Related papers: Closed-Form Bayesian Inferences for the Logit Mode…
Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…
Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…
We pursue tractable Bayesian analysis of generalized linear models (GLMs) for categorical data. Thus far, GLMs are difficult to scale to more than a few dozen categories due to non-conjugacy or strong posterior dependencies when using…
Epidemic models with inhomogeneous populations have been used to study major outbreaks and recently Britton and Lindenstrand \cite{BL} described the case when latency and infectivity have independent gamma distributions. They found that…
We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…
The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…
Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…
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…
We consider the inference of the structure of an undirected graphical model in an exact Bayesian framework. More specifically we aim at achieving the inference with close-form posteriors, avoiding any sampling step. This task would be…
The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium…
Models allowing for random heterogeneity, such as mixed logit and latent class, are generally observed to obtain superior model fit and yield detailed insights into unobserved preference heterogeneity. Using theoretical arguments and two…
The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a…
We introduce a Bayesian prior distribution, the Logit-Normal continuous analogue of the spike-and-slab (LN-CASS), which enables flexible parameter estimation and variable/model selection in a variety of settings. We demonstrate its use and…
Statistical models are often defined by a generative process for simulating synthetic data, but this can lead to intractable likelihoods. Likelihood free inference (LFI) methods enable Bayesian inference to be performed in this case.…
In this paper, we deduce a new multivariate regression model designed to fit correlated binary data. The multivariate distribution is derived from a Bernoulli mixed model with a nonnormal random intercept on the marginal approach. The…
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
Exposure to diverse non-genetic factors, known as the exposome, is a critical determinant of health outcomes. However, analyzing the exposome presents significant methodological challenges, including: high collinearity among exposures, the…
Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…
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…
We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…