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We develop a Bayesian nonparametric autoregressive model applied to flexibly estimate general transition densities exhibiting nonlinear lag dependence. Our approach is related to Bayesian density regression using Dirichlet process mixtures,…
We propose a novel nonparametric online predictor for discrete labels conditioned on multivariate continuous features. The predictor is based on a feature space discretization induced by a full-fledged k-d tree with randomly picked…
A Bayesian lattice filtering and smoothing approach is proposed for fast and accurate modeling and inference in multivariate non-stationary time series. This approach offers computational feasibility and interpretable time-frequency…
The analysis of high spectral resolution spectroscopic and spectropolarimetric observations constitute a very powerful way of inferring the dynamical, thermodynamical, and magnetic properties of distant objects. However, these techniques…
Understanding and interpreting how machine learning (ML) models make decisions have been a big challenge. While recent research has proposed various technical approaches to provide some clues as to how an ML model makes individual…
In this paper, we present a novel Bayesian approach for estimating spectral and range profiles from single-photon Lidar waveforms associated with single surfaces in the photon-limited regime. In contrast to classical multispectral Lidar…
One of the main unsolved problems of cosmology is how to maximize the extraction of information from nonlinear data. If the data are nonlinear the usual approach is to employ a sequence of statistics (N-point statistics, counting statistics…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
The main goal of the LISA Pathfinder (LPF) mission is to fully characterize the acceleration noise models and to test key technologies for future space-based gravitational-wave observatories similar to the eLISA concept. The data analysis…
Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear…
[abridged] Inversion techniques are the most powerful methods to obtain information about the thermodynamical and magnetic properties of solar and stellar atmospheres. In the last years, we have witnessed the development of highly…
We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…
Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…
In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…
We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly…
This paper introduces a novel variational Bayesian method that integrates Tucker decomposition for efficient high-dimensional inverse problem solving. The method reduces computational complexity by transforming variational inference from a…
Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…
Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…
Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of…
We present a novel Bayesian nonparametric regression model for covariates X and continuous, real response variable Y. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the…