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Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for scalable Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established…

Machine Learning · Statistics 2019-12-13 Prateek Bansal , Rico Krueger , Michel Bierlaire , Ricardo A. Daziano , Taha H. Rashidi

We propose a robust in-time predictor for in-hospital COVID-19 patient's probability of requiring mechanical ventilation. A challenge in the risk prediction for COVID-19 patients lies in the great variability and irregular sampling of…

Machine Learning · Computer Science 2021-02-03 Kai Zhang , Siddharth Karanth , Bela Patel , Robert Murphy , Xiaoqian Jiang

We propose a clustered local projection (clustered LP) method to estimate impulse response functions in a class of time-varying models where parameter variation is linked to a low-dimensional matrix of observables. We show that the…

Econometrics · Economics 2026-05-04 Ana Maria Herrera , Elena Pesavento , Alessia Scudiero

In the era of Big Data, scalable and accurate clustering algorithms for high-dimensional data are essential. We present new Bayesian Distance Clustering (BDC) models and inference algorithms with improved scalability while maintaining the…

Methodology · Statistics 2024-09-02 Rafael Cabral , Maria de Iorio , Andrew Harris

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…

Methodology · Statistics 2016-08-05 Minh-Ngoc Tran , David J. Nott , Robert Kohn

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed high-dimensional data based on multivariate Student-$t$…

Methodology · Statistics 2020-12-10 Jaejoon Lee , Jaeyong Lee

We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Fergal P. Casey , Joshua J. Waterfall , Ryan N. Gutenkunst , Christopher R. Myers , James P. Sethna

Investigating relationships between response variables and covariates in areas such as environmental science, geoscience, and public health is an important endeavor. Based on a Bayesian mixture of finite mixtures model, we present a novel…

Methodology · Statistics 2023-06-06 Peng Zhao , Hou-Cheng Yang , Dipak K. Dey , Guanyu Hu

In the design of clinical trials, it is essential to assess the design operating characteristics (e.g., power and the type I error rate). Common practice for the evaluation of operating characteristics in Bayesian clinical trials relies on…

Methodology · Statistics 2026-03-17 Luke Hagar , Shirin Golchi

The identification of patient subgroups with comparable event-risk dynamics plays a key role in supporting informed decision-making in clinical research. In such settings, it is important to account for the inherent dependence that arises…

Computation · Statistics 2026-01-13 Alessandra Ragni , Lara Cavinato , Francesca Ieva

Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…

Methodology · Statistics 2016-12-23 Marbac Matthieu , Sedki Mohammed

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Machine Learning · Statistics 2022-02-25 Hugh Dance , Brooks Paige

Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients. However, these models often struggle with balancing…

Methodology · Statistics 2025-01-07 Daisuke Murakami , Shinichiro Shirota , Seiji Kajita , Mami Kajita

We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…

Methodology · Statistics 2024-04-23 Kjetil Røysland , Pål Ryalen , Mari Nygård , Vanessa Didelez

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

Ambulatory cardiovascular (CV) measurements provide valuable insights into individuals' health conditions in "real-life," everyday settings. Current methods of modeling ambulatory CV data do not consider the dynamic characteristics of the…

Applications · Statistics 2017-01-11 Zhao-Hua Lu , Sy-Miin Chow , Andrew Sherwood , Hongtu Zhu

Objectives: The main objective of this review article is to evaluate the usability of Computational Fluid Dynamics (CFD) as a supporting clinical tool for respiratory system. Data Source: The English articles referred for this review paper…

Fluid Dynamics · Physics 2023-10-24 Rajneesh Kashyap , R. Thundil Karuppa Raj

Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally…

Statistics Theory · Mathematics 2014-10-02 Isambi S. Mbalawata , Simo Särkkä , Matti Vihola , Heikki Haario

We introduce NeuralSurv, the first deep survival model to incorporate Bayesian uncertainty quantification. Our non-parametric, architecture-agnostic framework captures time-varying covariate-risk relationships in continuous time via a novel…

Machine Learning · Computer Science 2025-12-17 Mélodie Monod , Alessandro Micheli , Samir Bhatt
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