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Normative modeling enables individualized characterization of structural brain deviations by evaluating subjects against a reference population rather than a group average. Most existing implementations treat brain regions independently and…

Methodology · Statistics 2026-05-19 J. T. Korley

Brain function is organized in coordinated modes of spatio-temporal activity (functional networks) exhibiting an intrinsic baseline structure with variations under different experimental conditions. Existing approaches for uncovering such…

Methodology · Statistics 2019-02-13 Joshua Lukemire , Suprateek Kundu , Giuseppe Pagnoni , Ying Guo

In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…

Risk Management · Quantitative Finance 2009-07-31 Gareth W. Peters , Pavel V. Shevchenko , Mario V. Wüthrich

In the analysis of multivariate spatial and univariate spatio-temporal data, it is commonly recognized that asymmetric dependence may exist, which can be addressed using an asymmetric (matrix or space-time, respectively) covariance function…

Methodology · Statistics 2026-01-29 Drew Yarger

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Methodology · Statistics 2024-12-10 Chunshan Liu , Daniel R. Kowal , James Doss-Gollin , Marina Vannucci

Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…

Methodology · Statistics 2020-02-19 Kelly C. M. Gonçalves , Afonso C. B. Silva

Many scientific applications involve mixed spatially indexed outcomes of heterogeneous types that are driven by shared latent mechanisms. Modeling such data is challenging due to complex, nonlinear, and potentially nonstationary spatial…

Methodology · Statistics 2026-03-10 Yeseul Jeon , Kyeong Eun Lee , Joon Jin Song

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the…

Machine Learning · Computer Science 2023-08-30 Feng Zhou , Quyu Kong , Zhijie Deng , Fengxiang He , Peng Cui , Jun Zhu

We consider the problem of statistical inference on parameters of a target population when auxiliary observations are available from related populations. We propose a flexible empirical Bayes approach that can be applied on top of any…

Statistics Theory · Mathematics 2023-12-15 Michael Law , Peter Bühlmann , Ya'acov Ritov

In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Methodology · Statistics 2017-08-21 Flávio B Gonçalves , Marcos O. Prates , Victor H. Lachos

Multitask learning algorithms are typically designed assuming some fixed, a priori known latent structure shared by all the tasks. However, it is usually unclear what type of latent task structure is the most appropriate for a given…

Machine Learning · Computer Science 2012-07-03 Alexandre Passos , Piyush Rai , Jacques Wainer , Hal Daume

The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

In the context of spatial econometrics, it is very useful to have methodologies that allow modeling the spatial dependence of the observed variables and obtaining more precise predictions of both the mean and the variability of the response…

Methodology · Statistics 2024-11-19 J. D. Toloza-Delgado , O. O. Melo , N. A. Cruz

Paradoxically, while the assumptions of second-order stationarity and isotropy appear outdated in light of modern spatial data, they remain remarkably robust in practice, as nonstationary methods often provide marginal improvements in…

Methodology · Statistics 2025-11-07 Federico Blasi , Reinhard Furrer

We develop a Bayesian non-parametric quantile panel regression model. Within each quantile, the response function is a convex combination of a linear model and a non-linear function, which we approximate using Bayesian Additive Regression…

Econometrics · Economics 2021-10-08 Todd E. Clark , Florian Huber , Gary Koop , Massimiliano Marcellino , Michael Pfarrhofer

This paper extends safety guarantees for multi-task Bayesian optimization with uncertain co-regionalization matrices from intrinsic co-regionalization models to linear models of co-regionalization. The latter allows for more flexible…

Machine Learning · Computer Science 2026-05-21 Jannis Lübsen , Annika Eichler
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