A Feasible Bayesian Estimator of Quantiles for Projectile Accuracy from Non-iid Data
非独立同分布数据下弹着精度分位数的可行贝叶斯估计AI 解读 ↓
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非独立同分布数据下弹着精度分位数的可行贝叶斯估计AI 解读 ↓
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An important measure of accuracy for problems of directing projectiles at targets is the circular error probable (CEP), a bivariate version of a 50% quantile point. This article presents a Bayesian procedure for estimating CEP when the projectile impact measurements are not iid, which is the case of usual practical interest. Our interest in a Bayesian procedure is motivated by a desire to combine accuracy information from several different sources. Except for the simplest problem settings, however, it is not possible to compute the standard Bayesian conditional mean estimate due to the associated computationally infeasible high-dimensional integrals. Thus we present an estimator that is closely related to the conditional mean (based on asymptotic theory and empirical experience) but is computationally feasible in all settings of practical interest. We demonstrate the procedure on a problem in missile accuracy analysis. The article also includes some comments on the potential application of several other Bayesian techniques—namely the Laplace and Gibbs sampling integration methods—in the CEP estimation problem, as well as some comments on how our technique could apply in certain other (i.e., non-CEP) high-dimensional estimation problems.
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Estimating covariate-conditional treatment effects in multi-arm oncology studies is complicated when treatment arms have common distributional features and a non-negligible fraction of patients achieve long-term remission. We propose a joint mixture cure model with covariate-dependent mixtures of log-normal kernels with treatment-specific inclusions. Both linear and neural-network-assisted non-linear covariate links are proposed. Specifically, the susceptible survival…
图分割贝叶斯因果森林:空间异质性处理效应估计
In spatial observational studies, treatment assignment and outcomes often exhibit spatial dependence patterns, and treatment effects may vary across space and subpopulations due to both measured and unmeasured spatially structured confounders. Accounting for spatial dependence while estimating heterogeneous treatment effects (HTEs) is a central task in spatial causal inference. Causal Bayesian additive regression tree methods are popular nonparametric methods for modeling…
自助集成鞅后验:预测重采样的不确定性校准
Martingale posteriors and related predictive resampling methods replace the likelihood--prior pair used within Bayesian inference with a predictive model for future observations. These methods are simple to implement and increasingly popular due to their computational efficiency, but little is known about their ability to accurately quantify uncertainty. In this work, we study the concentration and calibration properties of the martingale posterior for general functionals,…
用 BAND 缓解维度灾难:高维非参数分布估计
Minimax-optimal rates for multivariate distribution estimation are known to suffer from the curse of dimensionality. We propose a sparse Bayesian network approach in which each conditional probability is estimated using sparsity-aware conditional mean methods. The resulting estimator, \textit{BAyesian Network Distribution regression} (BAND), handles mixed data types in high-dimensional time series and achieves polynomial total variation convergence rates while allowing the…
exdqlm:灵活动态分位数线性模型估计与分析的 R 软件包
We present the R package exdqlm for Bayesian quantile regression, with primary emphasis on dynamic state-space quantile models for time series. The package is built around extended dynamic quantile linear models (exDQLMs), which use the extended asymmetric Laplace (exAL) family, a parametric extension of the asymmetric Laplace (AL) distribution commonly used in quantile regression. The software provides posterior simulation via Markov chain Monte Carlo (MCMC) and fast…
SCOPE 收缩:小波去噪的统一框架
We introduce Symmetric CDF Oriented Probability Enhanced (SCOPE) shrinkage, a unified family of sign-preserving shrinkage rules constructed from centered cumulative distribution functions of symmetric unimodal distributions. The proposed framework generates a broad class of attenuation profiles that interpolate between strong local shrinkage near zero and asymptotically unbiased behavior in the tails. A general formulation is developed that separates scale and shape effects…