Related papers: BDSAR: a new package on Bregman divergence for Bay…

We present reslr, an R package to perform Bayesian modelling of relative sea level data. We include a variety of different statistical models previously proposed in the literature, with a unifying framework for loading data, fitting models,…

The rstap package implements Bayesian spatial temporal aggregated predictor models in R using the probabilistic programming language Stan. A variety of distributions and link functions are supported, allowing users to fit this extension to…

Epidemiological investigations of regionally aggregated spatial data often involve detecting spatial health disparities among neighboring regions on a map of disease mortality or incidence rates. Analyzing such data introduces spatial…

We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no longer applicable due to the high computational cost. To…

We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast algorithm to estimate the leverage scores of an autoregressive…

We introduce a new one-parameter family of divergence measures, called bounded Bhattacharyya distance (BBD) measures, for quantifying the dissimilarity between probability distributions. These measures are bounded, symmetric and positive…

SDRcausal is a package that implements sufficient dimension reduction methods for causal inference as proposed in Ghosh, Ma, and de Luna (2021). The package implements (augmented) inverse probability weighting and outcome regression…

We propose a new class of models specifically tailored for spatio-temporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, i.e. SARAR(1,1), by exploiting the…

In this paper we describe the main featuress of the Bergm package for the open-source R software which provides a comprehensive framework for Bayesian analysis for exponential random graph models: tools for parameter estimation, model…

Longitudinal (panel) data provide the opportunity to examine temporal patterns of individuals, because measurements are collected on the same person at different, and often irregular, time points. The data is typically visualised using a…

CensSpatial is an R package for analyzing spatial censored data through linear models. It offers a set of tools for simulating, estimating, making predictions, and performing local influence diagnostics for outlier detection. The package…

Bayesian Additive Regression Trees(BART) is a Bayesian nonparametric approach which has been shown to be competitive with the best modern predictive methods such as random forest and Gradient Boosting Decision Tree.The sum of trees…

The R package walker extends standard Bayesian general linear models to the case where the effects of the explanatory variables can vary in time. This allows, for example, to model the effects of interventions such as changes in tax policy…

Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…

BHAM is a freely avaible R pakcage that implments Bayesian hierarchical additive models for high-dimensional clinical and genomic data. The package includes functions that generalized additive model, and Cox additive model with the…

This paper presents an innovative extension of spatial autoregressive (SAR) models, introducing spatial coefficients specific to each spatial region that evolve over time. The proposed estimation methodology covers both homoscedastic and…

This paper describes a method for a model-based analysis of clinical safety data called multivariate Bayesian logistic regression (MBLR). Parallel logistic regression models are fit to a set of medically related issues, or response…

Boundary Discontinuity (BD) designs are used in empirical research to learn about causal treatment effects along a continuous assignment boundary defined by a bivariate score. These designs are also known as multi-score regression…

Standard simultaneous autoregressive (SAR) models typically assume normally distributed errors, an assumption often violated in real-world datasets that frequently exhibit non-normal, skewed, or heavy-tailed characteristics. New SAR models…

This paper presents the generalized spatial autoregression (GSAR) model, a significant advance in spatial econometrics for non-normal response variables belonging to the exponential family. The GSAR model extends the logistic SAR, probit…