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Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

Machine Learning · Computer Science 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

We outline a framework for multiple imputation of nonignorable item nonresponse when the marginal distributions of some of the variables with missing values are known. In particular, our framework ensures that (i) the completed datasets…

Methodology · Statistics 2020-11-12 Olanrewaju Akande , Jerome P. Reiter

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

We provide a complete framework for performing infinite-dimensional Bayesian inference and uncertainty quantification for image reconstruction with Poisson data. In particular, we address the following issues to make the Bayesian framework…

Numerical Analysis · Mathematics 2019-10-22 Qingping Zhou , Tengchao Yu , Xiaoqun Zhang , Jinglai Li

It is well-known that the distribution over functions induced through a zero-mean iid prior distribution over the parameters of a multi-layer perceptron (MLP) converges to a Gaussian process (GP), under mild conditions. We extend this…

Machine Learning · Computer Science 2019-12-02 Russell Tsuchida , Fred Roosta , Marcus Gallagher

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

This paper develops a novel nonparametric significance test based on a tailored nonparametric-type projected weighting function that exhibits appealing theoretical and numerical properties. We derive the asymptotic properties of the…

Econometrics · Economics 2026-02-18 Xiaojun Song , Jichao Yuan

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…

Methodology · Statistics 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

Design-based inference, also known as randomization-based or finite-population inference, provides a principled framework for trustworthy statistical inference by attributing randomness solely to the design mechanism (e.g., treatment…

Methodology · Statistics 2026-04-17 Siyu Heng , Yanxin Shen , Zijian Guo

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…

Machine Learning · Statistics 2024-06-14 Elouan Argouarc'h , François Desbouvries , Eric Barat , Eiji Kawasaki

A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.

Statistics Theory · Mathematics 2014-06-12 Paulo C. Marques F. , Carlos A. de B. Pereira

We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…

Probability · Mathematics 2022-09-21 Florian Brück , Jan-Frederik Mai , Matthias Scherer

Directed graphs occur throughout statistical modeling of networks, and exchangeability is a natural assumption when the ordering of vertices does not matter. There is a deep structural theory for exchangeable undirected graphs, which…

Statistics Theory · Mathematics 2016-12-19 Diana Cai , Nathanael Ackerman , Cameron Freer

Nonparametric and nonlinear measures of statistical dependence between pairs of random variables are important tools in modern data analysis. In particular the emergence of large data sets can now support the relaxation of linearity…

Methodology · Statistics 2016-05-13 Sarah Filippi , Chris Holmes

We propose a general nonparametric Bayesian framework for binary regression, which is built from modeling for the joint response-covariate distribution. The observed binary responses are assumed to arise from underlying continuous random…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Athanasios Kottas

Variance parameters in additive models are typically assigned independent priors that do not account for model structure. We present a new framework for prior selection based on a hierarchical decomposition of the total variance along a…

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk
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