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We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

When mapping subnational health and demographic indicators, direct weighted estimators of small area means based on household survey data can be unreliable when data are limited. If survey microdata are available, unit level models can…

Methodology · Statistics 2023-09-22 Peter A. Gao , Jon Wakefield

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

For large model spaces, the potential entrapment of Markov chain Monte Carlo (MCMC) based methods with spike-and-slab priors poses significant challenges in posterior computation in regression models. On the other hand, maximum a posteriori…

Methodology · Statistics 2026-02-25 Shamriddha De , Joyee Ghosh

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

Although Bayesian methods are robust and principled, their application in practice could be limited since they typically rely on computationally intensive Markov Chain Monte Carlo algorithms for their implementation. One possible solution…

Computation · Statistics 2015-10-06 Tian Chen , Jeffrey Streets , Babak Shahbaba

Hierarchical models in Bayesian inverse problems are characterized by an assumed prior probability distribution for the unknown state and measurement error precision, and hyper-priors for the prior parameters. Combining these probability…

Computation · Statistics 2019-06-10 Arvind K. Saibaba , Johnathan Bardsley , D. Andrew Brown , Alen Alexanderian

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

We revisit the Bayesian Context Trees (BCT) modelling framework for discrete time series, which was recently found to be very effective in numerous tasks including model selection, estimation and prediction. A novel representation of the…

Methodology · Statistics 2023-03-21 Ioannis Papageorgiou , Ioannis Kontoyiannis

We propose a Bayesian elastic net that uses empirical likelihood and develop an efficient tuning of Hamiltonian Monte Carlo for posterior sampling. The proposed model relaxes the assumptions on the identity of the error distribution,…

Methodology · Statistics 2022-07-20 Chul Moon , Adel Bedoui

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression…

Methodology · Statistics 2022-10-21 Kunbo Wang , Yanxun Xu

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

Although theoretically compelling, Bayesian learning with modern machine learning models is computationally challenging since it requires approximating a high dimensional posterior distribution. In this work, we (i) introduce posteriors, an…

Machine Learning · Computer Science 2025-04-15 Samuel Duffield , Kaelan Donatella , Johnathan Chiu , Phoebe Klett , Daniel Simpson

We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…

Methodology · Statistics 2014-09-10 Zepu Zhang

The United States Bureau of Labor Statistics collects data using survey instruments under informative sampling designs that assign probabilities of inclusion to be correlated with the response. The bureau extensively uses Bayesian…

Methodology · Statistics 2017-10-26 Terrance D. Savitsky , Sanvesh Srivastava