Related papers: Logistic regression models: practical induced prio…
Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…
Gaussian processes (GPs) are widely used metamodels for approximating expensive computer simulations, particularly in engineering design and spatial prediction. However, their performance can deteriorate significantly when covariance…
Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution…
Consider a set of categorical variables where at least one of them is binary. The log-linear model that describes the counts in the resulting contingency table implies a specific logistic regression model, with the binary variable as the…
Variable selection methods with nonlocal priors have been widely studied in linear regression models, and their theoretical and empirical performances have been reported. However, the crucial model selection properties for hierarchical…
The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…
This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for…
Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…
We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…
This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…
In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…
Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…
This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…
We describe a hierarchical Bayesian approach for inference about a parameter $\theta$ lower-bounded by $\alpha$ with uncertain $\alpha$, derive some basic identities for posterior analysis about $(\theta,\alpha)$, and provide illustrations…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
The models used to describe the kinetics of ruminal degradation are usually nonlinear models where the dependent variable is the proportion of degraded food. The method of least squares is the standard approach used to estimate the unknown…
Bayesian variable selection (BVS) depends critically on the specification of a prior distribution over the model space, particularly for controlling sparsity and multiplicity. This paper examines the practical consequences of different…
Many common correlation structures assumed for data can be described through latent Gaussian models. When Bayesian inference is carried out, it is required to set the prior distribution for scale parameters that rules the model components,…
Logistic regression models for binomial responses are routinely used in statistical practice. However, the maximum likelihood estimate may not exist due to data separability. We address this issue by considering a conjugate prior penalty…