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Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…

Statistics Theory · Mathematics 2023-10-27 Sumit Mukherjee , Bodhisattva Sen , Subhabrata Sen

Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, many standard statistical approaches may be substantially…

Methodology · Statistics 2025-03-18 Jin-Hong Du , Larry Wasserman , Kathryn Roeder

After rejecting the null hypothesis in the analysis of variance, the next step is to make the pairwise comparisons to find out differences in means. The purpose of this paper is threefold. The foremost aim is to suggest expression for…

Methodology · Statistics 2023-06-22 Elsayed A. H. Elamir

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

In this paper, we propose an explicit closed-form Bayes factor for the problem of two-sample hypothesis testing. The proposed approach can be regarded as a Bayesian version of the pooled-variance t-statistic and has various appealing…

Methodology · Statistics 2015-09-10 Min Wang , Guangying Liu

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

We study the problem of testing the equivalence of functional parameters (such as the mean or variance function) in the two sample functional data problem. In contrast to previous work, which reduces the functional problem to a multiple…

Statistics Theory · Mathematics 2020-04-28 Holger Dette , Kevin Kokot

Consider a situation of analyzing high-dimensional count data containing an excess of near-zero counts with a small number of moderate or large counts. Assuming that the observations are modeled by a Poisson distribution, we are interested…

Statistics Theory · Mathematics 2025-11-27 Sayantan Paul , Arijit Chakrabarti

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…

Methodology · Statistics 2025-12-24 Bohan Wu , Eli N. Weinstein , David M. Blei

Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bayesian perspective. The maximum likelihood estimator (MLE)…

Statistics Theory · Mathematics 2019-12-19 Gianluca Finocchio , Johannes Schmidt-Hieber

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

Machine Learning · Statistics 2025-08-12 Ismaël Castillo , Alice L'Huillier , Kolyan Ray , Luke Travis

Genetic risk prediction is an important component of individualized medicine, but prediction accuracies remain low for many complex diseases. A fundamental limitation is the sample sizes of the studies on which the prediction algorithms are…

Methodology · Statistics 2017-06-20 Sihai Dave Zhao

Given the well-known and fundamental problems with hypothesis testing via classical (point-form) significance tests, there has been a general move to alternative approaches, often focused on the Bayesian t-test. We show that the Bayesian…

Statistics Theory · Mathematics 2022-11-07 Fintan Costello , Paul Watts

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or…

Methodology · Statistics 2024-10-21 Fabio Vieira , Hongwei Zhao , Joris Mulder

Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…

Statistics Theory · Mathematics 2016-07-04 Siddhartha Chib , Todd A. Kuffner

The assessment of diversity and similarity is relevant in monitoring the status of ecosystems. The respective indicators are based on the taxonomic composition of biological communities of interest, currently estimated through the…

Applications · Statistics 2018-10-12 Fabio Divino , Johanna Ärje , Antti Penttinen , Kristian Meissner , Salme Kärkkäinen

The literature on "mechanism design from samples," which has flourished in recent years at the interface of economics and computer science, offers a bridge between the classic computer-science approach of worst-case analysis (corresponding…

Computer Science and Game Theory · Computer Science 2018-07-03 Moshe Babaioff , Yannai A. Gonczarowski , Yishay Mansour , Shay Moran

In the field of modeling, the word validation refers to simple comparisons between model outputs and experimental data. Usually, this comparison constitutes plotting the model results against data on the same axes to provide a visual…

Applications · Statistics 2021-06-11 Farid Mohammadi
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