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Detecting anomalies in multivariate time series(MTS) data plays an important role in many domains. The abnormal values could indicate events, medical abnormalities,cyber-attacks, or faulty devices which if left undetected could lead to…
Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…
In this work the issue of Bayesian inference for stationary data is addressed. Therefor a parametrization of a statistically suitable subspace of the the shift-ergodic probability measures on a Cartesian product of some finite state space…
In this paper, we introduce a scanner package enhanced by deep learning (DL) techniques. The proposed package addresses two significant challenges associated with previously developed DL-based methods: slow convergence in high-dimensional…
Researchers would often like to leverage data from a collection of sources (e.g., primary studies in a meta-analysis) to estimate causal effects in a target population of interest. However, traditional meta-analytic methods do not produce…
Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…
With the development of Big data technology, data analysis has become increasingly important. Traditional clustering algorithms such as K-means are highly sensitive to the initial centroid selection and perform poorly on non-convex…
Reconstructing precise camera poses and floor plan layouts from wide-baseline RGB panoramas is a difficult and unsolved problem. We introduce BADGR, a novel diffusion model that jointly performs reconstruction and bundle adjustment (BA) to…
A method is developed for calculating effective sums of divergent series. This approach is a variant of the self-similar approximation theory. The novelty here is in using an algebraic transformation with a power providing the maximal…
The causalimages R package enables causal inference with image and image sequence data, providing new tools for integrating novel data sources like satellite and bio-medical imagery into the study of cause and effect. One set of functions…
We introduce cyclinbayes, an open-source R package for discovering linear causal relationships with both acyclic and cyclic structures. The package employs scalable Bayesian approaches with spike-and-slab priors to learn directed acyclic…
Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…
In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…
This exposition presents nimblewomble, a software package to perform wombling, or boundary analysis, using the nimble Bayesian hierarchical modeling language in the R statistical computing environment. Wombling is used widely to track…
The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…
Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…
Background: Mathematical models based on ordinary differential equations (ODEs) are essential tools across various scientific disciplines, including biology, ecology, and healthcare informatics. They are used to simulate complex dynamic…
Minimization of suitable statistical distances~(between the data and model densities) has proved to be a very useful technique in the field of robust inference. Apart from the class of $\phi$-divergences of \cite{a} and \cite{b}, the…
Simultaneous inference for high-dimensional non-Gaussian time series is always considered to be a challenging problem. Such tasks require not only robust estimation of the coefficients in the random process, but also deriving limiting…
I introduce a high-dimensional Bayesian vector autoregressive (BVAR) framework designed to estimate the effects of conventional monetary policy shocks. The model captures structural shocks as latent factors, enabling computationally…