Related papers: An Application of Bayesian Variable Selection to S…
In molecular biology, advances in high-throughput technologies have made it possible to study complex multivariate phenotypes and their simultaneous associations with high-dimensional genomic and other omics data, a problem that can be…
We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…
The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayesian variable selection to consistently identify which of the…
In this contribution, we consider the problem of blind source separation in a Bayesian estimation framework. The wavelet representation allows us to assign an adequate prior distribution to the wavelet coefficients of the sources. MCMC…
Sampling-based planning is the predominant paradigm for motion planning in robotics. Most sampling-based planners use a global random sampling scheme to guarantee probabilistic completeness. However, most schemes are often inefficient as…
Variational Bayes (VB), a method originating from machine learning, enables fast and scalable estimation of complex probabilistic models. Thus far, applications of VB in discrete choice analysis have been limited to mixed logit models with…
In this paper, we propose a Bayesian matrix-variate spatiotemporal modeling framework for jointly analyzing multiple response variables observed at spatial locations over time. The approach relaxes the standard assumption of spatial…
Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…
In this paper we briefly review the main methodological aspects concerned with the application of the Bayesian approach to model choice and model averaging in the context of variable selection in regression models. This includes prior…
Varying coefficient models (VCMs) are widely used for estimating nonlinear regression functions for functional data. Their Bayesian variants using Gaussian process priors on the functional coefficients, however, have received limited…
We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…
interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…
The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…
Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…
As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…
We introduce the concept of conjugate prior models for a given likelihood function in Bayesian spatial inversion. The conjugate class of prior models can be selection extended and still remain conjugate. We demonstrate the generality of…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that…
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…
We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…