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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…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

Computation · Statistics 2014-01-03 Ajay Jasra

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number…

Machine Learning · Statistics 2011-08-05 Samuel J. Gershman , David M. Blei

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

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…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…

Priors are important for achieving proper posteriors with physically meaningful covariance structures for Gaussian random fields (GRFs) since the likelihood typically only provides limited information about the covariance structure under…

Methodology · Statistics 2017-11-28 Geir-Arne Fuglstad , Daniel Simpson , Finn Lindgren , Håvard Rue

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Constrained learning is prevalent in many statistical tasks. Recent work proposes distance-to-set penalties to derive estimators under general constraints that can be specified as sets, but focuses on obtaining point estimates that do not…

Methodology · Statistics 2022-10-25 Rick Presman , Jason Xu

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

Statistics Theory · Mathematics 2007-06-13 Guang Cheng , Michael R. Kosorok

In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

Bayesian modeling and analysis of the MEG and EEG modalities provide a flexible framework for introducing prior information complementary to the measured data. This prior information is often qualitative in nature, making the translation of…

Mathematical Physics · Physics 2008-11-20 Daniela Calvetti , Harri Hakula , Sampsa Pursiainen , Erkki Somersalo

Probabilistic Circuits (PCs) are a promising avenue for probabilistic modeling. They combine advantages of probabilistic graphical models (PGMs) with those of neural networks (NNs). Crucially, however, they are tractable probabilistic…

Machine Learning · Computer Science 2021-06-07 Anji Liu , Guy Van den Broeck

Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…

Machine Learning · Statistics 2019-08-08 Franklin Abodo , Andrew Berthaume , Stephen Zitzow-Childs , Leonardo Bobadilla

Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Lack of independence in the residuals from linear regression motivates the use of random effect models in many applied fields. We start from the one-way anova model and extend it to a general class of one-factor Bayesian mixed models,…

Methodology · Statistics 2019-12-04 Massimo Ventrucci , Daniela Cocchi , Gemma Burgazzi , Alex Laini

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

Binary regression models represent a popular model-based approach for binary classification. In the Bayesian framework, computational challenges in the form of the posterior distribution motivate still-ongoing fruitful research. Here, we…

Computation · Statistics 2023-09-06 Augusto Fasano , Niccolò Anceschi , Beatrice Franzolini , Giovanni Rebaudo