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Gaussian random field (GRF) models are widely used in spatial statistics to capture spatially correlated error. We investigate the results of replacing Gaussian processes with Laplace moving averages (LMAs) in spatial generalized linear…

A flexible model is developed for multivariate generalized spherical distributions, i.e. ones with level sets that are star shaped. To work in dimension above 2 requires tools from computational geometry and multivariate numerical…

Hyperparameter tuning in 3D Gaussian Splatting (3DGS) is a labor-intensive and expert-driven process, often resulting in inconsistent reconstructions and suboptimal results. We propose RLGS, a plug-and-play reinforcement learning framework…

We consider the consistency properties of a regularised estimator for the simultaneous identification of both changepoints and graphical dependency structure in multivariate time-series. Traditionally, estimation of Gaussian Graphical…

The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint…

This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the GAS approach is the use of the score…

The brms package allows R users to easily specify a wide range of Bayesian single-level and multilevel models, which are fitted with the probabilistic programming language Stan behind the scenes. Several response distributions are…

When examining the relationship between an exposure and an outcome, there is often a time lag between exposure and the observed effect on the outcome. A common statistical approach for estimating the relationship between the outcome and…

We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of…

We introduce LLM-Lasso, a novel framework that leverages large language models (LLMs) to guide feature selection in Lasso $\ell_1$ regression. Unlike traditional methods that rely solely on numerical data, LLM-Lasso incorporates…

Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to…

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

This work addresses the challenge of making generative models suitable for resource-constrained environments like mobile wireless communication systems. We propose a generative model that integrates Autoregressive (AR) parameterization into…

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estimates the coefficients by minimizing the Kullback-Leibler…

In this paper, we introduce a new and efficient data augmentation approach to the posterior inference of the models with shape parameters when the reciprocal gamma function appears in full conditional densities. Our approach is to…

This paper presents the generalized spatial autoregression (GSAR) model, a significant advance in spatial econometrics for non-normal response variables belonging to the exponential family. The GSAR model extends the logistic SAR, probit…

We develop a model-based boosting approach for multivariate distributional regression within the framework of generalized additive models for location, scale, and shape. Our approach enables the simultaneous modeling of all distribution…