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We propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter…

Applications · Statistics 2015-09-18 Nadja Klein , Thomas Kneib , Stefan Lang , Alexander Sohn

We investigate a class of binary choice models with social interactions. We propose a unifying perspective that integrates economic models using a utility function and psychological models using an impact function. A general approach for…

The article reviews the history of well-being to gauge how subjective question surveys can improve our understanding of well-being in Mexico. The research uses data at the level of the 32 federal entities or States, taking advantage of the…

Econometrics · Economics 2020-04-27 Jeremy Heald , Erick Treviño Aguilar

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…

Applications · Statistics 2013-01-15 Bradley Efron

Bayesian model-averaged meta-analysis allows quantification of evidence for both treatment effectiveness $\mu$ and across-study heterogeneity $\tau$. We use the Cochrane Database of Systematic Reviews to develop discipline-wide empirical…

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

Methodology · Statistics 2017-09-05 P. C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

The analysis of multivariate functional curves has the potential to yield important scientific discoveries in domains such as healthcare, medicine, economics and social sciences. However, it is common for real-world settings to present…

Methodology · Statistics 2024-07-23 Tui Nolan , Sylvia Richardson , Hélène Ruffieux

This dissertation is based on a project co-founded by the Health Market Quality Program (now Rozetta Institute) and the Australian Institute of Health and Welfare. The overall objective of this work is to provide a framework and a tool for…

Applications · Statistics 2023-04-18 Ludovico Pinzari

Understanding how and why certain communities bear a disproportionate burden of disease is challenging due to the scarcity of data on these communities. Surveys provide a useful avenue for accessing hard-to-reach populations, as many…

Methodology · Statistics 2023-07-27 Stephanie M. Wu , Briana Joy K. Stephenson

There is a considerable amount of ongoing research on the use of Bayesian control charts for detecting a shift from a good quality distribution to a bad quality distribution in univariate and multivariate processes. It is widely claimed…

Applications · Statistics 2017-12-19 Amir Ahmadi-Javid , Mohsen Ebadi

A four-pronged approach to dealing with Social Science Phenomenon is outlined. This methodology is applied to Financial Services, Economic Growth and Well-Being. The four prongs are like the four directions for an army general looking for…

Economics · Quantitative Finance 2017-05-10 Ravi Kashyap

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

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…

Methodology · Statistics 2011-01-25 Gonzalo Garcia-Donato , Miguel Angel Martinez-Beneito

We provide conditions for the stochastic dominance comparisons of a risk $X$ and an associated risk $X+Z$, where $Z$ represents the uncertainty due to the environment and where $X$ and $Z$ can be dependent. The comparisons depend on both…

Statistics Theory · Mathematics 2025-03-10 Jorge Navarro , José M. Zapata

We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

To investigate the structure of individual differences in performance on behavioral tasks, Haaf and Rouder (2017) developed a class of hierarchical Bayesian mixed models with varying levels of constraint on the individual effects. The…

Applications · Statistics 2022-10-24 Thomas J. Faulkenberry

Most papers which explored so far macroeconomic variables took into account income and wealth. Equally important as the previous macroeconomic variables is the expenditure or consumption, which shows the amount of goods and services that a…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Agents often have individual goals which depend on a group's actions. If agents trust a forecast of collective action and adapt strategically, such prediction can influence outcomes non-trivially, resulting in a form of performative…

Machine Learning · Computer Science 2025-02-18 António Góis , Mehrnaz Mofakhami , Fernando P. Santos , Gauthier Gidel , Simon Lacoste-Julien