in many scientific applications. In recent years, Bayesian shrinkage models have been developed as effective and…

Statistics Theory · Mathematics 2018-04-18 Liyuan Zhang , Kshitij Khare

We consider a Bayesian hierarchical version of the normal theory general linear model which is practically relevant in the sense that it is general enough to have many applications and it is not straightforward to sample directly from the…

Computation · Statistics 2010-01-22 Alicia A. Johnson , Galin L. Jones

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

Methodology · Statistics 2022-02-01 Jon Lachmann , Geir Storvik , Florian Frommlet , Aliaksadr Hubin

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

P-splines provide a flexible setting for modeling nonlinear model components based on a discretized penalty structure with a relatively simple computational backbone. Under a Bayesian inferential framework based on Markov chain Monte Carlo,…

Methodology · Statistics 2025-11-03 Oswaldo Gressani , Paul H. C. Eilers

Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…

Methodology · Statistics 2022-06-27 Vivekananda Roy

Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…

Methodology · Statistics 2015-05-05 Kshitij Khare , Bala Rajaratnam , Abhishek Saha

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

The logistic regression model is the most popular model for analyzing binary data. In the absence of any prior information, an improper flat prior is often used for the regression coefficients in Bayesian logistic regression models. The…

Statistics Theory · Mathematics 2018-07-03 Xin Wang , Vivekananda Roy

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Methodology · Statistics 2017-04-21 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang
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