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The Semi-Implicit Root solver (SIR) is an iterative method for globally convergent solution of systems of nonlinear equations. Since publication, SIR has proven robustness for a great variety of problems. We here present MATLAB and MAPLE…
Efficiently sampling from high-dimensional, multi-modal posteriors is a central challenge in Bayesian inference for astrophysics, especially gravitational-wave astronomy. Popular families of methods like Markov-chain Monte Carlo, nested…
Nested case-control (NCC) is a sampling method widely used for developing and evaluating risk models with expensive biomarkers on large prospective cohort studies. The biomarker values are typically obtained on a sub-cohort, consisting of…
We introduce a new shrinkage variable selection operator for linear models which we term the \emph{adaptive ridge selector} (ARiS). This approach is inspired by the \emph{relevance vector machine} (RVM), which uses a Bayesian hierarchical…
While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways…
The analysis of signal-to-interference ratios (SIRs) in wireless networks is instrumental to derive important performance metrics, including reliability, throughput, and delay. While a host of results on SIR distributions are now available,…
The Min-Hashing approach to sketching has become an important tool in data analysis, information retrial, and classification. To apply it to real-valued datasets, the ICWS algorithm has become a seminal approach that is widely used, and…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
For many probability distributions of interest, it is quite difficult to obtain samples efficiently. Often, Markov chains are employed to obtain approximately random samples from these distributions. The primary drawback to traditional…
Efficient schemes for sampling from the eigenvalues of the Wishart distribution have recently been described for both the uncorrelated central case (where the covariance matrix is $\mathbf{I}$) and the spiked Wishart with a single spike…
In this paper, we propose a new class of bivariate distributions, called the bivariate discrete inverse Weibull (BDsIW) distribution, whose marginals are discrete inverse Weibull (DsIW) distributions. Some statistical and mathematical…
Estimating the parameters of compact binaries which coalesce and produce gravitational waves is a challenging Bayesian inverse problem. Gravitational-wave parameter estimation lies within the class of multifidelity problems, where a variety…
Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…
Early in an infectious disease outbreak, timely and accurate estimation of the basic reproduction number ($R_0$) and the serial interval (SI) is critical for understanding transmission dynamics and informing public health responses. While…
Background: Identification of causal SNPs in most genome wide association studies relies on approaches that consider each SNP individually. However, there is a strong correlation structure among SNPs that need to be taken into account.…
Large observational datasets, including those derived from electronic health records, are a valuable resource for medical research but are often affected by missingness, measurement error, and misclassification. Two-phase sampling with…
Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI)…
Win statistics, including the win ratio, net benefit, and win odds, summarize treatment effects on hierarchical composite endpoints by sequentially comparing patient pairs on component outcomes ordered by clinical importance, proceeding to…
Feature selection from a large number of covariates (aka features) in a regression analysis remains a challenge in data science, especially in terms of its potential of scaling to ever-enlarging data and finding a group of scientifically…
Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates…