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Bayesian inference methods rely on numerical algorithms for both model selection and parameter inference. In general, these algorithms require a high computational effort to yield reliable estimates. One of the major challenges in…

Quantitative Methods · Quantitative Biology 2018-08-09 Patricio Maturana , Brendon J. Brewer , Steffen Klaere , Remco Bouckaert

Permutation tests are widely used in statistics, providing a finite-sample guarantee on the type I error rate whenever the distribution of the samples under the null hypothesis is invariant to some rearrangement. Despite its increasing…

Statistics Theory · Mathematics 2022-05-26 Ilmun Kim , Sivaraman Balakrishnan , Larry Wasserman

Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured…

Methodology · Statistics 2022-04-20 Daniel R. Kowal

The Bell regression model (BRM) is a statistical model that is often used in the analysis of count data that exhibits overdispersion. In this study, we propose a Bayesian analysis of the BRM and offer a new perspective on its application.…

Computation · Statistics 2024-03-13 Ameer Musa Imran Alhseeni , Hossein Bevrani

Comparison of appropriate models to describe observational data is a fundamental task of science. The Bayesian model evidence, or marginal likelihood, is a computationally challenging, yet crucial, quantity to estimate to perform Bayesian…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-10 A. Spurio Mancini , M. M. Docherty , M. A. Price , J. D. McEwen

We consider the situation where the observed sample contains some observations whose class of origin is known (that is, they are classified with respect to the g underlying classes of interest), and where the remaining observations in the…

Machine Learning · Statistics 2020-04-15 Geoffrey J. McLachlan , Daniel Ahfock

Variable selection in sparse regression models is an important task as applications ranging from biomedical research to econometrics have shown. Especially for higher dimensional regression problems, for which the link function between…

Machine Learning · Statistics 2019-12-10 Burim Ramosaj , Markus Pauly

Statistical procedures such as Bayes factor model selection and Bayesian model averaging require the computation of normalizing constants (e.g., marginal likelihoods). These normalizing constants are notoriously difficult to obtain, as they…

Computation · Statistics 2018-09-19 Quentin F. Gronau , Henrik Singmann , Eric-Jan Wagenmakers

Survival analysis is a widely-used technique for analyzing time-to-event data in the presence of censoring. In recent years, numerous survival analysis methods have emerged which scale to large datasets and relax traditional assumptions…

Machine Learning · Computer Science 2023-11-06 Mert Ketenci , Shreyas Bhave , Noémie Elhadad , Adler Perotte

Accurately quantifying uncertainty in large language models (LLMs) is crucial for their reliable deployment, especially in high-stakes applications. Current state-of-the-art methods for measuring semantic uncertainty in LLMs rely on strict…

Machine Learning · Computer Science 2024-10-31 Yashvir S. Grewal , Edwin V. Bonilla , Thang D. Bui

This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…

Statistics Theory · Mathematics 2016-06-06 W. T. M. Dunsmuir , J. Y. He

A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…

Methodology · Statistics 2020-01-23 Emi Tanaka , Francis K. C. Hui

In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…

Signal Processing · Electrical Eng. & Systems 2023-07-26 Nerya Granot , Tzvi Diskin , Nicolas Dobigeon , Ami Wiesel

Ordinal cumulative probability models (CPMs) -- also known as cumulative link models -- such as the proportional odds regression model are typically used for discrete ordered outcomes, but can accommodate both continuous and mixed…

Methodology · Statistics 2022-01-11 Nathan T. James , Frank E. Harrell , Bryan E. Shepherd

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…

Machine Learning · Statistics 2026-04-21 Antoine Chatalic , Marco Letizia , Nicolas Schreuder , Lorenzo Rosasco

Minimum Bayes risk (MBR) decoding is a decision rule of text generation tasks that outperforms conventional maximum a posterior (MAP) decoding using beam search by selecting high-quality outputs based on a utility function rather than those…

Computation and Language · Computer Science 2024-10-22 Hiroyuki Deguchi , Yusuke Sakai , Hidetaka Kamigaito , Taro Watanabe

By providing a framework of accounting for the shared ancestry inherent to all life, phylogenetics is becoming the statistical foundation of biology. The importance of model choice continues to grow as phylogenetic models continue to…

Populations and Evolution · Quantitative Biology 2019-02-05 Jamie R. Oaks , Kerry A. Cobb , Vladimir N. Minin , Adam D. Leaché

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li