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This article describes an R package bqror that estimates Bayesian quantile regression for ordinal models introduced in Rahman (2016). The paper classifies ordinal models into two types and offers computationally efficient, yet simple,…

Econometrics · Economics 2023-05-30 Prajual Maheshwari , Mohammad Arshad Rahman

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are…

Methodology · Statistics 2017-01-17 Olli Saarela , Léo R. Belzile , David A. Stephens

Ordinal Regression (OR) aims to model the ordering information between different data categories, which is a crucial topic in multi-label learning. An important class of approaches to OR models the problem as a linear combination of basis…

Machine Learning · Computer Science 2019-10-21 Chang Li , Maarten de Rijke

Bayesian response adaptive clinical trials are currently evaluating experimental therapies for several diseases. Adaptive decisions, such as pre-planned variations of the randomization probabilities, attempt to accelerate the development of…

Methodology · Statistics 2021-05-25 Marta Bonsaglio , Sandra Fortini , Steffen Ventz , Lorenzo Trippa

Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…

Methodology · Statistics 2020-10-19 Soutrik Mandal , Jing Qin , Ruth M. Pfeiffer

The pseudo-marginal (PM) approach is increasingly used for Bayesian inference in statistical models, where the likelihood is intractable but can be estimated unbiasedly. %Examples include random effect models, state-space models and data…

Methodology · Statistics 2017-09-12 M. -N. Tran , R. Kohn , M. Quiroz , M. Villani

Automated hyperparameter optimization (HPO) can support practitioners to obtain peak performance in machine learning models. However, there is often a lack of valuable insights into the effects of different hyperparameters on the final…

Machine Learning · Computer Science 2022-01-27 Julia Moosbauer , Julia Herbinger , Giuseppe Casalicchio , Marius Lindauer , Bernd Bischl

When estimating causal effects from observational data with numerous covariates, employing penalized covariate selection can improve the estimation efficiency. Outcome-oriented covariate selection, which involves selecting covariates…

Methodology · Statistics 2025-01-14 Wataru Hongo , Shuji Ando , Jun Tsuchida , Takashi Sozu

The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…

Machine Learning · Computer Science 2022-10-12 Huiyang Shao , Qianqian Xu , Zhiyong Yang , Shilong Bao , Qingming Huang

A large class of stochastic programs involve optimizing an expectation taken with respect to an underlying distribution that is unknown in practice. One popular approach to addressing the distributional uncertainty, known as the…

Optimization and Control · Mathematics 2017-08-30 Di Wu , Helin Zhu , Enlu Zhou

We reassess the use of linear models to approximate response probabilities of binary outcomes, focusing on average partial effects (APE). We confirm that linear projection parameters coincide with APEs in certain scenarios. Through…

Econometrics · Economics 2023-10-19 Kaicheng Chen , Robert S. Martin , Jeffrey M. Wooldridge

The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…

Applications · Statistics 2025-11-11 Abbas Zaidi , Rina Friedberg , Samir Khan , Yao-Yang Leow , Maulik Soneji , Houssam Nassif , Richard Mudd

Penalized logistic regression methods are frequently used to investigate the relationship between a binary outcome and a set of explanatory variables. The model performance can be assessed by measures such as the concordance statistic…

Methodology · Statistics 2021-01-20 Angelika Geroldinger , Lara Lusa , Mariana Nold , Georg Heinze

Uncertainty is the only certainty there is. Modeling data uncertainty is essential for regression, especially in unconstrained settings. Traditionally the direct regression formulation is considered and the uncertainty is modeled by…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Wanhua Li , Xiaoke Huang , Jiwen Lu , Jianjiang Feng , Jie Zhou

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

We develop methodology for valid inference after variable selection in logistic regression when the responses are partially observed, that is, when one observes a set of error-prone testing outcomes instead of the true values of the…

Methodology · Statistics 2025-04-17 Qinyan Shen , Karl Gregory , Xianzheng Huang

We study sequential testing for a binary disease outcome when risk follows an unknown logistic model. At each round, the decision maker may either pay for a test revealing the true label or predict the outcome based on patient features and…

Machine Learning · Computer Science 2026-05-05 Tavor Z. Baharav , Spyros Dragazis , Aldo Pacchiano

Objective: To investigate the impact of different logistic regression estimators applied to RDS samples obtained by simulation and real data. Methods: Four simulated populations were created combining different connectivity models, levels…

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…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala