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贝叶斯:贝叶斯建模、后验推断与 MCMC。
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A two-parameter, minimal-data model to predict dengue cases: the 2022-2023 outbreak in Florida, USA

仅用两个参数和少量数据预测登革热病例:美国佛罗里达州2022—2023年疫情

Reliable and timely dengue predictions can provide an actionable lead time for targeted vector control and clinical preparedness, reducing preventable disease and health-system costs in at-risk communities. However, many forecasting approaches depend on site-specific covariates and entomological surveillance, which limits portability to data-sparse settings. In this work, we mathematically prove that a parabolic ICC structure, previously established for the basic SIR model,…

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Variance Deltas for Visualizing and Explaining Posterior Uncertainty

方差差量:后验不确定性的可视化与解释

In observational settings, where the data generating process and possibly the sample size are not controlled, it is typically impossible to guarantee a priori that quantities of interest will be estimated with sufficient precision. However, even when the data do not determine the quantities of interest, they may still allow determination of what is missing -- unobserved information which, if observed, would meaningfully reduce uncertainty. We propose an interactive…

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Closed-form solutions to some generalized variational inference problems

若干广义变分推断问题的闭式解

The Donsker--Varadhan formula characterizes the ordinary Bayesian posterior as the solution of an unrestricted $\mathsf{KL}$-regularized variational problem. Generalized variational inference replaces this regularizer by other divergences, but the resulting measure-valued optimization problem is often studied only after restriction to a parametric variational family. This paper studies the unrestricted measure-level problem. Given a measurable space $(\mathcal{Z},\mathfrak{Z})$…

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Heterogeneous Peer Effects with Endogenous Network Formation

内生网络形成下的异质同伴效应

This paper introduces a new econometric framework for modeling social interactions with heterogeneous peer responses, addressing endogenous link formation. Our Selection-corrected Heterogeneous Spatial Autoregressive (SCHSAR) approach jointly models link formation and outcome determination. We incorporate a finite mixture structure to capture heterogeneity in peer effects and account for unobserved individual-specific factors driving both network formation and outcome…

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Bayesian Estimation of the Eigenstructure in High-Dimensional Approximate Factor Models

高维近似因子模型中特征结构的贝叶斯估计

High-dimensional economic datasets often display strong co-movement driven by a small number of latent factors, which are typically modeled using approximate factor models. When the number of variables is large relative to the sample size, the eigenvalues and eigenvectors of the sample covariance matrix are severely distorted, which in turn makes principal component based estimators of the factor structure unstable. To address the high-dimensional problem, we propose a…

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Bayesian inference in high-dimensional models

高维模型中的贝叶斯推断

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the model is often assumed to be sparse, with only a few predictors active. Interdependence between a large number of variables is succinctly described by a graphical model, where variables are represented by nodes on a graph and an edge between…

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Online forecast reconciliation using linear models

基于线性模型的在线预测协调

We present a framework for online and adaptive forecasting and hierarchical reconciliation using linear regression models. We begin by formalizing hierarchies using graphs, and motivated by their structure, formulate a multivariate linear model using the matrix normal distribution to characterize residuals. Parameter estimation is posed as a ridge regression problem and applied to hierarchical forecast reconciliation. The connections between ridge regression, Bayesian…

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BayesFBHborrow: An R Package for Bayesian borrowing for time-to-event data from a flexible baseline hazard

BayesFBHborrow:基于灵活基线风险的生存数据贝叶斯信息借用 R 包

Statistical methods that leverage external trial information to help accelerate drug development are becoming increasingly popular. Bayesian methods facilitate dynamic borrowing, where the similarity of the response guides how much information is used. We have proposed a semiparametric Bayesian borrowing model for time-to-event data, with smoothing priors that allows the baseline hazard to take any form via an ensemble average. By accurately modelling the baseline hazard,…

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A mixture of distributed lag non-linear models to account for spatially heterogeneous exposure-lag-response associations

