Related papers: A Nonparametric Bayesian Methodology for Regressio…
Modeling response surfaces with abrupt jumps and discontinuities remains a major challenge across scientific and engineering domains. Although Gaussian process models excel at capturing smooth nonlinear relationships, their stationarity…
The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…
We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…
It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…
The DerSimonian-Laird (DL) weighted average method has been widely used for estimation of a pooled effect size from an aggregated data meta-analysis study. It is mainly criticized for its underestimation of the standard error of the pooled…
We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…
Multivariate classification methods using explanatory and predictive models are necessary for characterizing subgroups of patients according to their risk profiles. Popular methods include logistic regression and classification trees with…
We study the posterior contraction rates of a Bayesian method with Gaussian process priors in nonparametric regression and its plug-in property for differential operators. For a general class of kernels, we establish convergence rates of…
Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our…
The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…
Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…
This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random…
Predicated on the increasing abundance of electronic health records, we investi- gate the problem of inferring individualized treatment effects using observational data. Stemming from the potential outcomes model, we propose a novel multi-…
We extend the continuity-based framework to Regression Discontinuity Designs (RDDs) to identify and estimate causal effects under interference when units are connected through a network. Assignment to an "effective treatment," combining the…
Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…
Ai et al. (2021) studied the estimation of a general dose-response function (GDRF) of a continuous treatment that includes the average dose-response function, the quantile dose-response function, and other expectiles of the dose-response…
We develop a novel stochastic derivative estimation framework for sample performance functions that are discontinuous in the parameter of interest, based on the multidimensional Leibniz integral rule. When discontinuities arise from…
The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…
In this paper, we consider the estimation of regression coefficients and signal-to-noise (SNR) ratio in high-dimensional Generalized Linear Models (GLMs), and explore their implications in inferring popular estimands such as average…