Related papers: Bayesian Inference in Cumulative Distribution Fiel…
The arrival of molecules in molecular communication via diffusion (MCvD) is a counting process, exhibiting by its nature binomial distribution. Even if the binomial process describes well the arrival of molecules, when considering…
We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…
Data-driven approaches such as deep learning can result in predictive models for material properties with exceptional accuracy and efficiency. However, in many applications, data is sparse, severely limiting their accuracy and…
Context. Whenever correlation functions are used for inference about cosmological parameters in the context of a Bayesian analysis, the likelihood function of correlation functions needs to be known. Usually, it is approximated as a…
Prior elicitation methods for Bayesian analyses transfigure prior information into quantifiable prior distributions. Recently, methods that leverage copulas have been proposed to accommodate more flexible dependence structures when…
Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…
Ordinal cumulative probability models (CPMs) -- also known as cumulative link models -- such as the proportional odds regression model are typically used for discrete ordered outcomes, but can accommodate both continuous and mixed…
We consider the problem of constructing distribution-free prediction sets for data from two-layer hierarchical distributions. For iid data, prediction sets can be constructed using the method of conformal prediction. The validity of…
The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…
The estimation of cosmological parameters from a given data set requires a construction of a likelihood function which, in general, has a complicated functional form. We adopt a Gaussian copula and constructed a copula likelihood function…
A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects. The rankings are…
In multiple criteria decision aiding, very often the alternatives are compared by means of a value function compatible with the preferences expressed by the Decision Maker. The problem is that, in general, there is a plurality of compatible…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
We present a framework to compute non-Gaussian likelihoods for two-point correlation functions. The non-Gaussianity is most pronounced on large scales that will be well-measured by stage-IV weak-lensing surveys. We show how such a…
In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…
To quantify how well theoretical predictions of structural ensembles agree with experimental measurements, we depend on the accuracy of forward models. These models are computational frameworks that generate observable quantities from…
Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…
Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…
Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…