统计计算

The R package panelPomp supports analysis of panel data via a general class of partially observed Markov process models (PanelPOMP). This package tutorial describes how the mathematical concept of a PanelPOMP is represented in the software…

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

In this paper, we propose an approach for an application of Bayesian optimization using Sequential Monte Carlo (SMC) and concepts from the statistical physics of classical systems. Our method leverages the power of modern machine learning…

Sufficient dimension reduction (SDR), which seeks a lower-dimensional subspace of the predictors containing regression or classification information has been popular in a machine learning community. In this work, we present a new R software…

We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices. The estimator is positive definite by construction, and the…

Here, we introduce a novel framework for modelling the spatiotemporal dynamics of disease spread known as conditional logistic individual-level models (CL-ILM's). This framework alleviates much of the computational burden associated with…

We consider a problem of inferring contact network from nodal states observed during an epidemiological process. In a black--box Bayesian optimisation framework this problem reduces to a discrete likelihood optimisation over the set of…

Posterior sampling for high-dimensional Bayesian inverse problems is a common challenge in real-world applications. Randomized Maximum Likelihood (RML) is an optimization based methodology that gives samples from an approximation to the…

Typical simulation approaches for evaluating the performance of statistical methods on populations embedded in social networks may fail to capture important features of real-world networks. It can therefore be unclear whether inference…

This work builds off the manifold-constrained Gaussian process inference (MAGI) method for Bayesian parameter inference and trajectory reconstruction of ODE-based dynamical systems, focusing primarily on sparse and noisy data conditions.…

Estimation of the response probability distributions of computer simulators in the presence of randomness is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge,…

This paper introduces CEopt (https://ceopt.org), a MATLAB tool leveraging the Cross-Entropy method for non-convex optimization. Due to the relative simplicity of the algorithm, it provides a kind of transparent ``gray-box'' optimization…

As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…

Convex PCA, which was introduced in Bigot et al. (2017), modifies Euclidean PCA by restricting the data and the principal components to lie in a given convex subset of a Hilbert space. This setting arises naturally in many applications,…

The library scikit-fda is a Python package for Functional Data Analysis (FDA). It provides a comprehensive set of tools for representation, preprocessing, and exploratory analysis of functional data. The library is built upon and integrated…

Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

Generative Bayesian Computation (GBC) methods are developed to provide an efficient computational solution for maximum expected utility (MEU). We propose a density-free generative method based on quantiles that naturally calculates expected…

In many population-based medical studies, the specific cause of death is unidentified, unreliable or even unavailable. Relative survival analysis addresses this scenario, outside of standard (competing risks) survival analysis, to…