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We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Observational studies are often conducted to estimate causal effects of treatments or exposures on event-time outcomes. Since treatments are not randomized in observational studies, techniques from causal inference are required to adjust…

Methodology · Statistics 2023-10-23 Han Ji , Arman Oganisian

We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments. Adaptive batching is a natural extension of sequential design heuristics with the benefit of replication growing as response features are…

Machine Learning · Statistics 2021-07-14 Xiong Lyu , Mike Ludkovski

Background: Mathematical models based on ordinary differential equations (ODEs) are essential tools across various scientific disciplines, including biology, ecology, and healthcare informatics. They are used to simulate complex dynamic…

Quantitative Methods · Quantitative Biology 2025-09-03 Hamed Karami , Amanda Bleichrodt , Ruiyan Luo , Gerardo Chowell

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

The R package abn is designed to fit additive Bayesian models to observational datasets. It contains routines to score Bayesian networks based on Bayesian or information theoretic formulations of generalized linear models. It is equipped…

Machine Learning · Statistics 2019-11-21 Gilles Kratzer , Fraser Iain Lewis , Arianna Comin , Marta Pittavino , Reinhard Furrer

Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…

Populations and Evolution · Quantitative Biology 2011-06-15 Katalin Csilléry , Olivier François , Michael GB Blum

Survival analysis is one of the most important fields of statistics in medicine and the biological sciences. In addition, the computational advances in the last decades have favoured the use of Bayesian methods in this context, providing a…

Applications · Statistics 2020-07-28 Danilo Alvares , Elena Lázaro , Virgilio Gómez-Rubio , Carmen Armero

BHAM is a freely avaible R pakcage that implments Bayesian hierarchical additive models for high-dimensional clinical and genomic data. The package includes functions that generalized additive model, and Cox additive model with the…

Computation · Statistics 2022-07-07 Boyi Guo , Nengjun Yi

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

In the management of most chronic conditions characterized by the lack of universally effective treatments, adaptive treatment strategies (ATSs) have been growing in popularity as they offer a more individualized approach, and sequential…

Methodology · Statistics 2021-08-03 Armando Turchetta , Erica E. M. Moodie , David A. Stephens , Sylvie D. Lambert

Bayesian response adaptive clinical trials are currently evaluating experimental therapies for several diseases. Adaptive decisions, such as pre-planned variations of the randomization probabilities, attempt to accelerate the development of…

Methodology · Statistics 2021-05-25 Marta Bonsaglio , Sandra Fortini , Steffen Ventz , Lorenzo Trippa

This paper introduces the R package BayesVarSel which implements objective Bayesian methodology for hypothesis testing and variable selection in linear models. The package computes posterior probabilities of the competing hypotheses/models…

Other Statistics · Statistics 2016-11-28 Gonzalo Garcia-Donato , Anabel Forte

We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Gaussian approximations such as the Laplace approximation and…

Computation · Statistics 2022-04-13 Jouni Helske , Matti Vihola

We describe the R package acebayes and demonstrate its use to find Bayesian optimal experimental designs. A decision-theoretic approach is adopted, with the optimal design maximising an expected utility. Finding Bayesian optimal designs for…

Computation · Statistics 2018-12-27 Antony Overstall , David Woods , Maria Adamou

Bayesian statistics is an integral part of contemporary applied science. bayesics provides a single framework, unified in syntax and output, for performing the most commonly used statistical procedures, ranging from one- and two-sample…

Methodology · Statistics 2026-02-18 Daniel K. Sewell , Alan T. Arakkal

Background: Determining an adequate sample size is essential for developing reliable and generalisable clinical prediction models, yet practical guidance on selecting appropriate methods remains limited. Existing analytical and…

In this article, we present a recently released R package for Bayesian calibration. Many industrial fields are facing unfeasible or costly field experiments. These experiments are replaced with numerical/computer experiments which are…

Computation · Statistics 2018-08-30 Mathieu Carmassi , Pierre Barbillon , Matthieu Chiodetti , Merlin Keller , Eric Parent

Probabilistic programming methods have revolutionised Bayesian inference, making it easier than ever for practitioners to perform Markov-chain-Monte-Carlo sampling from non-conjugate posterior distributions. Here we focus on Stan, arguably…

Computation · Statistics 2025-02-10 Clemens Pichler , Jack Jewson , Alejandra Avalos-Pacheco

Replication studies are essential for assessing the credibility of claims from original studies. A critical aspect of designing replication studies is determining their sample size; a too small sample size may lead to inconclusive studies…

Methodology · Statistics 2023-08-14 Samuel Pawel , Guido Consonni , Leonhard Held