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Sampling from complex target distributions is a challenging task fundamental to Bayesian inference. Parallel tempering (PT) addresses this problem by constructing a Markov chain on the expanded state space of a sequence of distributions…

Computation · Statistics 2023-01-18 Nikola Surjanovic , Saifuddin Syed , Alexandre Bouchard-Côté , Trevor Campbell

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang

Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…

Statistics Theory · Mathematics 2023-01-27 Shuang Zhou , Debdeep Pati , Tianying Wang , Yun Yang , Raymond J. Carroll

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Tracer-kinetic analysis of dynamic contrast-enhanced magnetic resonance imaging data is commonly performed with the well-known Tofts model and nonlinear least squares (NLLS) regression. This approach yields point estimates of model…

Medical Physics · Physics 2020-01-08 Andreas Mittermeier , Birgit Ertl-Wagner , Jens Ricke , Olaf Dietrich , Michael Ingrisch

Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…

Methodology · Statistics 2019-04-29 Mevin B. Hooten , Devin S. Johnson , Brian M. Brost

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Leveraging preclinical animal data for a phase I first-in-man trial is appealing yet challenging. A prior based on animal data may place large probability mass on values of the dose-toxicity model parameter(s), which appear infeasible in…

Applications · Statistics 2020-04-15 Haiyan Zheng , Lisa V. Hampson

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

Methodology · Statistics 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar

A local projection is a statistical framework that accounts for the relationship between an exogenous variable and an endogenous variable, measured at different time points. Local projections are often applied in impulse response analyses…

Methodology · Statistics 2020-03-03 Masahiro Tanaka

Estimating the marginal and joint densities of the long-term average intakes of different dietary components is an important problem in nutritional epidemiology. Since these variables cannot be directly measured, data are usually collected…

Methodology · Statistics 2022-05-18 Abhra Sarkar

We present a new method, "kairosis", for aggregating probability forecasts made over a time period of a single outcome determined at the end of that period. Informed by work on Bayesian change-point detection, we begin by constructing for…

Applications · Statistics 2025-03-31 Zane Hassoun , Ben Powell , Niall MacKay

The past decade has seen an explosion of research in causal mediation analysis. However, most analytic tools developed so far rely on frequentist methods which may not be robust in the case of small sample sizes. In this paper, we propose a…

Computation · Statistics 2023-07-19 Belay B Yimer , Mark Lunt , Marcus Beasley , Gary J Macfarlane , John McBeth

Modern machine learning methods and the availability of large-scale data have significantly advanced our ability to predict target quantities from large sets of covariates. However, these methods often struggle under distributional shifts,…

Machine Learning · Statistics 2025-12-24 Nicola Gnecco , Jonas Peters , Sebastian Engelke , Niklas Pfister

In many research fields, researchers aim to identify significant associations between a set of explanatory variables and a response while controlling the FDR. The Knockoff filter has been recently proposed in the frequentist paradigm to…

Methodology · Statistics 2026-04-22 Lorenzo Focardi-Olmi , Anna Gottard , Michele Guindani , Marina Vannucci

Predictive biomarkers are playing an essential role in precision medicine. Identifying an optimal cutoff to select patient subsets with greater benefit from treatment is critical and more challenging for predictive biomarkers measured with…

Applications · Statistics 2025-04-29 Chi Zhang , Wei Shi , Spencer Woody , Qing Liu

In this paper, a Convolution-Based Converter (CBC) is proposed to develop a methodology for removing the strong or fixed priors in estimating the probability distribution of targets based on observations in the stochastic process.…

Machine Learning · Computer Science 2025-04-04 Chaoran Pang , Lin Wang , Shuangrong Liu , Shikun Tian , WenHao Yue , Xingshen Zhang , Bo Yang

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

Purpose: Covariate adjustment is a powerful statistical technique that can increase efficiency in clinical trials. Recent guidance from the U.S. FDA provided recommendations and best practices for using covariate adjustment. However, there…

We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two interweaving strategies (Yu and Meng, Journal of Computational…

Computation · Statistics 2019-08-07 Gregor Kastner , Sylvia Frühwirth-Schnatter , Hedibert Freitas Lopes