Related papers: Bernstein Polynomial Model for Grouped Continuous …
We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…
In this paper, we consider Bayesian point estimation and predictive density estimation in the binomial case. After presenting preliminary results on these problems, we compare the risk functions of the Bayes estimators based on the…
Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to…
This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with…
We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the…
A simple approach for modeling multivariate extremes is to consider the vector of component-wise maxima and their max-stable distributions. The extremal dependence can be inferred by estimating the angular measure or, alternatively, the…
This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…
We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…
For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…
This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…
We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…
We establish a Bernstein-type inequality for a class of stochastic processes that include the classical geometrically $\phi$-mixing processes, Rio's generalization of these processes, as well as many time-discrete dynamical systems. Modulo…
Iterated Bernstein polynomial approximations of degree n for continuous function which also use the values of the function at i/n, i=0,1,...,n, are proposed. The rate of convergence of the classic Bernstein polynomial approximations is…
We propose a generative model that achieves minimax-optimal convergence rates for estimating probability distributions supported on unknown low-dimensional manifolds. Building on Fefferman's solution to the geometric Whitney problem, our…
The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of…
Sets of moving entities can form groups which travel together for significant amounts of time. Tracking such groups is an important analysis task in a variety of areas, such as wildlife ecology, urban transport, or sports analysis.…
Until recently obtaining data on populations of networks was typically rare. However, with the advancement of automatic monitoring devices and the growing social and scientific interest in networks, such data has become more widely…
Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…