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We investigate a Poisson sampling design in the presence of unknown selection probabilities when applied to a population of unknown size for multiple sampling occasions. The fixed-population model is adopted and extended upon for inference.…

Methodology · Statistics 2020-01-30 Kyle Vincent , Saman Muthukumarana

A mixture of two or more count distributions has become deeply embedded in the analysis of excess counts, often relative to the stationary (equilibrium) distributions of birth-death processes such as the geometric, Poisson, Poisson-Lindley…

Methodology · Statistics 2026-05-19 Wanrudee Skulpakdee , Mongkol Hunkrajok

There are few inference methods available to accommodate covariate-dependent anisotropy in point process models. To address this, we propose an extended Bayesian MCMC approach for Neyman-Scott cluster processes. We focus on anisotropy and…

Methodology · Statistics 2025-05-16 Jiří Dvořák , Emily Ewers , Tomáš Mrkvička , Claudia Redenbach

The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…

Methodology · Statistics 2022-09-14 Denis Talbot , Miceline Mésidor , Yohann Chiu , Marc Simard , Caroline Sirois

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

We study the calibration of Gaussian process (GP) predictive distributions in the interpolation setting from a design-marginal perspective. Conditioning on the data and averaging over a design measure \mu, we formalize \mu-coverage for…

Machine Learning · Statistics 2025-12-08 Aurélien Pion , Emmanuel Vazquez

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

Methodology · Statistics 2025-07-24 Sreya Sarkar , Kshitij Khare , Sanvesh Srivastava

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

Deterministic compartmental models are predominantly used in the modeling of infectious diseases, though stochastic models are considered more realistic, yet are complicated to estimate due to missing data. In this paper we present a novel…

Computation · Statistics 2022-06-22 Shuying Wang , Stephen G. Walker

We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate post-processing techniques, in this case ensemble Bayesian…

Applications · Statistics 2015-10-28 Annette Möller , Alex Lenkoski , Thordis L. Thorarinsdottir

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Machine Learning · Statistics 2016-10-19 Wenbo Hu , Jun Zhu , Bo Zhang

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

The Bell regression model (BRM) is a statistical model that is often used in the analysis of count data that exhibits overdispersion. In this study, we propose a Bayesian analysis of the BRM and offer a new perspective on its application.…

Computation · Statistics 2024-03-13 Ameer Musa Imran Alhseeni , Hossein Bevrani

Symbolic regression is a powerful tool for discovering governing equations directly from data, but its sensitivity to noise hinders its broader application. This paper introduces a Sequential Monte Carlo (SMC) framework for Bayesian…

Machine Learning · Computer Science 2025-12-12 Geoffrey F. Bomarito , Patrick E. Leser

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom

A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…

Methodology · Statistics 2018-12-11 P. Richard Hahn , Ryan Martin , Stephen G. Walker

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov…

Risk Management · Quantitative Finance 2017-05-02 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Methodology · Statistics 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

Methodology · Statistics 2023-01-12 Barry C. Arnold , Indranil Ghosh