相关论文: Adaptive Monte Carlo Multiple Testing via Multi-Ar…

This work studies IRT-based Automated Test Assembly (ATA) of multiple test forms (tests) that meet an absolute target information function, i.e. selecting from an item bank only the tests that have information functions that are at a small…

Machine Learning (ML) algorithms are increasingly used as surrogate models to increase the efficiency of stochastic reliability analyses in geotechnical engineering. This paper presents a highly efficient ML aided reliability technique that…

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…

Mantel's test (MT) for association is conducted by testing the linear relationship of similarity of all pairs of subjects between two observational domains. Motivated by applications to neuroimaging and genetics data, and following the…

Amongst Markov chain Monte Carlo algorithms, Hamiltonian Monte Carlo (HMC) is often the algorithm of choice for complex, high-dimensional target distributions; however, its efficiency is notoriously sensitive to the choice of the…

Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…

Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…

We propose Adaptive Incremental Mixture Markov chain Monte Carlo (AIMM), a novel approach to sample from challenging probability distributions defined on a general state-space. While adaptive MCMC methods usually update a parametric…

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

In this article, we derive and compare methods to derive \textit{p}-values and sets of confidence intervals with strong control of the family-wise error rates and coverage for estimates of treatment effects in cluster randomised trials with…

We consider the multiple testing of the general regression framework aiming at studying the relationship between a univariate response and a p-dimensional predictor. To test the hypothesis of the effect of each predictor, we construct an…

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

Detecting a minor average treatment effect is a major challenge in large-scale applications, where even minimal improvements can have a significant economic impact. Traditional methods, reliant on normal distribution-based or expanded…