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We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…

最优化与控制 · 数学 2021-09-13 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…

统计方法学 · 统计学 2020-10-19 Prateek Bansal , Rico Krueger , Daniel J. Graham

Covariance matrix estimation, a classical statistical topic, poses significant challenges when the sample size is comparable to or smaller than the number of features. In this paper, we frame covariance matrix estimation as a compound…

统计方法学 · 统计学 2025-03-04 Huqin Xin , Sihai Dave Zhao

We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

应用统计 · 统计学 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

Intuitive human-machine interfaces may be developed using pattern classification to estimate executed human motions from electromyogram (EMG) signals generated during muscle contraction. The continual use of EMG-based interfaces gradually…

信号处理 · 电气工程与系统科学 2023-10-03 Seitaro Yoneda , Akira Furui

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…

统计方法学 · 统计学 2017-07-04 Libo Wang , Yuanyuan Tang , Debajyoti Sinha , Debdeep Pati , Stuart Lipsitz

Causal inference, especially in observational studies, relies on untestable assumptions about the true data-generating process. Sensitivity analysis helps us determine how robust our conclusions are when we alter these underlying…

机器学习 · 计算机科学 2026-05-11 Nikita Dhawan , Daniel Shen , Leonardo Cotta , Chris J. Maddison

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

统计计算 · 统计学 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Verbal autopsies (VAs) are extensively used to investigate the population-level distributions of deaths by cause in low-resource settings without well-organized vital statistics systems. Computer-based methods are often adopted to assign…

应用统计 · 统计学 2024-03-20 Tsuyoshi Kunihama , Zehang Richard Li , Samuel J. Clark , Tyler H. McCormick

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

统计方法学 · 统计学 2024-11-19 Joseph Feldman , Daniel Kowal

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…

统计方法学 · 统计学 2022-05-18 Tobias Kallehauge

Meta-analysis is a statistical method used in evidence synthesis for combining, analyzing and summarizing studies that have the same target endpoint and aims to derive a pooled quantitative estimate using fixed and random effects models or…

统计方法学 · 统计学 2022-04-25 Ivette Raices Cruz , Matthias C. M. Troffaes , Johan Lindström , Ullrika Sahlin

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

计量经济学 · 经济学 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalization of the linear empirical Bayes estimation method which…

统计理论 · 数学 2013-06-12 Rida Benhaddou , Marianna Pensky

In emergencies, high stake decisions often have to be made under time pressure and strain. In order to support such decisions, information from various sources needs to be collected and processed rapidly. The information available tends to…

信息检索 · 计算机科学 2025-03-12 Moritz Schneider , Lukas Halekotte , Tina Comes , Daniel Lichte , Frank Fiedrich

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

人工智能 · 计算机科学 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

机器学习 · 计算机科学 2020-03-26 Hrushikesh Loya , Pranav Poduval , Deepak Anand , Neeraj Kumar , Amit Sethi

Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…

机器学习 · 计算机科学 2020-08-07 MohammadNoor Injadat , Fadi Salo , Ali Bou Nassif , Aleksander Essex , Abdallah Shami

Predicting an individual's risk of experiencing a future clinical outcome is a statistical task with important consequences for both practicing clinicians and public health experts. Modern observational databases such as electronic health…