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Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…

Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…

Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known…

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

To the frequentist who computes posteriors, not all priors are useful asymptotically: in this paper Schwartz's 1965 Kullback-Leibler condition is generalised to enable frequentist interpretation of convergence of posterior distributions…

A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Besides including basic Gaussian response settings, this class also encompasses probit,…

Latent Gaussian Models (LGMs) are a subset of Bayesian Hierarchical models where Gaussian priors, conditional on variance parameters, are assigned to all effects in the model. LGMs are employed in many fields for their flexibility and…

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…

We introduce non-stationary Mat\'ern field priors with stochastic partial differential equations, and construct correlation length-scaling with hyperpriors. We model both the hyperprior and the Mat\'ern prior as continuous-parameter random…

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

We propose an objective Bayesian approach to the selection of covariates and their penalised splines transformations in generalised additive models. Specification of a reasonable default prior for the model parameters and combination with a…

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Bayes factor, defined as the ratio of the marginal likelihood functions of two competing models, is the natural Bayesian procedure for model selection. Marginal likelihoods are usually computationally demanding and complex. This scenario is…

The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…

When performing Bayesian data analysis using a general linear mixed model, the resulting posterior density is almost always analytically intractable. However, if proper conditionally conjugate priors are used, there is a simple two-block…

Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…

Multinomial probit (mnp) models are fundamental and widely-applied regression models for categorical data. Fasano and Durante (2022) proved that the class of unified skew-normal distributions is conjugate to several mnp sampling models.…

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…