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We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…

Machine Learning · Computer Science 2024-11-06 Fabio Sigrist

Population dynamics models play an important role in a number of fields, such as actuarial science, demography, and ecology, as they help explain past fluctuations and predict future population. The accuracy of these models is often…

Methodology · Statistics 2025-11-06 Paolo Onorati , Sofia Ruiz-Suarez , Radu Craiu

This paper proposes a novel Bayesian framework for solving Poisson inverse problems by devising a Monte Carlo sampling algorithm which accounts for the underlying non-Euclidean geometry. To address the challenges posed by the Poisson…

Computation · Statistics 2025-11-18 Elhadji Cisse Faye , Mame Diarra Fall , Nicolas Dobigeon , Eric Barat

Gibbs partition models are the largest class of infinite exchangeable partitions of the positive integers generalizing the product form of the probability function of the two-parameter Poisson-Dirichlet family. Recently those models have…

Probability · Mathematics 2013-12-23 Annalisa Cerquetti

In this paper, we present the Bayesian inference procedures for the parameters of the multivariate random effects model derived under the assumption of an elliptically contoured distribution when the Berger and Bernardo reference and the…

Methodology · Statistics 2023-05-26 Olha Bodnar , Taras Bodnar

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

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

We present and discuss new importance sampling schemes for the approximate computation of the sample probability of observed genetic types in the infinitely many sites model from population genetics. More specifically, we extend the…

Probability · Mathematics 2011-05-11 Matthias Birkner , Jochen Blath , Matthias Steinruecken

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Methodology · Statistics 2008-02-05 K. Triantafyllopoulos

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…

Methodology · Statistics 2022-10-27 Douglas Mateus da Silva , Dani Gamerman

The original formulation of BEAMS - Bayesian Estimation Applied to Multiple Species - showed how to use a dataset contaminated by points of multiple underlying types to perform unbiased parameter estimation. An example is cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-03-02 James Newling , Bruce. A. Bassett , Renée Hlozek , Martin Kunz , Mathew Smith , Melvin Varughese

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

The Tweedie Compound Poisson-Gamma model is routinely used for modeling non-negative continuous data with a discrete probability mass at zero. Mixed models with random effects account for the covariance structure related to the grouping…

Machine Learning · Statistics 2019-02-05 Yaodong Yang , Rui Luo , Yuanyuan Liu

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…

Methodology · Statistics 2020-02-12 Giulia Carallo , Roberto Casarin , Christian P. Robert

In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…

Computation · Statistics 2019-07-04 Zilong Zou , Sayan Mukherjee , Harbir Antil , Wilkins Aquino

Bayesian and other likelihood-based methods require specification of a statistical model and may not be fully satisfactory for inference on quantities, such as quantiles, that are not naturally defined as model parameters. In this paper, we…

Statistics Theory · Mathematics 2022-01-11 Indrabati Bhattacharya , Ryan Martin

An exciting new algorithmic breakthrough has been advanced for how to carry out inferences in a Dempster-Shafer (DS) formulation of a categorical data generating model. The developed sampling mechanism, which draws on theory for directed…

Computation · Statistics 2021-04-08 Jonathan P Williams