Related papers: Efficient Gibbs Sampling in Cox Regression Models …
Bayesian inference in generalized linear models requires a prior on the coefficient vector $\beta$. Practitioners naturally reason about response probabilities at specific covariate values, not about abstract log-odds parameters. We develop…
The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…
Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…
The Cox model is an indispensable tool for time-to-event analysis, particularly in biomedical research. However, medicine is undergoing a profound transformation, generating data at an unprecedented scale, which opens new frontiers to study…
We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…
This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…
In Bayesian semi-parametric analyses of time-to-event data, non-parametric process priors are adopted for the baseline hazard function or the cumulative baseline hazard function for a given finite partition of the time axis. However, it…
Spatiotemporal data analysis with massive zeros is widely used in many areas such as epidemiology and public health. We use a Bayesian framework to fit zero-inflated negative binomial models and employ a set of latent variables from…
Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…
We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…
We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…
We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…
In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…
Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…
Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process.…
We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…
The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…
This paper studies Cox's regression hazard model with an unobservable random frailty where no specific distribution is postulated for the frailty variable, and the marginal lifetime distribution allows both parametric and non-parametric…
We propose a novel computationally low-cost method for estimating a general predictive measure of generalised Bayesian inference. The proposed method utilises posterior covariance and provides estimators of the Gibbs and the plugin…
We consider a Bayesian hierarchical version of the normal theory general linear model which is practically relevant in the sense that it is general enough to have many applications and it is not straightforward to sample directly from the…