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The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence…

Machine Learning · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…

Computation · Statistics 2025-02-28 David Bolin , Alexandre B. Simas

Comparative meta-analyses of groups of subjects by integrating multiple observational studies rely on estimated propensity scores (PSs) to mitigate covariate imbalances. However, PS estimation grapples with the theoretical and practical…

Methodology · Statistics 2024-05-09 Subharup Guha , Yi Li

BPEC is an R package for Bayesian Phylogeographic and Ecological Clustering which allows geographical, environmental and phenotypic measurements to be combined with DNA sequences in order to reveal clustered structure resulting from…

Applications · Statistics 2018-09-19 Ioanna Manolopoulou , Axel Hille , Brent Emerson

This paper describes and illustrates new functionality for fitting spatially varying coefficients models in the spBayes (version 0.4-2) R package. The new spSVC function uses a computationally efficient Markov chain Monte Carlo algorithm…

Computation · Statistics 2020-01-01 Andrew O. Finley , Sudipto Banerjee

Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The Economist magazine. However, the demands of real-time…

Methodology · Statistics 2025-10-23 Geonhee Han , Andrew Gelman , Aki Vehtari

In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…

Methodology · Statistics 2024-09-20 Amaia Iparragirre , Irantzu Barrio , Jorge Aramendi , Inmaculada Arostegui

Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…

Methodology · Statistics 2020-01-17 Ying Jin , Weilin Fu , Jian Kang , Jiadong Guo , Jian Guo

The item response model in latent space (LSIRM; Jeon et al., 2021) uncovers unobserved interactions between respondents and items in the item response data by embedding both in a shared latent metric space. The R package lsirm12pl…

Methodology · Statistics 2025-03-11 Dongyoung Go , Gwanghee Kim , Jina Park , Junyong Park , Minjeong Jeon , Ick Hoon Jin

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

Spatial statistics is a growing discipline providing important analytical techniques in a wide range of disciplines in the natural and social sciences. In the R package GWmodel, we introduce techniques from a particular branch of spatial…

Applications · Statistics 2014-03-18 Isabella Gollini , Binbin Lu , Martin Charlton , Christopher Brunsdon , Paul Harris

Variable selection remains a fundamental challenge in statistics, especially in nonparametric settings where model complexity can obscure interpretability. Bayesian tree ensembles, particularly the popular Bayesian additive regression trees…

Methodology · Statistics 2025-09-10 Shengbin Ye , Meng Li

Due to their flexibility and superior performance, machine learning models frequently complement and outperform traditional statistical survival models. However, their widespread adoption is hindered by a lack of user-friendly tools to…

Finite mixture modelling provides a framework for cluster analysis based on parsimonious Gaussian mixture models. Variable or feature selection is of particular importance in situations where only a subset of the available variables provide…

Computation · Statistics 2014-11-04 Luca Scrucca , Adrian E. Raftery

Compressive sensing (CS) is an emerging field based on the revelation that a small collection of linear projections of a sparse signal contains enough information for stable, sub-Nyquist signal acquisition. When a statistical…

Information Theory · Computer Science 2009-06-25 Dror Baron , Shriram Sarvotham , Richard G. Baraniuk

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more…

Methodology · Statistics 2020-12-03 Michele Peruzzi , David B. Dunson

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling…

Computation · Statistics 2013-12-10 Klaus K. Holst , Esben Budtz-Jørgensen

Regression analysis is commonly conducted in survey sampling. However, existing methods fail when the relationships vary across different areas or domains. In this paper, we propose a unified framework to study the group-wise covariate…

Methodology · Statistics 2024-09-25 Mingjun Gang , Xin Wang , Zhonglei Wang , Wei Zhong

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

Complex survey data are usually collected following complex sampling designs. Accounting for the sampling design is essential to obtain unbiased estimates and valid inferences when analyzing complex survey data. The area under the receiver…

Methodology · Statistics 2026-03-31 Amaia Iparragirre , Thomas Lumley , Irantzu Barrio