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贝叶斯:贝叶斯建模、后验推断与 MCMC。
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Identification and estimation of causal mechanisms in cluster-randomized trials with post-treatment confounding using Bayesian nonparametrics

处理后混杂下集群随机试验因果机制的贝叶斯非参数识别与估计

Causal mediation analysis in cluster-randomized trials (CRTs) is essential for explaining how cluster-level interventions affect individual outcomes, yet it is complicated by interference, post-treatment confounding, and hierarchical covariate adjustment. We develop a Bayesian nonparametric framework that simultaneously accommodates interference and a post-treatment confounder that precedes the mediator. Identification is achieved through a multivariate Gaussian copula that…

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Total robustness in Bayesian Nonlinear Regression

贝叶斯非线性回归中的总体稳健性

Modern regression analyses are often undermined by covariate measurement error, misspecification of the regression model, and misspecification of the measurement error distribution. We present, to the best of our knowledge, the first Bayesian nonparametric learning framework targeting total robustness to all three challenges in general nonlinear regression. Our framework places a joint Dirichlet process prior on the latent covariate--response distribution and updates it with…

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Bayesian variable selection in sample selection models using spike-and-slab priors

样本选择模型中的贝叶斯变量选择:spike-and-slab 先验

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process. This specification is often based on expert knowledge, which can result in the inclusion of irrelevant variables or the omission of important ones. Moreover, to avoid inferential problems such as practical non-identifiability,…

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Proof of The TAP Free Energy for High-Dimensional Linear Regression with Spherical Priors at All Temperatures

全温度下球面先验高维线性回归的 TAP 自由能证明

Approximate inference is central to Bayesian learning, with variational inference (VI) providing a scalable framework for posterior approximation. While mean-field VI often fails in high dimensions, the more refined Bethe approximation, equivalent to the Thouless-Anderson-Palmer (TAP) free energy in statistical physics, has long been conjectured to capture Bayes-optimal behavior. We prove that the TAP formula holds for Bayesian linear regression with a uniform spherical…

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Pathway-based Bayesian factor models for 'omics data

用于组学数据的通路引导贝叶斯因子模型

Interpreting RNA-sequencing data requires identifying coordinated gene expression patterns that correspond to biological pathways. Standard factor models provide useful dimension reduction but typically ignore existing pathway knowledge or incorporate it through restrictive assumptions, limiting interpretability, and reproducibility. Here, we develop Bayesian Analysis with gene-Sets Informed Latent space (BASIL), a scalable framework for analyzing transcriptomic data that…

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Consistent Bayesian causal discovery for structural equation models with equal error variances

等误差方差结构方程模型的一致贝叶斯因果发现

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal variances. It is well-known that the true underlying directed acyclic graph (DAG) encoding the causal structure is uniquely identifiable under this assumption. Interestingly, in this setting, it further holds that the sum of minimum expected…

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Learning about Treatment Effects with Prior Studies: A Bayesian Model Averaging Approach

利用既有研究学习处理效应:贝叶斯模型平均方法

We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert assessments -- whose external validity is uncertain. Each source is modeled as a Gaussian prior with its own mean and precision, and sources are combined using Bayesian model averaging (BMA), allowing data from the new experiment to update posterior weights. To capture empirically relevant…

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Bayesian inference for ordinary differential equations models with heteroscedastic measurement error

异方差测量误差下常微分方程模型的贝叶斯推断

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer parameters from data, which involves specifying the form of the ODE system as well as a statistical model describing the observational process. A popular and convenient choice for the error model is a Gaussian distribution with constant…

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Integrative Learning of Dynamically Evolving Multiplex Graphs and Nodal Attributes Using Neural Network Gaussian Processes with an Application to Dynamic Terrorism Graphs

利用神经网络高斯过程联合学习动态多层图与节点属性

Exploring the dynamic co-evolution of multiplex graphs and nodal attributes is a compelling question in criminal and terrorism networks. This article is motivated by the study of dynamically evolving interactions among prominent terrorist organizations, considering various organizational attributes like size, ideology, leadership, and operational capacity. Statistically principled integration of multiplex graphs with nodal attributes is significantly challenging due to the…

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Changepoint Detection As Model Selection: A General Framework

将变点检测视为模型选择:一个通用框架

This dissertation presents a general framework for changepoint detection based on L0 model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to enhance support recovery and minimize criteria such as the Bayesian Information Criterion (BIC). The approach allows for flexible modeling of seasonal patterns, linear and quadratic trends, and autoregressive dependence in the presence of…

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A scalable Bayesian functional factor model for high-dimensional longitudinal molecular data

高维纵向分子数据的可扩展贝叶斯函数因子模型

Large-scale longitudinal molecular profiling is now firmly established in biomedical research, prompted by the need to uncover coordinated biomarker trajectories reflecting the dynamics of underlying biological mechanisms and characterise patient heterogeneity in disease progression. While a range of statistical tools exist for either longitudinal modelling or high-dimensional analysis, there is no unified framework tailored to address these questions jointly. Motivated by a…

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Multi-Domain Empirical Bayes for Linearly-Mixed Causal Representations

线性混合因果表征的多域经验贝叶斯学习

Causal representation learning (CRL) aims to learn low-dimensional causal latent variables from high-dimensional observations. While identifiability has been extensively studied for CRL, estimation has been less explored. In this paper, we explore the use of empirical Bayes (EB) to estimate causal representations. In particular, we consider the problem of learning from data from multiple domains, where differences between domains are modeled by interventions in a shared…

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BVSIMC: Bayesian Variable Selection-Guided Inductive Matrix Completion for Improved and Interpretable Drug Discovery

