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Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Bayesian Generalized Nonlinear Models (BGNLM) offer a flexible nonlinear alternative to GLM while still providing better interpretability than machine learning techniques such as neural networks. In BGNLM, the methods of Bayesian Variable…

Computation · Statistics 2023-12-29 Jon Lachmann , Aliaksandr Hubin

In this work, we propose a scalable Bayesian procedure for learning the local dependence structure in a high-dimensional model where the variables possess a natural ordering. The ordering of variables can be indexed by time, the vicinities…

Methodology · Statistics 2021-09-27 Kyoungjae Lee , Lizhen Lin

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

The grade of membership model is a flexible latent variable model for analyzing multivariate categorical data through individual-level mixed membership scores. In many modern applications, auxiliary covariates are collected alongside…

Methodology · Statistics 2026-01-27 Zhiyu Xu , Yuqi Gu

We consider the problem of variable selection in Bayesian multivariate linear regression models, involving multiple response and predictor variables, under multivariate normal errors. In the absence of a known covariance structure,…

Methodology · Statistics 2025-07-25 Joyee Ghosh , Xun Li

Variable fusion in linear regression models is a statistical method that identifies covariates making similar contributions to the response variable and imposes the same coefficient values on them. Many methods for variable fusion also…

Methodology · Statistics 2026-04-29 Junya Miyake , Akira Okazaki , Shuichi Kawano

We propose a novel Bayesian framework for changepoint detection in large-scale spherical spatiotemporal data, with broad applicability in environmental and climate sciences. Our approach models changepoints as spatially dependent…

Methodology · Statistics 2026-02-16 Samantha Shi-Jun , Bo Li

We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…

Methodology · Statistics 2022-06-20 Tathagata Basu , Matthias C. M. Troffaes , Jochen Einbeck

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

Although deep learning has achieved appealing results on several machine learning tasks, most of the models are deterministic at inference, limiting their application to single-modal settings. We propose a novel general-purpose framework…

Machine Learning · Computer Science 2020-10-12 Sameera Ramasinghe , Kanchana Ranasinghe , Salman Khan , Nick Barnes , Stephen Gould

Latent structure methods, specifically linear continuous latent structure methods, are a type of fundamental statistical learning strategy. They are widely used for dimension reduction, regression and prediction, in the fields of…

Methodology · Statistics 2025-08-07 Clara Grazian , Qian Jin , Pierre Lafaye De Micheaux

Large spatial datasets with non-Gaussian responses are increasingly common in environmental monitoring, ecology, and remote sensing, yet scalable Bayesian inference for such data remains challenging. Markov chain Monte Carlo (MCMC) methods…

Methodology · Statistics 2025-12-02 Jin Hyung Lee , Ben Seiyon Lee

The multinomial probit model is often used to analyze choice behaviour. However, estimation with existing Markov chain Monte Carlo (MCMC) methods is computationally costly, which limits its applicability to large choice data sets. This…

Econometrics · Economics 2022-10-18 Rubén Loaiza-Maya , Didier Nibbering

Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…

Methodology · Statistics 2021-02-25 Yi Liu , Veronika Ročková , Yuexi Wang

Spatial models are used in a variety research areas, such as environmental sciences, epidemiology, or physics. A common phenomenon in many spatial regression models is spatial confounding. This phenomenon takes place when spatially indexed…

Methodology · Statistics 2021-06-08 Isa Marques , Thomas Kneib , Nadja Klein

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

We propose a model-based geostatistical approach to deal with regionalized compositions. We combine the additive-log-ratio transformation with multivariate geostatistical models whose covariance matrix is adapted to take into account the…

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Computation · Statistics 2019-06-05 Xiao Lin , Gabriel Terejanu
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