Related papers: Necessary and sufficient conditions for posterior …
Generalized linear models (GLMs) such as logistic regression are among the most widely used arms in data analyst's repertoire and often used on sensitive datasets. A large body of prior works that investigate GLMs under differential privacy…
The power prior is a class of informative priors designed to incorporate historical data alongside current data in a Bayesian framework. It includes a power parameter that controls the influence of historical data, providing flexibility and…
We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…
This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…
Improper priors are not allowed for the computation of the Bayesian evidence $Z=p({\bf y})$ (a.k.a., marginal likelihood), since in this case $Z$ is not completely specified due to an arbitrary constant involved in the computation. However,…
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…
A Beta-Binomial-Logit model is a Beta-Binomial model with covariate information incorporated via a logistic regression. Posterior propriety of a Bayesian Beta-Binomial-Logit model can be data-dependent for improper hyper-prior…
Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…
A scale mixture of normals is a distribution formed by mixing a collection of normal distributions with fixed mean but different variances. A generalized gamma scale mixture draws the variances from a generalized gamma distribution.…
We propose a posterior for Bayesian Likelihood-Free Inference (LFI) based on generalized Bayesian inference. To define the posterior, we use Scoring Rules (SRs), which evaluate probabilistic models given an observation. In LFI, we can…
The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and…
Sparse Bayesian learning models are typically used for prediction in datasets with significantly greater number of covariates than observations. Such models often take a reproducing kernel Hilbert space (RKHS) approach to carry out the task…
Bayesian inference in generalized linear models requires a prior on the coefficient vector $\beta$. Practitioners naturally reason about response probabilities at specific covariate values, not about abstract log-odds parameters. We develop…
Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…
The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…
A statistical method for the elicitation of priors in Bayesian generalised linear models (GLMs) and extensions is proposed. Probabilistic predictions are elicited from the expert to parametrise a multivariate t prior distribution for the…
Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also the standard vehicle…
We revisit the classical credibility results of Jewell and B\"uhlmann to obtain credibility premiums for a GLM using a modern Bayesian approach. Here the prior distributions can be chosen without restrictions to be conjugate to the response…
Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…
Generalized likelihoods are commonly used to obtain consistent estimators with attractive computational and robustness properties. Formally, any generalized likelihood can be used to define a generalized posterior distribution, but an…