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Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

统计方法学 · 统计学 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database (HMD) that provides unified raw mortality tables for nearly…

应用统计 · 统计学 2020-03-06 Nhan Huynh , Mike Ludkovski

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

应用统计 · 统计学 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

统计方法学 · 统计学 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Critical infrastructure increasingly relies on interconnected cyber-physical systems whose security incidents can escalate rapidly into safety and operational failures. Existing decision-support approaches struggle to support real-time…

密码学与安全 · 计算机科学 2026-02-19 Shaofei Huang , Christopher M. Poskitt , Lwin Khin Shar

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

机器学习 · 统计学 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

统计方法学 · 统计学 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

统计计算 · 统计学 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

Joinpoint regression is used to determine the number of segments needed to adequately explain the relationship between two variables. This methodology can be widely applied to real problems, but we focus on epidemiological data, the main…

应用统计 · 统计学 2011-12-08 Miguel A. Martinez-Beneito , Gonzalo García-Donato , Diego Salmerón

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

统计计算 · 统计学 2021-07-20 Luca Martino , Víctor Elvira

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov…

风险管理 · 定量金融 2017-05-02 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…

统计方法学 · 统计学 2022-09-07 Sanjay Chaudhuri , Teng Yin

Bayesian Decision Trees (DTs) are generally considered a more advanced and accurate model than a regular Decision Tree (DT) because they can handle complex and uncertain data. Existing work on Bayesian DTs uses Markov Chain Monte Carlo…

机器学习 · 计算机科学 2023-05-31 Efthyvoulos Drousiotis , Alexander M. Phillips , Paul G. Spirakis , Simon Maskell

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

机器学习 · 统计学 2018-12-05 Ed Wagstaff , Saad Hamid , Michael Osborne

We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. Though the described Bayesian computational framework is general, we look at a specific application to the…

计算工程、金融与科学 · 计算机科学 2023-11-07 Brandon Robinson , Philippe Bisaillon , Jodi D. Edwards , Tetyana Kendzerska , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

The joint modeling of longitudinal and time-to-event outcomes has become a popular tool in follow-up studies. However, fitting Bayesian joint models to large datasets, such as patient registries, can require extended computing times. To…

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

机器学习 · 计算机科学 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size. We develop a Bayesian formalism…

统计理论 · 数学 2013-02-19 Felix Abramovich , Vadim Grinshtein