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Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…

Methodology · Statistics 2024-08-20 Panagiotis Papastamoulis , Fotios Milienos

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general…

Machine Learning · Statistics 2018-10-18 Faicel Chamroukhi , Marius Bartcus , Hervé Glotin

We consider nonparametric inference for event time distributions based on current status data. We show that in this scenario conventional mixture priors, including the popular Dirichlet process mixture prior, lead to biologically…

Methodology · Statistics 2020-09-23 Giorgio Paulon , Peter Müller , Victor G. Sal Y Rosas

Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…

Computation · Statistics 2025-05-27 Franziska Thoma , Niklas Hartung , Manfred Opper , Wilhelm Huisinga

The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…

Statistics Theory · Mathematics 2025-04-25 Mario Beraha , Raffaele Argiento , Federico Camerlenghi , Alessandra Guglielmi

Bayesian models that can handle both over and under dispersed counts are rare in the literature, perhaps because full probability distributions for dispersed counts are rather difficult to construct. This note takes a first look at Bayesian…

Methodology · Statistics 2020-10-08 Alan Huang , Andy Sang Il Kim

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

Computation · Statistics 2020-05-07 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

Recently, the Bayesian nonparametric approach in survival studies attracts much more attentions. Because of multi modality in survival data, the mixture models are very common in this field. One of the famous priors on Bayesian…

Applications · Statistics 2016-12-26 S. B. Hajjar , S. Khazaei

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…

Methodology · Statistics 2012-12-06 XuanLong Nguyen

During the semiconductor manufacturing process, predicting the yield of the semiconductor is an important problem. Early detection of defective product production in the manufacturing process can save huge production cost. The data…

Applications · Statistics 2021-08-03 Sewon Park , Kyeongwon Lee , Da-Eun Jeong , Heung-Kook Ko , Jaeyong Lee

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

This work considers black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm of (Haario etal. 2001) is extended herein to scale asymptotically uniformly with respect to the…

Computation · Statistics 2017-02-07 Yuxin Chen , David Keyes , Kody J. H. Law , Hatem Ltaief

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

Methodology · Statistics 2020-06-22 Davide Ravagli , Georgi N. Boshnakov

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…

Computation · Statistics 2016-03-17 David Luengo , Luca Martino

Recent research has led to the development of MCMC algorithms with likelihood-informed proposals when targeting posterior distributions supported on discrete state spaces. Our work is placed within this field and puts forward a new MCMC…

Methodology · Statistics 2026-05-22 Luca Aiello , Raffaele Argiento , Alexandros Beskos , Maria De Iorio

Precise estimation of uncertainty in predictions for AI systems is a critical factor in ensuring trust and safety. Deep neural networks trained with a conventional method are prone to over-confident predictions. In contrast to Bayesian…

Machine Learning · Computer Science 2021-01-05 Theodoros Tsiligkaridis

In this paper we propose a new deterministic approximation method, called discretization approximation, for Bayesian computation. Discretization approximation is very simple to understand and to implement, It only requires calculating…

Computation · Statistics 2026-01-13 Shifeng Xiong