Related papers: A Bayesian approach to accounting for variability …
Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion…
We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed…
We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…
Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…
Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…
Learning latent expression themes that best express complex patterns in a sample is a central problem in data mining and scientific research. For example, in computational biology we seek a set of salient gene expression themes that explain…
We consider the bridge linear regression modeling, which can produce a sparse or non-sparse model. A crucial point in the model building process is the selection of adjusted parameters including a regularization parameter and a tuning…
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We…
A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…
Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…
We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…
Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…
We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…
In this paper, we describe a general method for constructing the posterior distribution of an option price. Our framework takes as inputs the prior distributions of the parameters of the stochastic process followed by the underlying, as…
Bacteria often develop distinct phenotypes to adapt to environmental stress. In particular, they can produce biofilms, dense communities of bacteria that live in a complex extracellular matrix. Bacterial biofilms provide a safe haven from…
Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…
There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…
We estimate the distribution of random parameters in a distributed parameter model with unbounded input and output for the transdermal transport of ethanol in humans. The model takes the form of a diffusion equation with the input being the…
We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…
Heterogeneities in the cell membrane due to coexisting lipid phases have been conjectured to play a major functional role in cell signaling and membrane trafficking. Thereby the material properties of multiphase systems, such as the line…