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In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

The use of covariance kernels is ubiquitous in the field of spatial statistics. Kernels allow data to be mapped into high-dimensional feature spaces and can thus extend simple linear additive methods to nonlinear methods with higher order…

Machine Learning · Statistics 2017-11-16 Jean-Francois Ton , Seth Flaxman , Dino Sejdinovic , Samir Bhatt

In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…

Statistics Theory · Mathematics 2017-11-01 Zuofeng Shang , Guang Cheng

An important goal of environmental epidemiology is to quantify the complex health risks posed by a wide array of environmental exposures. In analyses focusing on a smaller number of exposures within a mixture, flexible models like Bayesian…

Methodology · Statistics 2024-09-27 Glen McGee , Brent A. Coull , Ander Wilson

This paper deals with the Bayesian estimation of high dimensional Gaussian graphical models. We develop a quasi-Bayesian implementation of the neighborhood selection method of Meinshausen and Buhlmann (2006) for the estimation of Gaussian…

Statistics Theory · Mathematics 2015-12-29 Yves Atchade

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Twin neural network regression is trained to predict differences between regression targets rather than the targets themselves. A solution to the original regression problem can be obtained by ensembling predicted differences between the…

Machine Learning · Computer Science 2023-10-03 Sebastian J. Wetzel

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

Local polynomial regression of order at least one often performs poorly in regions of sparse data. Local constant regression is exceptional in this regard, though it is the least accurate method in general, especially at the boundaries of…

Methodology · Statistics 2024-06-18 Chunlei Ge , W. John Braun

Spike-and-slab and horseshoe regression are arguably the most popular Bayesian variable selection approaches for linear regression models. However, their performance can deteriorate if outliers and heteroskedasticity are present in the…

Methodology · Statistics 2022-10-20 Alberto Cabezas , Marco Battiston , Christopher Nemeth

We present a Gaussian kernel loss function and training algorithm for convolutional neural networks that can be directly applied to both distance metric learning and image classification problems. Our method treats all training features…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Benjamin J. Meyer , Ben Harwood , Tom Drummond

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

Kernel Bayes' rule has been proposed as a nonparametric kernel-based method to realize Bayesian inference in reproducing kernel Hilbert spaces. However, we demonstrate both theoretically and experimentally that the prediction result by…

Machine Learning · Statistics 2018-04-23 Hisashi Johno , Kazunori Nakamoto , Tatsuhiko Saigo

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

Statistics Theory · Mathematics 2025-05-27 Luran Bengono Mintogo , Emmanuel de Dieu Nkou , Guy Martial Nkiet

We investigate the issue of bandwidth estimation in a nonparametric functional regression model with function-valued, continuous real-valued and discrete-valued regressors under the framework of unknown error density. Extending from the…

Methodology · Statistics 2016-06-20 Han Lin Shang

Motivation: A branching processes model yields an unevenly stochastically distributed dataset that consists of sparse and dense regions. This work addresses the problem of precisely evaluating parameters for such a model. Applying a…

Machine Learning · Statistics 2023-05-09 Iurii S. Nagornov

Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…

Machine Learning · Statistics 2023-03-16 Saad Hamid , Sebastian Schulze , Michael A. Osborne , Stephen J. Roberts

Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is…

Methodology · Statistics 2017-05-10 Rui Tuo