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Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…

Applications · Statistics 2021-05-11 Anirban Mondal , Bani Mallick

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…

Computation · Statistics 2023-05-04 Marcelo Pereyra , Luis A. Vargas-Mieles , Konstantinos C. Zygalakis

In decommissioning projects of nuclear facilities, the radiological characterisation step aims to estimate the quantity and spatial distribution of different radionuclides. To carry out the estimation, measurements are performed on site to…

Methodology · Statistics 2023-05-15 Martin Wieskotten , Marielle Crozet , Bertrand Iooss , Céline Lacaux , Amandine Marrel

The paper proposes a Bayesian multinomial logit model to analyse spatial patterns of urban expansion. The specification assumes that the log-odds of each class follow a spatial autoregressive process. Using recent advances in Bayesian…

Econometrics · Economics 2020-08-04 Tamás Krisztin , Philipp Piribauer , Michael Wögerer

We tackle limitations of ordinary differential equation-driven Susceptible-Infections-Removed (SIR) models and their extensions that have recently be employed for epidemic nowcasting and forecasting. In particular, we deal with challenges…

Computation · Statistics 2026-02-10 Angelos Alexopoulos , Paul Birrell , Daniela De Angelis

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

Geographically weighted regression (GWR) models handle geographical dependence through a spatially varying coefficient model and have been widely used in applied science, but its general Bayesian extension is unclear because it involves a…

Methodology · Statistics 2026-03-18 Yang Liu , Robert J. B. Goudie

Environmental phenomena are influenced by complex interactions among various factors. For instance, the amount of rainfall measured at different stations within a given area is shaped by atmospheric conditions, orography, and physics of…

Applications · Statistics 2025-01-16 Paolo Onorati , Antonio Canale

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

Methodology · Statistics 2025-09-15 Haoyu Jiang , Yuexi Wang , Yun Yang

Bayesian methods for modelling and inference are being increasingly used in the cryospheric sciences, and glaciology in particular. Here, we present a review of recent works in glaciology that adopt a Bayesian approach when conducting an…

Applications · Statistics 2021-12-28 Giri Gopalan , Andrew Zammit-Mangion , Felicity McCormack

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…

Computation · Statistics 2013-04-17 John Geweke , Garland Durham , Huaxin Xu

We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…

Methodology · Statistics 2021-09-20 Seonghyun Jeong , Taeyoung Park , David A. van Dyk

Motivated by problems from neuroimaging in which existing approaches make use of "mass univariate" analysis which neglects spatial structure entirely, but the full joint modelling of all quantities of interest is computationally infeasible,…

Methodology · Statistics 2022-04-19 Denishrouf Thesingarajah , Adam M. Johansen

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

Gaussian process models -also called Kriging models- are often used as mathematical approximations of expensive experiments. However, the number of observation required for building an emulator becomes unrealistic when using classical…

Machine Learning · Statistics 2012-12-17 Nicolas Durrande , David Ginsbourger , Olivier Roustant , Laurent Carraro

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

We investigate two new strategies for the numerical solution of optimal stopping problems within the Regression Monte Carlo (RMC) framework of Longstaff and Schwartz. First, we propose the use of stochastic kriging (Gaussian process)…

Computational Finance · Quantitative Finance 2016-10-27 Michael Ludkovski
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