arXiv AI By Alina Bazarova, Johann Fredrik Jadebeck, Henrik Zunker, Carolina J. Klett-Tammen, Torben Heinsohn, Wolfgang Wiechert, Katharina Noeh, Stefan Kesselheim

Simulation-based inference for rapid Bayesian parameter estimation in epidemiological models: a comparison with MCMC

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arXiv:2606. 27286v1 Announce Type: new Abstract: Mechanistic epidemiological models are widely used to support infectious disease forecasting and public-health decision making.

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arXiv Statistics ML
Aug 28

A Two-step Metropolis Hastings Method for Bayesian Empirical Likelihood Computation with Application to Quantile Regression and Bayesian Model Selection

The paper introduces a two-step Metropolis–Hastings algorithm designed to efficiently sample from Bayesian empirical likelihood (BayesEL) posterior distributions, addressing challenges posed by the complex, often non‑convex support of empirical likelihood. The method leverages current parameter values and estimating equations to propose new values for remaining parameters, making it suitable for problems with discontinuous estimating equations such as simultaneous quantile regression. Additionally, the approach extends naturally to BayesEL model selection via reversible‑jump MCMC, and the authors demonstrate its utility through several real‑life applications.

By Sanjay Chaudhuri, Teng Yin, Snehashis Chakraborty, Rupsa Roy