Related papers: Spatio-temporal Spike and Slab Priors for Multiple…

Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients. However, these models often struggle with balancing…

Spatiotemporal forecasting techniques are significant for various domains such as transportation, energy, and weather. Accurate prediction of spatiotemporal series remains challenging due to the complex spatiotemporal heterogeneity. In…

Characterizing the relationship between neural population activity and behavioral data is a central goal of neuroscience. While latent variable models (LVMs) are successful in describing high-dimensional time-series data, they are typically…

Spatio-temporal prediction plays a crucial role in intelligent transportation, weather forecasting, and urban planning. While integrating multi-modal data has shown potential for enhancing prediction accuracy, key challenges persist: (i)…

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We…

In this work, we introduce an optimal transport framework for inferring power distributions over both spatial location and temporal frequency. Recently, it has been shown that optimal transport is a powerful tool for estimating spatial…

We study the properties of the classical \emph{projection} method to conduct simultaneous inference about the coefficients of the structural impulse-response function and their identified set in Structural Vector Autoregressions. We show…

Human brain activity is based on electrochemical processes, which can only be measured invasively. Therefore, quantities such as magnetic flux density (MEG) or electric potential differences (EEG) are measured non-invasively in medicine and…

We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…

We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using…

Electroencephalogram (EEG) signal classification faces significant challenges due to data distribution shifts caused by heterogeneous electrode configurations, acquisition protocols, and hardware discrepancies across domains. This paper…

The information bottleneck framework provides a systematic approach to learning representations that compress nuisance information in the input and extract semantically meaningful information about predictions. However, the choice of a…

In observational studies, accurately characterizing variance is critical for sample size determination, yet unaccounted-for variability from propensity score estimation and the resulting weights limit the accuracy of standard variance…

We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…

As a representative of public transportation, the fundamental issue of managing bike-sharing systems is bike flow prediction. Recent methods overemphasize the spatio-temporal correlations in the data, ignoring the effects of contextual…

We propose a fully practical numerical scheme for the simulation of the stochastic total variation flow (STFV). The approximation is based on a stable time-implicit finite element space-time approximation of a regularized STVF equation. The…

In the sparse normal means model, convergence of the Bayesian posterior distribution associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension…

We introduce a class of generic spike-and-slab priors for high-dimensional linear regression with grouped variables and present a Coordinate-ascent Variational Inference (CAVI) algorithm for obtaining an optimal variational Bayes…

We propose a Multivariate Spatio-Temporal Neural Hawkes Process for modeling complex multivariate event data with spatio-temporal dynamics. The proposed model extends continuous-time neural Hawkes processes by integrating spatial…