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In Bayesian nonparametric models, Gaussian processes provide a popular prior choice for regression function estimation. Existing literature on the theoretical investigation of the resulting posterior distribution almost exclusively assume a…

Statistics Theory · Mathematics 2015-03-06 Debdeep Pati , Anirban Bhattacharya , Guang Cheng

In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time $T$ a "continuous mark" variable is observed as well. A Bayesian nonparametric method is introduced for estimating…

Statistics Theory · Mathematics 2021-03-16 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…

Statistics Theory · Mathematics 2023-01-27 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…

Methodology · Statistics 2022-09-22 Zili Zhang , Christiana Charalambous , Peter Foster

We show how to construct the implied copula process of response values from a Bayesian additive regression tree (BART) model with prior on the leaf node variances. This copula process, defined on the covariate space, can be paired with any…

Methodology · Statistics 2026-01-14 Jan Martin Wenkel , Michael Stanley Smith , Nadja Klein

Combining distributions is an important issue in decision theory and Bayesian inference. Logarithmic pooling is a popular method to aggregate expert opinions by using a set of weights that reflect the reliability of each information source.…

We introduce a dynamic generative model, Bayesian allocation model (BAM), which establishes explicit connections between nonnegative tensor factorization (NTF), graphical models of discrete probability distributions and their Bayesian…

Machine Learning · Statistics 2019-03-12 Ali Taylan Cemgil , Mehmet Burak Kurutmaz , Sinan Yildirim , Melih Barsbey , Umut Simsekli

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to…

Machine Learning · Computer Science 2024-11-08 Yiwei Dong , Shaoxin Ye , Yuwen Cao , Qiyu Han , Hongteng Xu , Hanfang Yang

We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…

Applications · Statistics 2020-06-09 Alessandro Viani , Gianvittorio Luria , Harald Bornfleth , Alberto Sorrentino

We consider nonparametric inference for event time distributions based on current status data. We show that in this scenario conventional mixture priors, including the popular Dirichlet process mixture prior, lead to biologically…

Methodology · Statistics 2020-09-23 Giorgio Paulon , Peter Müller , Victor G. Sal Y Rosas

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

The univariate piecing-together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. We propose a multivariate extension. First it is shown that an…

Statistics Theory · Mathematics 2012-05-09 Stefan Aulbach , Verena Bayer , Michael Falk

Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on…

Methodology · Statistics 2020-10-27 Ethan M. Alt , Matthew A. Psioda , Joseph G. Ibrahim

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

The proportional hazards (PH) and accelerated failure time (AFT) models are the most widely used hazard structures for analysing time-to-event data. When the goal is to identify variables associated with event times, variable selection is…

Methodology · Statistics 2026-02-04 Yulong Chen , Jim Griffin , Francisco Javier Rubio

Machine learning strategies like multi-task learning, meta-learning, and transfer learning enable efficient adaptation of machine learning models to specific applications in healthcare, such as prediction of various diseases, by leveraging…

Machine Learning · Computer Science 2024-12-31 Sophie Wharrie , Lisa Eick , Lotta Mäkinen , Andrea Ganna , Samuel Kaski , FinnGen

The random-effects or normal-normal hierarchical model is commonly utilized in a wide range of meta-analysis applications. A Bayesian approach to inference is very attractive in this context, especially when a meta-analysis is based only on…

Computation · Statistics 2020-04-29 Christian Röver

We introduce a method for matching the neutral-current deep inelastic scattering process with parton showers at first order in the strong coupling. This multiplicative matching is achieved by reweighting leading-order Born-level events and…

High Energy Physics - Phenomenology · Physics 2026-05-13 Ilkka Helenius , Joni O. Laulainen , Christian T. Preuss

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West
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