Related papers: Expander Framework for Generating High-Dimensional…
We propose nonparametric Bayesian estimators for causal inference exploiting Regression Discontinuity/Kink (RD/RK) under sharp and fuzzy designs. Our estimators are based on Gaussian Process (GP) regression and classification. The GP…
Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions…
In the context of macroeconomic/financial time series, the FARS package provides a comprehensive framework in R for the construction of conditional densities of the variable of interest based on the factor-augmented quantile regressions…
Machine learning (ML) techniques have been applied to high-level synthesis (HLS) flows for quality-of-result (QoR) prediction and design space exploration (DSE). Nevertheless, the scarcity of accessible high-quality HLS datasets and the…
This paper describes and illustrates the functionality of the baker R package. The package estimates a suite of nested partially-latent class models (NPLCM) for multivariate binary responses that are observed under a case-control design.…
Generalized linear mixed models (GLMMs) are widely used in research for their ability to model correlated outcomes with non-Gaussian conditional distributions. The proper selection of fixed and random effects is a critical part of the…
High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…
The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…
The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…
Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing…
We introduce a framework using Generative Adversarial Networks (GANs) for likelihood--free inference (LFI) and Approximate Bayesian Computation (ABC) where we replace the black-box simulator model with an approximator network and generate a…
This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…
Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…
Large language models (LLMs) have shown strong results on a range of applications, including regression and scoring tasks. Typically, one obtains outputs from an LLM via autoregressive sampling from the model's output distribution. We show…
Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…
Let $X_{1}=(W_{1},Y_{1}),\ldots,X_{n}=(W_{n},Y_{n})$ be $n$ pairs of independent random variables. We assume that, for each $i\in\{1,\ldots,n\}$, the conditional distribution of $Y_{i}$ given $W_{i}$ belongs to a one-parameter exponential…
The Gaussian process latent variable model (GPLVM) is a popular probabilistic method used for nonlinear dimension reduction, matrix factorization, and state-space modeling. Inference for GPLVMs is computationally tractable only when the…
Learning RBMs using standard algorithms such as CD(k) involves gradient descent on the negative log-likelihood. One of the terms in the gradient, which involves expectation w.r.t. the model distribution, is intractable and is obtained…
Latent Markov (LM) models represent an important class of models for the analysis of longitudinal data (Bartolucci et. al., 2013), especially when response variables are categorical. These models have a great potential of application for…