刻画空间异质性暴露—滞后—响应关系的分布滞后非线性混合模型

Environmental exposures, such as air pollution and extreme temperatures, have complex effects on human health. These effects are often characterized by non-linear exposure-lag-response relationships and delayed impacts over time. Accurately capturing these dynamics is crucial for informing public health interventions. The Distributed Lag Non-Linear Model (DLNM) is a flexible statistical framework for estimating such effects in epidemiological research. However, standard DLNM…

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Large-Scale Estimation under Unknown Heteroskedasticity

未知异方差下的大规模估计

This paper studies nonparametric empirical Bayes methods in a heterogeneous parameters framework that features unknown means and variances. We provide extended Tweedie's formulae that express the (infeasible) optimal estimators of heterogeneous parameters, such as unit-specific means or quantiles, in terms of the density of certain sufficient statistics. These are used to propose feasible versions with nearly parametric regret bounds of the order of $(\log n)^κ/ n$. The…

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Inference From Random Restarts

从随机重启中进行推断

Random-restart heuristics are widely used in nonconvex optimization and equilibrium computation: practitioners run a local algorithm from many initial conditions and interpret repeated convergence to the same output as evidence that the result is robust, dominant, or even unique. Despite its widespread use, this reasoning is usually informal. We provide a probabilistic framework for interpreting restart evidence. We give broad, easy-to-verify sufficient conditions under…

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OASIS: Observation-Aware Simulation-Based Inference via Distributional Matching

OASIS:基于分布匹配的观测感知仿真推断

We introduce OASIS, a simulation-based inference framework for scientific settings where observations are distorted by measurement error, selection effects, and other survey-specific transformations. In many real applications, simulators generate latent, noiseless quantities, while the data are observed only after passing through a complex observational pipeline. Standard simulation-based inference methods often ignore this distinction, comparing observations to idealized…

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From Risk Sets to Martingales: A Counting-Process Framework for Event-History Learning

从风险集到鞅:事件史学习的计数过程框架

Counting-process notation separates predictable risk-set information from observed event jumps through decompositions of the form dN(t)=Y(t)alpha(t)dt+dM(t). This article develops a unified event-history learning framework for censored, truncated, recurrent, multistate, and covariate-dependent data. Rather than cataloguing survival methods, the treatment translates each partially observed learning target into five recurring objects: risk process, jump process, compensator,…

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Nonparametric Deconvolution and Denoising using Simulation Based Inference

基于模拟推断的非参数去卷积与去噪

Latent signals are often obscured by measurement noise, yet encode the underlying laws and dynamics of complex systems; learning both the signals and their distributions remains a central challenge in scientific inference. The noise is often non-negligible, and the likelihoods for expressive generative models are often intractable. We utilize a convolutional maximum mean discrepancy (convMMD) loss and propose a likelihood-free framework for nonparametric density…

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Semi- and non-parametric approaches to individualized treatment regimes in the presence of causal mediation

存在因果中介时个体化治疗规则的半参数与非参数方法

Individualized treatment rules (ITRs) map an individual patient's characteristics to their recommended treatment value. Typically, the optimal ITR is defined as the rule which maximizes a mean counterfactual outcome; the resulting ITR maximizes the effect of treatment along all causal pathways to the outcome, including indirect pathways through mediating variables. Although maximizing the total effect is often sufficient, explicitly incorporating causal mediation in an ITR…

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Flexible aggregation of compositional predictors with shared effects for microbiome association analysis

面向微生物组关联分析的成分预测变量柔性聚合

Ongoing advancements in microbiome profiling have provided unprecedented insights into the molecular dynamics of microbial communities, sparking a surge of interest in uncovering the microbiome's critical role in human health. Identifying microbial features linked to clinical outcomes, however, remains challenging due to the high-dimensional, sparse, and compositional nature of microbiome data. Additionally, many microbial taxa, although classified as distinct, may share…

