Related papers: Propriety of the reference posterior distribution …
Quantile regression is a powerful data analysis tool that accommodates heterogeneous covariate-response relationships. We find that by coupling the asymmetric Laplace working likelihood with appropriate shrinkage priors, we can deliver…
We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…
This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…
The distributional statistical framework replaces classical probability densities by distribution-kernel pairs $(T, \varphi)$, where $T$ is a tempered distribution and $\varphi$ is a rapidly decaying kernel. We develop the thesis that the…
In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…
The method of regularization with the Gaussian reproducing kernel is popular in the machine learning literature and successful in many practical applications. In this paper we consider the periodic version of the Gaussian kernel…
We revisit the Gaussian process model with spherical harmonic features and study connections between the associated RKHS, its eigenstructure and deep models. Based on this, we introduce a new class of kernels which correspond to deep models…
Regularized pairwise ranking with Gaussian kernels is one of the cutting-edge learning algorithms. Despite a wide range of applications, a rigorous theoretical demonstration still lacks to support the performance of such ranking estimators.…
Using a fully Bayesian approach, Gaussian Process regression is extended to include marginalisation over the kernel choice and kernel hyperparameters. In addition, Bayesian model comparison via the evidence enables direct kernel comparison.…
We show how to extract the implicit copula of a response vector from a Bayesian regularized regression smoother with Gaussian disturbances. The copula can be used to compare smoothers that employ different shrinkage priors and function…
The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…
This article derives an accurate, explicit, and numerically stable approximation to the kernel quadrature weights in one dimension and on tensor product grids when the kernel and integration measure are Gaussian. The approximation is based…
In high-dimensional problems, choosing a prior distribution such that the corresponding posterior has desirable practical and theoretical properties can be challenging. This begs the question: can the data be used to help choose a good…
Long-term forecasting involves predicting a horizon that is far ahead of the last observation. It is a problem of high practical relevance, for instance for companies in order to decide upon expensive long-term investments. Despite the…
Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…
Graph models are relevant in many fields, such as distributed computing, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in the graph structure into account, i.e. a varying number of…
We introduce the concept of conjugate prior models for a given likelihood function in Bayesian spatial inversion. The conjugate class of prior models can be selection extended and still remain conjugate. We demonstrate the generality of…
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…
The main question concerns another recent advance in sequential Monte Carlo, the use of a mixture transition kernel that automatically adapts to the target distribution (Douc et al. 2006). Is there a class of static inference problems for…