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Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…

Methodology · Statistics 2017-11-03 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Nayely Vélez-Cruz , Manfred D. Laubichler

With rapid development of techniques to measure brain activity and structure, statistical methods for analyzing modern brain-imaging play an important role in the advancement of science. Imaging data that measure brain function are usually…

Methodology · Statistics 2023-01-05 Haoyi Fu , Lu Tang , Ori Rosen , Alison E. Hipwell , Theodore J. Huppert , Robert T. Krafty

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…

Methodology · Statistics 2021-09-17 Yujing Yao , R. Todd Ogden , Chubing Zeng , Qixuan Chen

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

Statistics Theory · Mathematics 2024-11-22 Sandra Fortini , Sonia Petrone

This paper reviews background and examples of Bayesian predictive synthesis (BPS), and develops details in a subset of BPS mixture models. BPS expands on standard Bayesian model uncertainty analysis for model mixing to provide a broader…

Methodology · Statistics 2023-05-04 Matthew C. Johnson , Mike West

Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…

Methodology · Statistics 2017-04-18 Gianluca Mastrantonio , Giovanna Jona Lasinio , Alan E. Gelfand

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

In view of the current availability and variety of measured data, there is an increasing demand for powerful signal processing tools that can cope successfully with the associated problems that often arise when data are being analysed. In…

Data Analysis, Statistics and Probability · Physics 2014-12-16 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

Motivated by the challenge of analyzing the dynamics of weekly sea border crossings in the Mediterranean (2015-2025) and the English Channel (2018-2025), we develop a Bayesian dynamic framework for modeling heteroskedastic count time…

Applications · Statistics 2026-03-23 Gregor Zens , Jakub Bijak

Time series with multiple periodically correlated components is a complex problem with comparatively limited prior research. Most existing time series models are designed to accommodate simple periodically correlated components and tend to…

Methodology · Statistics 2025-09-29 Jie Yao , Kai Zhang , Eric Rose , Edward Valachovic

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

Machine Learning · Statistics 2018-03-12 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

We introduce a comprehensive Bayesian multivariate predictive inference framework. The basis for our framework is a hierarchical Bayesian model, that is a mixture of finite Polya trees corresponding to multiple dyadic partitions of the unit…

Methodology · Statistics 2024-11-27 Daniel Yekutieli

Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…

Methodology · Statistics 2021-07-07 Yinan Mao , David J. Nott

This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…

Econometrics · Economics 2023-01-31 Matteo Barigozzi , Filippo Pellegrino

The long duration of the COVID-19 pandemic allowed for multiple bursts in the infection and death rates, the so-called epidemic waves. This complex behavior is no longer tractable by simple compartmental model and requires more…

Dynamic Bayesian predictive synthesis is a formal approach to coherently synthesizing multiple predictive distributions into a single distribution. In sequential analysis, the computation of the synthesized predictive distribution has…

Methodology · Statistics 2023-08-31 Riku Masuda , Kaoru Irie
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