Related papers: Bayesian models for missing and misclassified vari…

Finding the optimal design of experiments in the Bayesian setting typically requires estimation and optimization of the expected information gain functional. This functional consists of one outer and one inner integral, separated by the…

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Many research domains use data elicited from "citizen scientists" when a direct measure of a process is expensive or infeasible. However, participants may report incorrect estimates or classifications due to their lack of skill. We…

Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work,…

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Active Learning for discriminative models has largely been studied with the focus on individual samples, with less emphasis on how classes are distributed or which classes are hard to deal with. In this work, we show that this is harmful.…

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

Large-scale linear models are ubiquitous throughout machine learning, with contemporary application as surrogate models for neural network uncertainty quantification; that is, the linearised Laplace method. Alas, the computational cost…

Bayesian methods and software for spatial data analysis are generally now well established in the scientific community. Despite the wide application of spatial models, the analysis of multivariate spatial data using R-INLA has not been…

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Laplace approximation (LA) and its linearized variant (LLA) enable effortless adaptation of pretrained deep neural networks to Bayesian neural networks. The generalized Gauss-Newton (GGN) approximation is typically introduced to improve…

This paper considers the problem of mismeasured categorical covariates in the context of regression modeling; if unaccounted for, such misclassification is known to result in misestimation of model parameters. Here, we exploit the fact that…

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

Accurately estimating the informativeness of individual samples in a dataset is an important objective in deep learning, as it can guide sample selection, which can improve model efficiency and accuracy by removing redundant or potentially…

The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies.…

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…