Related papers: Bayesian density regression for count data
We consider the semi-supervised clustering problem where crowdsourcing provides noisy information about the pairwise comparisons on a small subset of data, i.e., whether a sample pair is in the same cluster. We propose a new approach that…
Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop…
We present a novel method for solving population density equations (PDEs), where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different…
In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…
This paper considers equity premium prediction, for which mean regression can be problematic due to heteroscedasticity and heavy-tails of the error. We show advantages of quantile predictions using a novel penalized quantile regression that…
The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…
Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…
Equation learning aims to infer differential equation models from data. While a number of studies have shown that differential equation models can be successfully identified when the data are sufficiently detailed and corrupted with…
Quantile regression extends regression analysis beyond the conditional mean, providing a richer characterization of covariate effects across the outcome distribution. For sensitive binary outcomes, however, misclassification due to…
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…
The analysis of panel count data has garnered considerable attention in the literature, leading to the development of multiple statistical techniques. In inferential analysis, most works focus on leveraging estimating equation-based…
The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…
In this paper we provide general conditions to check on the model and the prior to derive posterior concentration rates for data-dependent priors (or empirical Bayes approaches). We aim at providing conditions that are close to the…
Fast and effective unsupervised anomaly detection algorithms have been proposed for categorical data based on the minimum description length (MDL) principle. However, they can be ineffective when detecting anomalies in heterogeneous…
A flexible semiparametric class of models is introduced that offers an alternative to classical regression models for count data as the Poisson and negative binomial model, as well as to more general models accounting for excess zeros that…
We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…
Ongoing advances in microbiome profiling have allowed unprecedented insights into the molecular activities of microbial communities. This has fueled a strong scientific interest in understanding the critical role the microbiome plays in…
There is a rich literature on clustering functional data with applications to time-series modeling, trajectory data, and even spatio-temporal applications. However, existing methods routinely perform global clustering that enforces…
Experimental designs with hierarchically-structured errors are pervasive in many biomedical areas; it is important to take into account this hierarchical architecture in order to account for the dispersion and make reliable inferences from…
Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…