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The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

Contaminant observations and outliers often cause problems when estimating the parameters of cognitive models, which are statistical models representing cognitive processes. In this study, we test and improve the robustness of parameter…

Machine Learning · Statistics 2025-11-13 Yufei Wu , Stefan T. Radev , Francis Tuerlinckx

Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…

Methodology · Statistics 2023-10-10 Alexander C. McLain , Anja Zgodic , Howard Bondell

How can we precisely estimate a large language model's (LLM) accuracy on questions belonging to a specific topic within a larger question-answering dataset? The standard direct estimator, which averages the model's accuracy on the questions…

Machine Learning · Computer Science 2024-10-08 Riccardo Fogliato , Pratik Patil , Nil-Jana Akpinar , Mathew Monfort

While deep neural networks (DNNs) are used for prediction, inference on DNN-estimated subject-specific means for categorical or exponential family outcomes remains underexplored. We address this by proposing a DNN estimator under…

Machine Learning · Statistics 2026-03-18 Xuran Meng , Yi Li

The rampant adoption of ML methodologies has revealed that models are usually adopted to make decisions without taking into account the uncertainties in their predictions. More critically, they can be vulnerable to adversarial examples.…

Machine Learning · Statistics 2021-09-29 Víctor Gallego

Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…

Machine Learning · Computer Science 2026-04-29 Matthew Marsh , Benoît Chachuat , Antonio del Rio Chanona

This study explores the potential of small language model(SLM) ensembles to achieve accuracy comparable to proprietary large language models (LLMs). We propose Ensemble Bayesian Inference (EBI), a novel approach that applies Bayesian…

Computation and Language · Computer Science 2025-12-23 Haru-Tada Sato , Fuka Matsuzaki , Jun-ichiro Takahashi

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

Methodology · Statistics 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

Current efforts to correctly categorize natural events from suspected explosion sources with data that is collected by ground- or space-based sensors presents historical challenges that remain unaddressed by the Event Categorization Matrix…

Geophysics · Physics 2025-01-20 Scott Koermer , Joshua D. Carmichael , Brian J. Williams

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

Methodology · Statistics 2025-04-16 Nicolas Bianco , Mauro Bernardi , Daniele Bianchi

Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…

Machine Learning · Computer Science 2024-05-03 Daniel Waxman , Petar M. Djurić

Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…

Computation · Statistics 2016-11-22 Kun Yang , Hao Su , Wing Hung Wong

We study empirical Bayes (EB) predictive density estimation in linear mixed models (LMMs) with large number of units, which induce a high dimensional random effects space. Focusing on Kullback Leibler (KL) risk minimization, we develop a…

Methodology · Statistics 2026-03-31 Abir Sarkar , Gourab Mukherjee , Keisuke Yano

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh

This paper applies the Bayesian Model Averaging (BMA) statistical ensemble technique to estimate small molecule solvation free energies. There is a wide range of methods available for predicting solvation free energies, ranging from…

Biomolecules · Quantitative Biology 2016-12-16 Luke J. Gosink , Christopher C. Overall , Sarah M. Reehl , Paul D. Whitney , David L. Mobley , Nathan A. Baker

In ecology we may find scenarios where the same phenomenon (species occurrence, species abundance, etc.) is observed using two different types of samplers. For instance, species data can be collected from scientific sampling with a…

A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

This work presents a Bayesian approach for the estimation of Beta Autoregressive Moving Average ($\beta$ARMA) models. We discuss standard choice for the prior distributions and employ a Hamiltonian Monte Carlo algorithm to sample from the…

Methodology · Statistics 2023-07-17 Aline Foerster Grande , Guilherme Pumi , Gabriela Bettella Cybis

This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…

Artificial Intelligence · Computer Science 2025-08-08 Majid Mohammadi