Related papers: Optimizing a Bayesian method for estimating the Hu…
Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…
Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…
Background: Often when undertaking meta-analyses of time-to-event (TTE) outcomes, especially in a Health Technology Assessment context, a hazard ratio (HR) scale is used. However, issues arise when there is evidence of non-proportional…
We conducted a systematic comparison of statistical methods used for the analysis of time-to-event outcomes under various proportional and nonproportional hazard (NPH) scenarios. Our study used data from recently published oncology trials…
Period estimation is one of the central topics in astronomical time series analysis, where data is often unevenly sampled. Especially challenging are studies of stellar magnetic cycles, as there the periods looked for are of the order of…
Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…
We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…
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…
The Helstrom measurement (HM) is known to be the optimal strategy for distinguishing non-orthogonal quantum states with minimum error. Previously, a binary classifier based on classical simulation of the HM has been proposed. It was…
This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…
National statistical agencies are regularly required to produce estimates about various subpopulations, formed by demographic and/or geographic classifications, based on a limited number of samples. Traditional direct estimates computed…
The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a…
High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a noise, the scaling exponent may be the only informative…
We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…
Likelihood-free inference methods based on neural conditional density estimation were shown to drastically reduce the simulation burden in comparison to classical methods such as ABC. When applied in the context of any latent variable…
We propose a Bayesian method for deriving the distribution of restricted mean survival time (RMST) using posterior samples, which accounts for covariates and heterogeneity among clusters based on a parametric model for survival time. We…
We address the problem of modeling constrained hospital resources in the midst of the COVID-19 pandemic in order to inform decision-makers of future demand and assess the societal value of possible interventions. For broad applicability, we…
Quantitative ultrasound (QUS) analyzes the ultrasound backscattered data to find the properties of scatterers that correlate with the tissue microstructure. Statistics of the envelope of the backscattered radiofrequency (RF) data can be…
We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…
The probability distribution (PD) of spin configurations in kinetic Ising models has been cast in the form of the canonical Boltzmann PD with a time-dependent effective Hamiltonian (EH). It has been argued that in systems with extensive…