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Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database (HMD) that provides unified raw mortality tables for nearly…

Applications · Statistics 2020-03-06 Nhan Huynh , Mike Ludkovski

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Critical infrastructure increasingly relies on interconnected cyber-physical systems whose security incidents can escalate rapidly into safety and operational failures. Existing decision-support approaches struggle to support real-time…

Cryptography and Security · Computer Science 2026-02-19 Shaofei Huang , Christopher M. Poskitt , Lwin Khin Shar

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

Machine Learning · Statistics 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Methodology · Statistics 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

Joinpoint regression is used to determine the number of segments needed to adequately explain the relationship between two variables. This methodology can be widely applied to real problems, but we focus on epidemiological data, the main…

Applications · Statistics 2011-12-08 Miguel A. Martinez-Beneito , Gonzalo García-Donato , Diego Salmerón

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

Computation · Statistics 2021-07-20 Luca Martino , Víctor Elvira

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov…

Risk Management · Quantitative Finance 2017-05-02 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…

Methodology · Statistics 2022-09-07 Sanjay Chaudhuri , Teng Yin

Bayesian Decision Trees (DTs) are generally considered a more advanced and accurate model than a regular Decision Tree (DT) because they can handle complex and uncertain data. Existing work on Bayesian DTs uses Markov Chain Monte Carlo…

Machine Learning · Computer Science 2023-05-31 Efthyvoulos Drousiotis , Alexander M. Phillips , Paul G. Spirakis , Simon Maskell

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

Machine Learning · Statistics 2018-12-05 Ed Wagstaff , Saad Hamid , Michael Osborne

We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. Though the described Bayesian computational framework is general, we look at a specific application to the…

Computational Engineering, Finance, and Science · Computer Science 2023-11-07 Brandon Robinson , Philippe Bisaillon , Jodi D. Edwards , Tetyana Kendzerska , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

The joint modeling of longitudinal and time-to-event outcomes has become a popular tool in follow-up studies. However, fitting Bayesian joint models to large datasets, such as patient registries, can require extended computing times. To…

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Machine Learning · Computer Science 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size. We develop a Bayesian formalism…

Statistics Theory · Mathematics 2013-02-19 Felix Abramovich , Vadim Grinshtein