相关论文: Modelling Skewed and Heavy-Tailed Errors in Bayesi…

Change-plane regression identifies subpopulations through an interpretable linear threshold rule, but likelihood-based inference for the hard-threshold boundary is nonregular: objectives are non-smooth, the boundary is weakly identified…

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal…

In the management of most chronic conditions characterized by the lack of universally effective treatments, adaptive treatment strategies (ATSs) have been growing in popularity as they offer a more individualized approach, and sequential…

Abnormality detection in identifying a single-subject which deviates from the majority of a control group dataset is a fundamental problem. Typically, the control group is characterised using standard Normal statistics, and the detection of…

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

In clinical trials, studies often present longitudinal data or clustered data. These studies are commonly analyzed using linear mixed models (LMMs), usually considering Gaussian assumptions for random effect and error terms. Recently,…

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Because of its mathematical tractability, the Gaussian mixture model holds a special place in the literature for clustering and classification. For all its benefits, however, the Gaussian mixture model poses problems when the data is skewed…

Score-based diffusion models have become a powerful framework for generative modeling, with score estimation as a central statistical bottleneck. Existing guarantees for score estimation largely focus on light-tailed targets or rely on…

Causal mediation analysis aims to characterize an exposure's effect on an outcome and quantify the indirect effect that acts through a given mediator or a group of mediators of interest. With the increasing availability of measurements on a…

Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, these methods serve also as building blocks in more complex formulations, such as density regression, nonparametric…

We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…

The skew-normal and the skew-$t$ distributions are parametric families which are currently under intense investigation since they provide a more flexible formulation compared to the classical normal and $t$ distributions by introducing a…

Bayesian inversion generates a posterior distribution of model parameters from an observation equation and prior information both weighted by hyperparameters. The prior is also introduced for the hyperparameters in fully Bayesian inversions…

Random effects meta-analysis is widely used for synthesizing studies under the assumption that underlying effects come from a normal distribution. However, under certain conditions the use of alternative distributions might be more…

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Normalising flows are tractable probabilistic models that leverage the power of deep learning to describe a wide parametric family of distributions, all while remaining trainable using maximum likelihood. We discuss how these methods can be…

Accurate estimation of treatment effects in online A/B testing is challenging with zero-inflated and skewed metrics. Traditional tests, like Welch's t-test, often lack sensitivity with heavy-tailed data due to their reliance on means, as…

The central limit theorem introduced by Stute [The central limit theorem under random censorship. Ann. Statist. 1995; 23: 422-439] does not hold for some class of heavy-tailed distributions. In this paper, we make use of the extreme value…

Mixture-of-experts models provide a flexible framework for learning complex probabilistic input-output relationships by combining multiple expert models through an input-dependent gating mechanism. These models have become increasingly…