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Anchors Away: Navigating Unanchored Indirect Comparisons with Multilevel Unanchored Meta-Regression (ML-UMR)

多层无锚点元回归:无共同对照的间接治疗比较

Unanchored indirect treatment comparisons using single-arm studies or disconnected evidence are increasingly used in health technology assessment (HTA) when randomized evidence is unavailable. Existing methods, including matching-adjusted indirect comparison (MAIC) and simulated treatment comparison (STC), are generally limited to pairwise settings and typically estimate marginal effects in the comparator study population, which may differ from the decision-relevant…

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A case study of causal mediation using Bayesian nonparametrics and semiparametric corrections

结合贝叶斯非参数与半参数校正的因果中介分析案例

We propose a Bayesian nonparametric approach using a truncated Enriched Dirichlet Process mixture (EDPM) model to estimate natural direct (NDE) and indirect (NIE) effects in causal mediation analyses in the presence of post-treatment confounders. We introduce an efficient cluster reallocation Metropolis-Hasting algorithm to improve mixing in the blocked Gibbs sampler. We implement a one-step posterior correction based on the efficient influence function for our setting. This…

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SCOPE Shrinkage: A Unified Framework for Wavelet Denoising

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…

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Overfitted high-dimensional matrix factorizations via adaptive spectral shrinkage

通过自适应谱收缩实现过拟合高维矩阵分解

Factor models are popular approaches for analyzing high-dimensional data to extract low-rank signals and estimate covariances. They decompose the covariance matrix as the sum of low-rank and diagonal components. A key issue is how to choose the latent dimension $k$, which is particularly challenging when the factor model only holds approximately and in low signal-to-noise scenarios. Bayesian overfitted factor models specify an upper bound on $k$ and rely on structured…

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Shrinkage priors for Bayesian Substitute Confounders

贝叶斯替代混杂变量的收缩先验

Multi-cause observational studies contain information about unmeasured confounding through the dependence structure among causes. However, literal imputation of the unobserved confounder is often more complex than learning a lower-dimensional substitute score that preserves the shared assignment variation needed for stable causal adjustment. The deconfounder (Wang and Blei, 2019) and related substitute confounder methods exploit this idea, but flexible assignment models can…

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Covariance shrinkage for cosmological inference with Sellentin-Heavens-type likelihoods

面向宇宙学推断的 Sellentin-Heavens 型似然协方差收缩

Covariance matrices used in astronomical and cosmological parameter inference are often estimated from a finite number of simulations, so covariance uncertainty can affect posterior calibration and parameter constraints. We study covariance regularisation from the perspective of likelihood-based inference with simulation-estimated covariance matrices. First, we analyse scalar covariance scaling under the Gaussian plug-in likelihood and the covariance-marginalised…

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Bayesian Poisson-Randomized Gamma Tensor Factorization with Application to International Trade Flows

贝叶斯泊松随机化伽马张量分解及国际贸易流应用

We study sparse semi-continuous tensor data with excess zeros, heavy right tails, and slice-specific dispersion. Such features arise naturally in monetary-valued multi-way data, such as international trade, where most exporter--importer--product--year cells are zero while positive values are continuous and highly variable. To model these data, we propose a Bayesian hierarchical tensor factorization model that places a low-rank CP structure on a latent Poisson rate tensor and…

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Bayesian Inference and Decision Audits for Public Archives of Frontier AI Evaluations

前沿 AI 评测公共档案的贝叶斯推断与决策审计

Public AI evaluations are often read as terminal leaderboards, yet the underlying evidence is a selective time series shaped by reporting rules, benchmark revisions, and missingness. Repeated public archives for LiveBench and Open LLM Leaderboard v2 serve as the primary longitudinal record; LMArena provides a preference stress test; and GAIA and tau-bench contribute limited agentic pilots. Together, these archives instantiate a Bayesian inference problem: under a fixed…

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