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We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

Machine Learning · Statistics 2016-12-05 Alexandre Piché , Russell Steele , Ian Shrier , Stephanie Long

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

We congratulate the authors for a stimulating and valuable manuscript, providing a careful review of the state-of the-art in cross-sectional and time-series benchmarking procedures for small area estimation. They develop a novel two-stage…

Other Statistics · Statistics 2014-05-27 Rebecca C. Steorts , M. Delores Ugarte

Here we develop a method for performing nonparametric Bayesian inference on quantiles. Relying on geometric measure theory and employing a Hausdorff base measure, we are able to specify meaningful priors for the quantile while treating the…

Methodology · Statistics 2016-05-12 Luke Bornn , Neil Shephard , Reza Solgi

This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…

Econometrics · Economics 2025-05-20 Ruixuan Liu , Zhengfei Yu

Model-based geostatistical design involves the selection of locations to collect data to minimise an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which,…

Computation · Statistics 2021-12-03 S. G. Jagath Senarathne , Werner G. Müller , James M. McGree

Univariate or multivariate ordinal responses are often assumed to arise from a latent continuous parametric distribution, with covariate effects which enter linearly. We introduce a Bayesian nonparametric modeling approach for univariate…

Methodology · Statistics 2016-09-21 Maria DeYoreo , Athanasios Kottas

Integrated sensing and communication is widely acknowledged as a foundational technology for next-generation mobile networks. Compared with monostatic sensing, multi-access point (AP) collaborative sensing endows mobile networks with…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Shengheng Liu , Xingkang Li , Yongming Huang , Yuan Fang , Qingji Jiang , Dazhuan Xu , Ziguo Zhong , Dongming Wang , Xiaohu You

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

The development of parsimonious models for reliable inference and prediction of responses in high-dimensional regression settings is often challenging due to relatively small sample sizes and the presence of complex interaction patterns…

Methodology · Statistics 2016-04-15 Subharup Guha , Veerabhadran Baladandayuthapani

Functional data, with basic observational units being functions (e.g., curves, surfaces) varying over a continuum, are frequently encountered in various applications. While many statistical tools have been developed for functional data…

Methodology · Statistics 2016-06-10 Jingjing Yang , Hongxiao Zhu , Taeryon Choi , Dennis D. Cox

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using…

Machine Learning · Computer Science 2014-01-30 Vu Nguyen , Dinh Phung , XuanLong Nguyen , Svetha Venkatesh , Hung Hai Bui

We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the…

Methodology · Statistics 2022-06-07 Kenichiro McAlinn , Knut Are Aastveit , Jouchi Nakajima , Mike West

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

Understanding how and why certain communities bear a disproportionate burden of disease is challenging due to the scarcity of data on these communities. Surveys provide a useful avenue for accessing hard-to-reach populations, as many…

Methodology · Statistics 2023-07-27 Stephanie M. Wu , Briana Joy K. Stephenson