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Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

Motivated by genetic association studies of pleiotropy, we propose here a Bayesian latent variable approach to jointly study multiple outcomes or phenotypes. The proposed method models both continuous and binary phenotypes, and it accounts…

Applications · Statistics 2012-11-08 Lizhen Xu , Radu V. Craiu , Lei Sun

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

Econometrics · Economics 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

This work is motivated by the need to accurately model a vector of responses related to pediatric functional status using administrative health data from inpatient rehabilitation visits. The components of the responses have known and…

Methodology · Statistics 2023-02-23 Jared D. Huling , Jennifer P. Lundine , Julie C. Leonard

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…

Mathematical Physics · Physics 2007-05-23 J. Schmiegel , O. E. Barndorff-Nielsen , H. C. Eggers

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

Optimization and Control · Mathematics 2020-10-06 Cheng Guo , Merve Bodur , Dionne M. Aleman , David R. Urbach

Normative modeling enables individualized characterization of structural brain deviations by evaluating subjects against a reference population rather than a group average. Most existing implementations treat brain regions independently and…

Methodology · Statistics 2026-05-19 J. T. Korley

In social sciences, studies are often based on questionnaires asking participants to express ordered responses several times over a study period. We present a model-based clustering algorithm for such longitudinal ordinal data. Assuming…

Methodology · Statistics 2024-01-29 Francesco Amato , Julien Jacques , Isabelle Prim-Allaz

Longitudinal processes often unfold concurrently where the growth of two or more longitudinal outcomes are associated. Additionally, if the study under investigation is long, the growth curves may exhibit nonconstant change with respect to…

Methodology · Statistics 2022-08-23 Jin Liu , Robert A. Perera

In conventional randomized controlled trials, adjustment for baseline values of covariates known to be at least moderately associated with the outcome increases the power of the trial. Recent work has shown particular benefit for more…

Methodology · Statistics 2023-11-27 James Willard , Shirin Golchi , Erica EM Moodie

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

Modeling real-world multidimensional time series can be particularly challenging when these are sporadically observed (i.e., sampling is irregular both in time and across dimensions)-such as in the case of clinical patient data. To address…

Machine Learning · Computer Science 2019-12-02 Edward De Brouwer , Jaak Simm , Adam Arany , Yves Moreau

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…

Statistical Mechanics · Physics 2025-11-12 Minjae Cho

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

L1-norm regularized logistic regression models are widely used for analyzing data with binary response. In those analyses, fusing regression coefficients is useful for detecting groups of variables. This paper proposes a binomial logistic…

Methodology · Statistics 2023-12-15 Yuko Kakikawa , Shuichi Kawano
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