Related papers: Analysis of comparative data with hierarchical aut…
Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…
An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…
Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…
For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…
In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…
Phylogenetic comparative methods are well established tools for using inter-species variation to analyse phenotypic evolution and adaptation. They are generally hampered, however, by predominantly univariate approaches and failure to…
Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…
Machine learning often needs to model density from a multidimensional data sample, including correlations between coordinates. Additionally, we often have missing data case: that data points can miss values for some of coordinates. This…
In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…
The information conveyed by a hierarchical attractor neural network is examined. The network learns sets of correlated patterns (the examples) in the lowest level of the hierarchical tree and can categorize them at the upper levels. A way…
In this work, we offer a thorough analytical investigation into the role of shared hyperparameters in a hierarchical Bayesian model, examining their impact on information borrowing and posterior inference. Our approach is rooted in a…
The autologistic model and related auto-models, commonly applied as autocovariate regression, offer distinct advantages for analysing spatially autocorrelated ecological data. However, comparative studies by Carl and K\"uhn (Ecol. Model.,…
The paper introduces new types of nonlinear correlations between bivariate data sets and derives nonlinear auto-correlations on the same data set. These auto-correlations are of different types to match signals with different types of…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…
Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…
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…
It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…