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Related papers: Adaptive Priors based on Splines with Random Knots

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We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…

Methodology · Statistics 2020-06-30 Nadja Klein , Manuel Carlan , Thomas Kneib , Stefan Lang , Helga Wagner

In many regression settings the unknown coefficients may have some known structure, for instance they may be ordered in space or correspond to a vectorized matrix or tensor. At the same time, the unknown coefficients may be sparse, with…

Methodology · Statistics 2023-04-28 Maryclare Griffin , Peter D. Hoff

Despite their widespread use in practice, the asymptotic properties of Bayesian penalized splines have not been investigated so far. We close this gap and study posterior concentration rates for Bayesian penalized splines in a Gaussian…

Statistics Theory · Mathematics 2022-03-24 Paul Bach , Nadja Klein

In high-dimensional problems, choosing a prior distribution such that the corresponding posterior has desirable practical and theoretical properties can be challenging. This begs the question: can the data be used to help choose a good…

Statistics Theory · Mathematics 2019-09-25 Ryan Martin , Stephen G. Walker

Fitting B-splines to discrete data is especially challenging when the given data contain noise, jumps, or corners. Here, we describe how periodic data sets with these features can be efficiently and robustly approximated with B-splines by…

Numerical Analysis · Mathematics 2020-12-09 David Lenz , Oana Marin , Vijay Mahadevan , Raine Yeh , Tom Peterka

We consider two-stage scattered data fitting with truncated hierarchical B-splines (THB-splines) for the adaptive reconstruction of industrial models. The first stage of the scheme is devoted to the computation of local least squares…

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate…

Statistics Theory · Mathematics 2020-07-15 Shota Gugushvili , Aad van der Vaart , Dong Yan

This paper proposes a simple technique of curve and surface construction with B-splines. Given a control polygon or a control mesh together with node ordinates corresponding to all control points, a rational curve or surface is obtained by…

Numerical Analysis · Mathematics 2025-12-02 Xunnian Yang

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Normal multi-scale transform [4] is a nonlinear multi-scale transform for representing geometric objects that has been recently investigated [1, 7, 10]. The restrictive role of the exact order of polynomial reproduction $P_e$ of the…

Numerical Analysis · Mathematics 2013-11-19 Stanislav Harizanov

We develop a fully Bayesian nonparametric regression model based on a L\'evy process prior named MLABS (Multivariate L\'evy Adaptive B-Spline regression) model, a multivariate version of the LARK (L\'evy Adaptive Regression Kernels) models,…

Computation · Statistics 2021-09-01 Sewon Park , Jaeyong Lee

This paper addresses asymptotic properties of general penalized spline estimators with an arbitrary B-spline degree and an arbitrary order difference penalty. The estimator is approximated by a solution of a linear differential equation…

Statistics Theory · Mathematics 2009-12-10 Xiao Wang , Jinglai Shen , David Ruppert

Gaussian distributions are widely used in Bayesian variational inference to approximate intractable posterior densities, but the ability to accommodate skewness can improve approximation accuracy significantly, when data or prior…

Methodology · Statistics 2025-02-05 Linda S. L. Tan , Aoxiang Chen

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

Methodology · Statistics 2024-11-14 Santiago Marin , Bronwyn Loong , Anton H. Westveld

In this article we revisit the auxiliary variable method introduced in Smith and kohn (1996) for the fitting of P-th order spline regression models with an unknown number of knot points. We introduce modifications which allow the location…

Methodology · Statistics 2009-11-11 Y. Fan , J. -L Dortet-Bernadet , S. A. Sisson

Induction benefits from useful priors. Penalized regression approaches, like ridge regression, shrink weights toward zero but zero association is usually not a sensible prior. Inspired by simple and robust decision heuristics humans use, we…

Machine Learning · Computer Science 2021-10-26 Sebastian Bobadilla-Suarez , Matt Jones , Bradley C. Love

We investigate the frequentist properties of Bayesian procedures for estimation based on the horseshoe prior in the sparse multivariate normal means model. Previous theoretical results assumed that the sparsity level, that is, the number of…

Statistics Theory · Mathematics 2017-02-14 Stéphanie van der Pas , Botond Szabó , Aad van der Vaart

For large-scale data fitting, the least-squares progressive iterative approximation is a widely used method in many applied domains because of its intuitive geometric meaning and efficiency. In this work, we present a randomized progressive…

Numerical Analysis · Mathematics 2024-03-20 Nian-Ci Wu , Chengzhi Liu

Humans and animals have a natural ability to quickly adapt to their surroundings, but machine-learning models, when subjected to changes, often require a complete retraining from scratch. We present Knowledge-adaptation priors (K-priors) to…

Machine Learning · Computer Science 2021-10-28 Mohammad Emtiyaz Khan , Siddharth Swaroop

In high dimensional regression, global local shrinkage priors have gained significant traction for their ability to yield sparse estimates, improve parameter recovery, and support accurate predictive modeling. While recent work has explored…

Methodology · Statistics 2025-05-19 Javier Enrique Aguilar , Paul-Christian Bürkner