相关论文: Bayesian estimation for a parametric Markov Renewa…

We present a series of new open source deep learning algorithms to accelerate Bayesian full waveform point source inversion of microseismic events. Inferring the joint posterior probability distribution of moment tensor components and…

Prediction is a central task of statistics and machine learning, yet many inferential settings provide only partial information, typically in the form of moment constraints or estimating equations. We develop a finite, fully Bayesian…

In Bayesian semi-parametric analyses of time-to-event data, non-parametric process priors are adopted for the baseline hazard function or the cumulative baseline hazard function for a given finite partition of the time axis. However, it…

Survival models are used to analyze time-to-event data in a variety of disciplines. Proportional hazard models provide interpretable parameter estimates, but proportional hazards assumptions are not always appropriate. Non-parametric models…

State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…

We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models can be efficiently treated by means of…

Statistical inference based on moment conditions and estimating equations is of substantial interest when it is difficult to specify a full probabilistic model. We propose a Bayesian flavored model selection framework based on…

In recent years, considerable attention has been paid to research and development methods able to assess the seismic energy propagation on the territory. The seismic energy propagation is strongly related to the complexity of the source and…

We consider a wavefront model for the spread of Neolithic culture across Europe, and use Bayesian inference techniques to provide estimates for the parameters within this model, as constrained by radiocarbon data from Southern and Western…

While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter…

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

Traditional partial differential equations with constant coefficients often struggle to capture abrupt changes in real-world phenomena, leading to the development of variable coefficient PDEs and Markovian switching models. Recently,…

Bayesian inference for Markov jump processes (MJPs) where available observations relate to either system states or jumps typically relies on data-augmentation Markov Chain Monte Carlo. State-of-the-art developments involve representing MJP…

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is…

Intensity estimation is a common problem in statistical analysis of spatial point pattern data. This paper proposes a nonparametric Bayesian method for estimating the spatial point process intensity based on mixture of finite mixture (MFM)…