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We encounter time series data in many domains such as finance, physics, business, and weather. One of the main tasks of time series analysis, one that helps to take informed decisions under uncertainty, is forecasting. Time series are often…

Artificial Intelligence · Computer Science 2023-08-29 Gal Elgavish

This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…

Statistics Theory · Mathematics 2024-01-09 Daniel Sanz-Alonso , Nathan Waniorek

We formulate the head-to-head matchups between Major League Baseball pitchers and batters from 1954 to 2008 as a bipartite network of mutually-antagonistic interactions. We consider both the full network and single-season networks, which…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Serguei Saavedra , Scott Powers , Trent McCotter , Mason A. Porter , Peter J. Mucha

We propose a multidimensional tensor clustering approach for studying how professional basketball players' shooting patterns vary over court locations and game time. Unlike most existing methods that only study continuous-valued tensors or…

Methodology · Statistics 2022-05-23 Guanyu Hu , Yishu Xue , Weining Shen

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the…

Statistics Theory · Mathematics 2013-02-21 Andrew Gelman , Cosma Rohilla Shalizi

Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Methodology · Statistics 2025-05-26 Clara Grazian

The features in many prediction models naturally take the form of a hierarchy. The lower levels represent individuals or events. These units group naturally into locations and intervals or other aggregates, often at multiple levels. Levels…

Applications · Statistics 2023-07-03 John Mark Agosta , Mario Inchiosa

For situations that may benefit from information sharing among datasets, e.g., population-based SHM of similar structures, the hierarchical Bayesian approach provides a useful modelling structure. Hierarchical Bayesian models learn…

Machine Learning · Computer Science 2024-01-04 T. A. Dardeno , K. Worden , N. Dervilis , R. S. Mills , L. A. Bull

The paper introduces a general framework for statistical analysis of functional time series from a Bayesian perspective. The proposed approach, based on an extension of the popular dynamic linear model to Banach-space valued observations…

Methodology · Statistics 2013-12-02 Giovanni Petris

Bayesian data analysis (BDA) is today used by a multitude of research disciplines. These disciplines use BDA as a way to embrace uncertainty by using multilevel models and making use of all available information at hand. In this chapter, we…

Software Engineering · Computer Science 2020-01-03 Richard Torkar , Robert Feldt , Carlo A. Furia

This article describes an application of three well-known statistical methods in the field of game-tree search: using a large number of classified Othello positions, feature weights for evaluation functions with a game-phase-independent…

Artificial Intelligence · Computer Science 2014-11-17 M. Buro

We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…

Methodology · Statistics 2022-10-03 Ross Hollyman , Fotios Petropoulos , Michael E. Tipping

Continuous-time assessments of game outcomes in sports have become increasingly common in the last decade. In American football, only discrete-time estimates of play value were possible, since the most advanced public football datasets were…

Demographic studies of cosmic populations must contend with measurement errors and selection effects. We survey some of the key ideas astronomers have developed to deal with these complications, in the context of galaxy surveys and the…

Instrumentation and Methods for Astrophysics · Physics 2019-11-28 Thomas J. Loredo , Martin A. Hendry

Although basketball is a dynamic process sport, with 5 plus 5 players competing on both offense and defense simultaneously, learning some static information is predominant for professional players, coaches and team mangers. In order to have…

Applications · Statistics 2021-04-05 Guanyu Hu , Hou-Cheng Yang , Yishu Xue , Dipak K. Dey

Bayesian networks are now being used in enormous fields, for example, diagnosis of a system, data mining, clustering and so on. In spite of their wide range of applications, the statistical properties have not yet been clarified, because…

Machine Learning · Computer Science 2012-12-12 Keisuke Yamazaki , Sumio Watanbe

In recent years, disease mapping studies have become a routine application within geographical epidemiology and are typically analysed within a Bayesian hierarchical model formulation. A variety of model formulations for the latent level…

Methodology · Statistics 2016-01-07 Andrea Riebler , Sigrunn H. Sørbye , Daniel Simpson , Håvard Rue

This article is a review of theoretical advances in the research field of algebraic geometry and Bayesian statistics in the last two decades. Many statistical models and learning machines which contain hierarchical structures or latent…

Statistics Theory · Mathematics 2022-11-21 Sumio Watanabe

In this paper, we propose two novel basketball metrics: ``expected points'' for team-based comparisons and ``expected points above average (EPAA)'' as a player-evaluation tool. Established within the Bayesian hierarchical model framework,…

Other Statistics · Statistics 2025-08-05 Benjamin Williams , Erin M. Schliep , Bailey Fosdick , Ryan Elmore

Active search is the process of identifying high-value data points in a large and often high-dimensional parameter space that can be expensive to evaluate. Traditional active search techniques like Bayesian optimization trade off…

Machine Learning · Computer Science 2020-07-21 Vivek Myers , Peyton Greenside