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This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…

Statistical Finance · Quantitative Finance 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree…

Machine Learning · Statistics 2020-10-27 Reza Mohammadi , Matthew Pratola , Maurits Kaptein

Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…

Methodology · Statistics 2014-03-14 Xiaoquan Wen

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

Machine Learning · Computer Science 2020-03-26 Hrushikesh Loya , Pranav Poduval , Deepak Anand , Neeraj Kumar , Amit Sethi

Tracking the spread of infectious disease during a pandemic has posed a great challenge to the governments and health sectors on a global scale. To facilitate informed public health decision-making, the concerned parties usually rely on…

Methodology · Statistics 2023-06-05 Tejasv Bedi , Yanxun Xu , Qiwei Li

This article introduces a novel dynamic framework to Bayesian model averaging for time-varying parameter quantile regressions. By employing sequential Markov chain Monte Carlo, we combine empirical estimates derived from dynamically chosen…

Statistics Theory · Mathematics 2024-11-08 Mauro Bernardi , Roberto Casarin , Bertrand Maillet , Lea Petrella

A common goal in modeling demographic rates is to compare two or more groups. For ex- ample comparing mortality rates between men and women or between geographic regions may reveal health inequalities. A popular class of models for…

Methodology · Statistics 2018-06-08 Theresa Smith

Predicting the evolution of mortality rates plays a central role for life insurance and pension funds.Various stochastic frameworks have been developed to model mortality patterns taking into account the main stylized facts driving these…

Applications · Statistics 2021-11-17 Karim Barigou , Pierre-Olivier Goffard , Stéphane Loisel , Yahia Salhi

From a practical perspective, proposals are one of the main bottleneck for any Markov Chain Monte Carlo (MCMC) algorithm. This paper suggests a novel data driven or informed proposal for reversible jump MCMC for Bayesian variable selection…

Applications · Statistics 2025-01-14 Djidenou Montcho , Daiane Zuanetti , Thierry Chekouo , Luis Milan

This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…

Artificial Intelligence · Computer Science 2025-08-08 Majid Mohammadi

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

Applications · Statistics 2021-07-28 Kai Zhou , Jiong Tang

This work introduces a Bayesian smoothing approach for the joint graduation of mortality rates across multiple populations. In particular, dynamical linear models are used to induce smoothness across ages through structured dependence,…

The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short…

Applications · Statistics 2024-10-23 Xiaobai Zhu , Kenneth Q. Zhou , Zijia Wang

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…

Methodology · Statistics 2021-03-08 Zhen Liu , Xiaoqian Sun , Yu-Bo Wang

Decision trees are commonly used predictive models due to their flexibility and interpretability. This paper is directed at quantifying the uncertainty of decision tree predictions by employing a Bayesian inference approach. This is…

Machine Learning · Computer Science 2024-03-28 Jodie A. Cochrane , Adrian Wills , Sarah J. Johnson

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Methodology · Statistics 2010-09-20 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

We develop an algorithm for model selection which allows for the consideration of a combinatorially large number of candidate models governing a dynamical system. The innovation circumvents a disadvantage of standard model selection which…

Data Analysis, Statistics and Probability · Physics 2017-11-01 Niall M. Mangan , J. Nathan Kutz , Steven L. Brunton , Joshua L. Proctor
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