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Functional data are often extremely high-dimensional and exhibit strong dependence structures but can often prove valuable for both prediction and inference. The literature on functional data analysis is well developed; however, there has…

Methodology · Statistics 2020-11-09 Paul A. Parker , Scott H. Holan

Stan is an open-source probabilistic programing language, primarily designed to do Bayesian data analysis. Its main inference algorithm is an adaptive Hamiltonian Monte Carlo sampler, supported by state of the art gradient computation.…

Applications · Statistics 2022-03-29 Charles C. Margossian , Yi Zhang , William R. Gillespie

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

Neural Networks (NNs) have provided state-of-the-art results for many challenging machine learning tasks such as detection, regression and classification across the domains of computer vision, speech recognition and natural language…

Machine Learning · Statistics 2026-04-21 Ethan Goan , Clinton Fookes

This tutorial shows how to build, fit, and criticize disease transmission models in Stan, and should be useful to researchers interested in modeling the SARS-CoV-2 pandemic and other infectious diseases in a Bayesian framework. Bayesian…

Computation · Statistics 2021-10-01 Léo Grinsztajn , Elizaveta Semenova , Charles C. Margossian , Julien Riou

Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential…

Methodology · Statistics 2017-08-01 Jonathan W. Bartlett , Ruth H. Keogh

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Machine Learning · Computer Science 2022-01-19 David Tolpin

Stata users have access to two easy-to-use implementations of Bayesian inference: Stata's native {\tt bayesmh} function and StataStan, which calls the general Bayesian engine Stan. We compare these on two models that are important for…

Computation · Statistics 2016-12-15 Robert L. Grant , Daniel C. Furr , Bob Carpenter , Andrew Gelman

Integrating dynamical systems models with time series data is a central part of contemporary mathematical biology. With the rich variety of available models and data, numerous methods and computational tools have been developed for these…

Computation · Statistics 2026-03-24 Sara Hamis , John Forslund , Cici Chen Gu , Jodie A. Cochrane

For an observed response that is composed by a set - or vector - of positive values that sum up to 1, the Dirichlet distribution (Bol'shev, 2018) is a helpful mathematical construction for the quantification of the data-generating mechanics…

Methodology · Statistics 2018-08-21 Holger Sennhenn-Reulen

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

The functional linear regression model is a common tool to determine the relationship between a scalar outcome and a functional predictor seen as a function of time. This paper focuses on the Bayesian estimation of the support of the…

Methodology · Statistics 2017-01-09 Paul-Marie Grollemund , Christophe Abraham , Meïli Baragatti , Pierre Pudlo

We propose a computationally efficient inferential procedure for longitudinal function-on-function regression. The method follows a marginal three-step approach: (1) fit massive pointwise longitudinal scalar-on-function regression models,…

Methodology · Statistics 2026-05-04 Leif Verace , Siobhan McMahon , Erjia Cui

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

Survival data is encountered in a range of disciplines, most notably health and medical research. Although Bayesian approaches to the analysis of survival data can provide a number of benefits, they are less widely used than classical (e.g.…

Computation · Statistics 2020-02-25 Samuel L. Brilleman , Eren M. Elci , Jacqueline Buros Novik , Rory Wolfe

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

Nonresponse weighting adjustment using the response propensity score is a popular tool for handling unit nonresponse. Statistical inference after the nonresponse weighting adjustment is complicated because the effect of estimating the…

Methodology · Statistics 2017-02-14 Hejian Sang , Jae Kwang Kim

This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…

Econometrics · Economics 2025-05-20 Ruixuan Liu , Zhengfei Yu
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