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In this paper we show how nuisance parameter marginalized posteriors can be inferred directly from simulations in a likelihood-free setting, without having to jointly infer the higher-dimensional interesting and nuisance parameter posterior…

Cosmology and Nongalactic Astrophysics · Physics 2019-07-17 Justin Alsing , Benjamin Wandelt

Most of applied statistics involves regression analysis of data. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models. Currently, this package gives the user a choice…

Computation · Statistics 2015-07-15 George Karabatsos

The inferential model (IM) framework offers alternatives to the familiar probabilistic (e.g., Bayesian and fiducial) uncertainty quantification in statistical inference. Allowing this uncertainty quantification to be imprecise makes it…

Statistics Theory · Mathematics 2024-12-10 Ryan Martin , Jonathan P. Williams

Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the…

Model misspecification is a long-standing enigma of the Bayesian inference framework as posteriors tend to get overly concentrated on ill-informed parameter values towards the large sample limit. Tempering of the likelihood has been…

Methodology · Statistics 2019-12-13 Owen Thomas , Jukka Corander

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

The marginal likelihood of a model is a key quantity for assessing the evidence provided by the data in support of a model. The marginal likelihood is the normalizing constant for the posterior density, obtained by integrating the product…

Populations and Evolution · Quantitative Biology 2018-11-30 Mathieu Fourment , Andrew F. Magee , Chris Whidden , Arman Bilge , Frederick A. Matsen , Vladimir N. Minin

In likelihood-free settings where likelihood evaluations are intractable, approximate Bayesian computation (ABC) addresses the formidable inference task to discover plausible parameters of simulation programs that explain the observations.…

Machine Learning · Statistics 2019-03-05 Kelvin Hsu , Fabio Ramos

Pre-main sequence (PMS) models provide invaluable tools for the study of star forming regions as they allow to assign masses and ages to young stars. Thus it is of primary importance to test the models against observations of PMS stars with…

Solar and Stellar Astrophysics · Physics 2015-05-30 Mario Gennaro , Pier Giorgio Prada Moroni , Emanuele Tognelli

Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional…

Computation · Statistics 2019-06-12 G. S. Rodrigues , D. J. Nott , S. A. Sisson

Large language models (LLMs) exhibit positional bias in how they use context, which especially complicates listwise ranking. To address this, we propose permutation self-consistency, a form of self-consistency over ranking list outputs of…

Computation and Language · Computer Science 2024-04-23 Raphael Tang , Xinyu Zhang , Xueguang Ma , Jimmy Lin , Ferhan Ture

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is to illustrate…

Methodology · Statistics 2013-10-02 Ernesto Barrios , Antonio Lijoi , Luis E. Nieto-Barajas , Igor Prünster

Measurement error in count data is common but underexplored in the literature, particularly in contexts where observed scores are bounded and arise from discrete scoring processes. Motivated by applications in oral reading fluency…

Methodology · Statistics 2025-06-26 Yuqiu Yang , Christina Vu , Cornelis J. Potgieter , Xinlei Wang , Akihito Kamata

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

The cumulative incidence is the probability of failure from the cause of interest over a certain time period in the presence of other risks. A semiparametric regression model proposed by Fine and Gray (1999) has become the method of choice…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin

We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate selection of the hyperparameters in the beta prime prior leads…

Methodology · Statistics 2019-07-19 Ray Bai , Malay Ghosh

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

Methodology · Statistics 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

Computation · Statistics 2016-10-19 Hien D Nguyen , Geoffrey J McLachlan , Pierre Orban , Pierre Bellec , Andrew L Janke

This paper compares six different parameter estimation methods for shared frailty models via a series of simulation studies. A shared frailty model is a survival model that incorporates a random effect term, where the frailties are common…

Methodology · Statistics 2023-11-21 Tingxuan Wu , Cindy Feng , Longhai Li

Trial-based cost-effectiveness analyses (CEAs) are an important source of evidence in the assessment of health interventions. In these studies, cost and effectiveness outcomes are commonly measured at multiple time points, but some…

Methodology · Statistics 2022-03-30 Andrea Gabrio , Catrin Plumpton , Sube Banerjee , Baptiste Leurent