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This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and…

Econometrics · Economics 2020-01-28 Georges Bresson , Guy Lacroix , Mohammad Arshad Rahman

The assessment of diversity and similarity is relevant in monitoring the status of ecosystems. The respective indicators are based on the taxonomic composition of biological communities of interest, currently estimated through the…

Applications · Statistics 2018-10-12 Fabio Divino , Johanna Ärje , Antti Penttinen , Kristian Meissner , Salme Kärkkäinen

We consider the structured-output prediction problem through probabilistic approaches and generalize the "perturb-and-MAP" framework to more challenging weighted Hamming losses, which are crucial in applications. While in principle our…

Machine Learning · Statistics 2018-11-22 Tatiana Shpakova , Francis Bach , Anton Osokin

A key objective of decomposition analysis is to identify a factor (the 'mediator') contributing to disparities in an outcome between social groups. In decomposition analysis, a scholarly interest often centers on estimating how much the…

Methodology · Statistics 2022-05-27 Soojin Park , Suyeon Kang , Chioun Lee , Shujie Ma

We study the linear bandit problem that accounts for partially observable features. Without proper handling, unobserved features can lead to linear regret in the decision horizon $T$, as their influence on rewards is unknown. To tackle this…

Machine Learning · Statistics 2025-08-19 Wonyoung Kim , Sungwoo Park , Garud Iyengar , Assaf Zeevi , Min-hwan Oh

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

Machine Learning · Computer Science 2022-04-07 Tanwi Mallick , Prasanna Balaprakash , Jane Macfarlane

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

Methodology · Statistics 2024-06-28 Si Cheng , Jon Wakefield , Ali Shojaie

In this paper, we propose a Bayesian Graphical LASSO for correlated countable data and apply it to spatial crime data. In the proposed model, we assume a Gaussian Graphical Model for the latent variables which dominate the potential risks…

Methodology · Statistics 2020-06-08 Sho Ichigozaki , Takahiro Kawashima , Hayaru Shouno

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings,…

Methodology · Statistics 2026-03-27 Licheng Liu

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical…

Methodology · Statistics 2024-05-09 Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn , Edoardo M. Airoldi

Public special events, like sports games, concerts and festivals are well known to create disruptions in transportation systems, often catching the operators by surprise. Although these are usually planned well in advance, their impact is…

Machine Learning · Statistics 2018-12-21 Filipe Rodrigues , Stanislav S. Borysov , Bernardete Ribeiro , Francisco C. Pereira

Ecological Momentary Assessments (EMA) capture real-time thoughts and behaviors in natural settings, producing rich longitudinal data for statistical and physiological analyses. However, the robustness of these analyses can be compromised…

Methodology · Statistics 2023-11-21 Yiheng Wei , Donald Hedeker

Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

Data imbalance is common in many vision tasks where one or more classes are rare. Without addressing this issue conventional methods tend to be biased toward the majority class with poor predictive accuracy for the minority class. These…

Computer Vision and Pattern Recognition · Computer Science 2016-02-04 Chen Huang , Chen Change Loy , Xiaoou Tang

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

Machine Learning · Computer Science 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

In this paper, we study two PDEs that generalize the urban crime model proposed by Short \emph{et al}. [Math. Models Methods Appl. Sci., 18 (2008), pp. 1249-1267]. Our modifications are made under assumption of the spatial heterogeneity of…

Analysis of PDEs · Mathematics 2016-06-01 Yu Gu , Qi Wang , Guangzeng Yi

Sparseness of the regression coefficient vector is often a desirable property, since, among other benefits, sparseness improves interpretability. In practice, many true regression coefficients might be negligibly small, but non-zero, which…

Methodology · Statistics 2019-10-01 Daniel Andrade , Kenji Fukumizu

One major drawback of state-of-the-art artificial intelligence is its lack of explainability. One approach to solve the problem is taking causality into account. Causal mechanisms can be described by structural causal models. In this work,…

Machine Learning · Statistics 2021-09-07 Nico Reick , Felix Wiewel , Alexander Bartler , Bin Yang

In scientific domains -- from biology to the social sciences -- many questions boil down to \textit{What effect will we observe if we intervene on a particular variable?} If the causal relationships (e.g.~a causal graph) are known, it is…