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In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…

Methodology · Statistics 2024-06-18 Alexander Henzi , Xinwei Shen , Michael Law , Peter Bühlmann

Bayesian, frequentist and fiducial (BFF) inferences are much more congruous than they have been perceived historically in the scientific community (cf., Reid and Cox 2015; Kass 2011; Efron 1998). Most practitioners are probably more…

Methodology · Statistics 2022-06-17 Suzanne Thornton , Minge Xie

In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…

Statistics Theory · Mathematics 2018-08-02 Reyhaneh Hosseini , Mahmoud Zarepour

An important task in the statistical analysis of inhomogeneous point processes is to investigate the influence of a set of covariates on the point-generating mechanism. In this article, we consider the nonparametric Bayesian approach to…

Methodology · Statistics 2026-01-19 Patric Dolmeta , Matteo Giordano

An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…

Methodology · Statistics 2018-06-29 Matthew R. Williams , Terrance D. Savitsky

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…

Methodology · Statistics 2016-12-28 David I. Inouye , Eunho Yang , Genevera I. Allen , Pradeep Ravikumar

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…

Methodology · Statistics 2022-05-18 Tobias Kallehauge

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

Methodology · Statistics 2012-08-03 Keming Yu , Katerina Aristodemou

A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…

Applications · Statistics 2020-06-25 Rose Baker

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…

Methodology · Statistics 2012-12-06 XuanLong Nguyen

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

Methodology · Statistics 2017-05-31 Yunbo Ouyang , Feng Liang

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…

Statistics Theory · Mathematics 2023-01-16 Chuanhai Liu , Ryan Martin

Bayesian and frequentist inference are two fundamental paradigms in statistical estimation. Bayesian methods treat hypotheses as random variables, incorporating priors and updating beliefs via Bayes' theorem, whereas frequentist methods…

Machine Learning · Computer Science 2025-02-18 Sarthak Mittal , Yoshua Bengio , Nikolay Malkin , Guillaume Lajoie

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander