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We model longitudinal macular thickness measurements to monitor the course of glaucoma and prevent vision loss due to disease progression. The macular thickness varies over a 6$\times$6 grid of locations on the retina with additional…

Applications · Statistics 2023-03-22 Erica Su , Robert E. Weiss , Kouros Nouri-Mahdavi , Andrew J. Holbrook

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

A Bayesian analytics framework that precisely quantifies uncertainty offers a significant advance for financial risk management. We develop an integrated approach that consistently enhances the handling of risk in market volatility…

Risk Management · Quantitative Finance 2025-12-19 Sharif Al Mamun , Rakib Hossain , Md. Jobayer Rahman , Malay Kumar Devnath , Farhana Afroz , Lisan Al Amin

Most existing theoretical investigations of the accuracy of diffusion models, albeit significant, assume the score function has been approximated to a certain accuracy, and then use this a priori bound to control the error of generation.…

Machine Learning · Computer Science 2024-10-29 Yuqing Wang , Ye He , Molei Tao

We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…

Statistics Theory · Mathematics 2019-03-26 Minwoo Chae , Lizhen Lin , David B. Dunson

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

Machine Learning · Computer Science 2013-01-30 Hagai Attias

The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size. We develop a Bayesian formalism…

Statistics Theory · Mathematics 2013-02-19 Felix Abramovich , Vadim Grinshtein

Sensitivity to unmeasured confounding is not typically a primary consideration in designing treated-control comparisons in observational studies. We introduce a framework allowing researchers to optimize robustness to omitted variable bias…

Methodology · Statistics 2024-07-19 Melody Huang , Dan Soriano , Samuel D. Pimentel

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…

Applications · Statistics 2019-05-21 Alejandra Avalos-Pacheco , David Rossell , Richard S. Savage

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

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

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

The Win Ratio has gained significant traction in cardiovascular trials as a novel method for analyzing composite endpoints (Pocock and others, 2012). Compared with conventional approaches based on time to the first event, the Win Ratio…

Methodology · Statistics 2024-10-10 Baoshan Zhang , Yuan Wu

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Methodology · Statistics 2021-03-02 Spencer Woody , Oscar Hernan Madrid Padilla , James G. Scott

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Platform trials evaluate multiple experimental treatments against a common control group (and/or against each other), which often reduces the trial duration and sample size. Bayesian platform designs offer several practical advantages,…

Methodology · Statistics 2025-07-18 Luke Hagar , Lara Maleyeff , Shirin Golchi , Dick Menzies

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

Conformal prediction provides distribution-free prediction intervals with finite-sample coverage guarantees, and recent work by Snell \& Griffiths reframes it as Bayesian Quadrature (BQ-CP), yielding powerful data-conditional guarantees via…

Machine Learning · Computer Science 2026-04-09 Xiayin Lou , Peng Luo

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

Methodology · Statistics 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici
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