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Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scenarios. However, expectation propagation can also be used to…

Methodology · Statistics 2018-05-23 P. Hall , I. M. Johnstone , J. T. Ormerod , M. P. Wand , J. C. F. Yu

Fitting mixed models to complex survey data is a challenging problem. Most methods in the literature, including the most widely used one, require a close relationship between the model structure and the survey design. In this paper we…

Methodology · Statistics 2023-11-23 Thomas Lumley , Xudong Huang

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

Reliably characterizing the full conditional distribution of a multivariate response variable given a set of covariates is crucial for trustworthy decision-making. However, misspecified or miscalibrated multivariate models may yield a poor…

Machine Learning · Computer Science 2025-10-27 Victor Dheur , Souhaib Ben Taieb

We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the…

Machine Learning · Statistics 2017-12-22 Christian Donner , Manfred Opper

In machine learning one of the strategic tasks is the selection of only significant variables as predictors for the response(s). In this paper an approach is proposed which consists in the application of permutation tests on the candidate…

We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based…

Methodology · Statistics 2017-10-09 Yang Tang , Ryan P. Browne , Paul D. McNicholas

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…

Methodology · Statistics 2021-03-22 Lu Zhang , Sudipto Banerjee , Andrew O. Finley

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

Methodology · Statistics 2022-03-29 Ali Rafei , Carol A. C. Flannagan , Brady T. West , Michael R. Elliott

This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…

Artificial Intelligence · Computer Science 2013-01-18 Pedro Larrañaga , Ramon Etxeberria , Jose A. Lozano , Jose M. Pena

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

Methodology · Statistics 2026-02-12 Hilde Vinje , Lars Erik Gangsei

Statistical and structural modeling represent two distinct approaches to data analysis. In this paper, we propose a set of novel methods for combining statistical and structural models for improved prediction and causal inference. Our first…

Econometrics · Economics 2020-06-11 Jiaming Mao , Jingzhi Xu

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Joint modelling of longitudinal and time-to-event data is usually described by a joint model which uses shared or correlated latent effects to capture associations between the two processes. Under this framework, the joint distribution of…

Methodology · Statistics 2022-03-07 Zili Zhang , Christiana Charalambous , Peter Foster

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio