Related papers: Smoothing for age-period-cohort models: a comparis…

For the prediction with experts' advice setting, we construct forecasting algorithms that suffer loss not much more than any expert in the pool. In contrast to the standard approach, we investigate the case of long-term forecasting of time…

Cluster randomized trials (CRTs) offer a practical alternative for addressing logistical challenges and ensuring feasibility in community health, education, and prevention studies, even though randomized controlled trials are considered the…

Correlation and smoothness are terms used to describe a wide variety of random quantities. In time, space, and many other domains, they both imply the same idea: quantities that occur closer together are more similar than those further…

Smoothing splines can be thought of as the posterior mean of a Gaussian process regression in a certain limit. By constructing a reproducing kernel Hilbert space with an appropriate inner product, the Bayesian form of the V-spline is…

The development of statistical methods and numerical algorithms for model choice is vital to many real-world applications. In practice, the ABC approach can be instrumental for sequential model design; however, the theoretical basis of its…

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Continuous-time trajectory estimation is an attractive alternative to discrete-time batch estimation due to the ability to incorporate high-frequency measurements from asynchronous sensors while keeping the number of optimization parameters…

Approximate Bayesian Computational (ABC) methods (or likelihood-free methods) have appeared in the past fifteen years as useful methods to perform Bayesian analyses when the likelihood is analytically or computationally intractable. Several…

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be…

Inferring parameter distributions of complex industrial systems from noisy time series data requires methods to deal with the uncertainty of the underlying data and the used simulation model. Bayesian inference is well suited for these…

Approximate Bayesian computation (ABC) is a simulation-based likelihood-free method applicable to both model selection and parameter estimation. ABC parameter estimation requires the ability to forward simulate datasets from a candidate…

Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the LASSO (least absolute shrinkage and selection operator), the use of which requires…

Producing subnational estimates of the under-five mortality rate (U5MR) is a vital goal for the United Nations to reduce inequalities in mortality and well-being across the globe. There is a great disparity in U5MR between high-income and…

This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle…

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Competing risks models can involve more than one time scale. A relevant example is the study of mortality after a cancer diagnosis, where time since diagnosis but also age may jointly determine the hazards of death due to different causes.…

Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline…

A common problem in numerous research areas, particularly in clinical trials, is to test whether the effect of an explanatory variable on an outcome variable is equivalent across different groups. In practice, these tests are frequently…

Smoothing splines have been used pervasively in nonparametric regressions. However, the computational burden of smoothing splines is significant when the sample size $n$ is large. When the number of predictors $d\geq2$, the computational…

Data cleaning is naturally framed as probabilistic inference in a generative model of ground-truth data and likely errors, but the diversity of real-world error patterns and the hardness of inference make Bayesian approaches difficult to…