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Parameter inference for linear and non-Gaussian state space models is challenging because the likelihood function contains an intractable integral over the latent state variables. While Markov chain Monte Carlo (MCMC) methods provide exact…

Computation · Statistics 2025-07-22 Bao Anh Vu , David Gunawan , Andrew Zammit-Mangion

Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…

Methodology · Statistics 2025-10-01 Chiara Mattamira , Olivia Prosper Feldman

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured…

Machine Learning · Computer Science 2014-04-15 James Hensman , Magnus Rattray , Neil D. Lawrence

The mixture cure model for analyzing survival data is characterized by the assumption that the population under study is divided into a group of subjects who will experience the event of interest over some finite time horizon and another…

Methodology · Statistics 2022-03-30 Oswaldo Gressani , Christel Faes , Niel Hens

We introduce a novel Bayesian approach for jointly modeling longitudinal cardiovascular disease (CVD) risk factor trajectories, medication use, and time-to-events. Our methodology incorporates longitudinal risk factor trajectories into the…

Methodology · Statistics 2025-03-25 Zeynab Aghabazaz , Michael J Daniels , Donald M Lloyd-Jones , Juned Siddique

We introduce a statistical procedure that integrates survival data from multiple biomedical studies, to improve the accuracy of predictions of survival or other events, based on individual clinical and genomic profiles, compared to models…

Applications · Statistics 2020-07-20 Steffen Ventz , Rahul Mazumder , Lorenzo Trippa

Neural control variates (NCVs) have emerged as a powerful tool for variance reduction in Monte Carlo (MC) simulations, particularly in high-dimensional problems where traditional control variates are difficult to construct analytically. By…

High Energy Physics - Lattice · Physics 2025-08-22 Hyunwoo Oh

Survival analysis serves as a fundamental component in numerous healthcare applications, where the determination of the time to specific events (such as the onset of a certain disease or death) for patients is crucial for clinical…

Artificial Intelligence · Computer Science 2025-10-23 Siqi Li , Yuqing Shang , Ziwen Wang , Qiming Wu , Chuan Hong , Yilin Ning , Di Miao , Marcus Eng Hock Ong , Bibhas Chakraborty , Nan Liu

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…

Computation · Statistics 2019-05-08 Jim Griffin , Krys Latuszynski , Mark Steel

In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…

Risk Management · Quantitative Finance 2022-05-04 Taras Bodnar , Vilhelm Niklasson , Erik Thorsén

We present an unsupervised data processing workflow that is specifically designed to obtain a fast conformational clustering of long molecular dynamics simulation trajectories. In this approach we combine two dimensionality reduction…

Chemical Physics · Physics 2023-08-09 Simon Hunkler , Kay Diederichs , Oleksandra Kukharenko , Christine Peter

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

Methodology · Statistics 2024-06-18 Xiao Yao , Ning Jianhui , Qin Hong

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

Background: The predictive Intensive Care Unit (ICU) scoring system plays an important role in ICU management because it predicts important outcomes, especially mortality. Many scoring systems have been developed and used in the ICU. These…

Artificial Intelligence · Computer Science 2023-07-18 Mingquan Lin , Song Wang , Ying Ding , Lihui Zhao , Fei Wang , Yifan Peng

Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…

Statistics Theory · Mathematics 2023-09-04 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

Dynamic assessment of mortality risk in the intensive care unit (ICU) can be used to stratify patients, inform about treatment effectiveness or serve as part of an early-warning system. Static risk scoring systems, such as APACHE or SAPS,…

Machine Learning · Statistics 2020-11-03 Jonathan Heitz , Joanna Ficek , Martin Faltys , Tobias M. Merz , Gunnar Rätsch , Matthias Hüser

Recent variational Bayes methods for geospatial regression, proposed as an alternative to computationally expensive Markov chain Monte Carlo (MCMC) sampling, have leveraged Nearest Neighbor Gaussian processes (NNGP) to achieve scalability.…

Computation · Statistics 2025-07-17 Jiafang Song , Abhirup Datta

Accurate early prediction of in-hospital mortality in intensive care units (ICUs) is essential for timely clinical intervention and efficient resource allocation. This study develops and evaluates machine learning models that integrate both…

Machine Learning · Computer Science 2025-10-22 Nursultan Mamatov , Philipp Kellmeyer