相关论文: Bayesian inference of the climbing grade scale

Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…

Purpose: In recent years Monte-Carlo sampling methods, such as Monte Carlo tree search, have achieved tremendous success in model free reinforcement learning. A combination of the so called upper confidence bounds policy to preserve the…

Labelled networks are an important class of data, naturally appearing in numerous applications in science and engineering. A typical inference goal is to determine how the vertex labels (or features) affect the network's structure. In this…

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…

We develop a new Bayesian modelling framework for the class of higher-order, variable-memory Markov chains, and introduce an associated collection of methodological tools for exact inference with discrete time series. We show that a version…

Starting from the same input as the standard BFKL Pomeron, we directly calculate the ``hard'' Pomeron as a gluonic ladder by using Monte Carlo methods. We reproduce the characteristic features of the the BFKL Pomeron and are now also able…

Finding a set of nested partitions of a dataset is useful to uncover relevant structure at different scales, and is often dealt with a data-dependent methodology. In this paper, we introduce a general two-step methodology for model-based…

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Staged trees are a recently-developed, powerful family of probabilistic graphical models. An equivalence class of staged trees has now been characterised, and two fundamental statistical operators have been defined to traverse the…

Bayesian evidence ratios give a very attractive way of comparing models, and being able to quote the odds on a particular model seems a very clear motivation for making a choice. Jeffreys' scale of evidence is often used in the…

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…

Gradient boosting is widely popular due to its flexibility and predictive accuracy. However, statistical inference and uncertainty quantification for gradient boosting remain challenging and under-explored. We propose a unified framework…

We identify the critical deviation scale governing Bayesian evidence accumulation in regular parametric testing. Under integrated Bayes risk with zero-one loss, the risk-optimal rejection boundary lies in a moderate deviation regime, with a…

A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric,…

Banks and financial institutions all over the world manage portfolios containing tens of thousands of customers. Not all customers are high credit-worthy, and many possess varying degrees of risk to the Bank or financial institutions that…

In multivariate data analysis, it is often important to estimate a graph characterizing dependence among (p) variables. A popular strategy uses the non-zero entries in a (p\times p) covariance or precision matrix, typically requiring…

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

The use of cumulative incidence functions for characterizing the risk of one type of event in the presence of others has become increasingly popular over the past decade. The problems of modeling, estimation and inference have been treated…