BVSIMC:贝叶斯变量选择引导的归纳矩阵补全用于药物发现

Recent advances in drug discovery have demonstrated that incorporating side information (e.g., chemical properties about drugs and genomic information about diseases) often greatly improves prediction performance. However, these side features can vary widely in relevance and are often noisy and high-dimensional. We propose Bayesian Variable Selection-Guided Inductive Matrix Completion (BVSIMC), a new Bayesian model that enables variable selection from side features in drug…

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Semiparametric Bayesian Inference for a Conditional Moment Equality Model

条件矩等式模型的半参数贝叶斯推断

I propose a semiparametric Bayesian inference framework for conditional moment equalities. The core idea is that these models deterministically map a conditional distribution of data to a structural parameter via the restriction that a conditional expectation equals zero. Consequently, a posterior for the conditional distribution leads to a posterior for the structural parameter by minimizing the distance of the conditional moments to zero. The method has similar flexibility…

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Bayesian Scalar-on-Tensor Quantile Regression for Longitudinal Data on Alzheimer's Disease

阿尔茨海默病纵向数据的贝叶斯张量分位数回归

As a general and robust alternative to traditional mean regression models, quantile regression avoids the assumption of normally distributed errors, making it a versatile choice when modeling outcomes such as cognitive scores that typically have skewed distributions. Motivated by an application to Alzheimer's disease data where the aim is to explore how brain-behavior associations change over time, we propose a novel Bayesian tensor quantile regression for high-dimensional…

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Wasserstein-type Gaussian Process Regressions for Input Measurement Uncertainty

基于 Wasserstein 型高斯过程回归的输入测量不确定性建模

Gaussian process (GP) regression is widely used for uncertainty quantification, yet the standard formulation assumes noise-free covariates. When inputs are measured with error, this errors-in-variables (EIV) setting can lead to optimistically narrow posterior intervals and biased decisions. We study GP regression under input measurement uncertainty by representing each noisy input as a probability measure and defining covariance through Wasserstein distances between these…

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Principal stratification with recurrent events truncated by a terminal event: A nested Bayesian nonparametric approach

终末事件截断复发事件的主层分析:嵌套贝叶斯非参数方法

Recurrent events often serve as key endpoints in clinical studies but may be prematurely truncated by terminal events such as death, creating selection bias and complicating causal inference. To address this challenge, we develop a Bayesian nonparametric framework to address potential selection bias due to truncation by death within the continuous-time principal stratification framework. We introduce causal estimands for recurrent events in the presence of a terminal event…

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Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces

大状态空间动态离散选择模型的模型自适应方法

Estimation and counterfactual experiments in dynamic discrete choice models with large state spaces pose computational difficulties. This paper proposes a model-adaptive approach, based on the conjugate gradient (CG) method, to solve the linear system of fixed point equations of the policy valuation operator. We propose a model-adaptive sieve space, constructed by iteratively augmenting the space with the residual from the previous iteration. We show both theoretically and…

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A Bayesian Critique of Rank-Based Methods for Surrogate Marker Evaluation

替代标志物评价中秩方法的贝叶斯批评

Surrogate markers are often employed in clinical trials to replace primary outcomes that may be difficult, expensive, or time-consuming to measure directly. These markers can accelerate the evaluation of new treatments, provided they reliably capture the causal relationship between treatment and true clinical benefit. Parast et al. (2024) recently proposed a rank-based approach for evaluating surrogate markers, characterized by its nonparametric nature and minimal…

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Bayesian Covariate-Varying Interaction Analysis for Multivariate Count Data: Application to Microbiome Studies

多变量计数数据的贝叶斯协变量变化交互分析:微生物组应用

Understanding covariate-varying interdependencies among features is of great interest in various applications. Motivated by microbiome studies where microbial abundances and interactions vary with environmental factors, we develop a Bayesian covariate-varying factor model. This model flexibly estimates heteroscedasticity in the covariance matrix as a function of covariates. Specifically, our approach employs covariance regression through linear regression on a…

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Wasserstein Gradient Flows for Batch Bayesian Optimal Experimental Design

批量贝叶斯最优实验设计的 Wasserstein 梯度流

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be limited by the difficulty of optimising the chosen utility. The expected information gain (EIG), for example, is often high-dimensional and strongly non-convex. This challenge is particularly acute in the batch setting, where multiple…

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Asymptotics of cut distributions and robust modular inference using Posterior Bootstrap

截断反馈分布的渐近理论与基于后验自助法的稳健模块推断

Bayesian inference provides a framework to combine various model components with shared parameters, allowing joint uncertainty estimation and the use of all available data sources. Unfortunately, misspecification of any part of the model might propagate to all other parts and can lead to unsatisfactory results. Cut distributions have been proposed as a remedy, where the information is prevented from flowing along certain directions. We study cut distributions from an…

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Dynamic Bayesian regression quantile synthesis for forecasting outlook-at-risk

用于风险前景预测的动态贝叶斯回归分位数合成

This paper proposes dynamic Bayesian regression quantile synthesis (DRQS), a novel method for quantile forecasting within the Bayesian predictive synthesis (BPS) framework designed to combine quantile-specific information from multiple agent models. While existing BPS approaches primarily focus on mean forecasting, our method directly targets the conditional quantiles of the response variable by utilizing the asymmetric Laplace distribution for the synthesis function. The…

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A Bayesian likely responder approach for the analysis of randomized controlled trials

随机对照试验分析中的贝叶斯可能响应者方法

An important goal of precision medicine is to personalize medical treatment by identifying individuals who are most likely to benefit from a specific treatment. The Likely Responder (LR) framework, which identifies a subpopulation where treatment response is expected to exceed a certain clinical threshold, plays a role in this effort. However, the LR framework, and more generally, data-driven subgroup analyses, often fail to account for uncertainty in the estimation of…

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