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We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…

Computation · Statistics 2023-08-29 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet

We propose and evaluate an iterative localization mechanism employing Bayesian inference to estimate the position of a target using received signal strength measurements. The probability density functions of the target's coordinates are…

Applications · Statistics 2020-03-05 Henrique Hilleshein , Carlos H. M. de Lima , Hirley Alves , Matti Latva-aho

We propose a multidimensional tensor clustering approach for studying how professional basketball players' shooting patterns vary over court locations and game time. Unlike most existing methods that only study continuous-valued tensors or…

Methodology · Statistics 2022-05-23 Guanyu Hu , Yishu Xue , Weining Shen

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

The predictability of errors in deterministic temperature forecasts is investigated. More precisely, the aim is to issue warnings whenever the differences between forecast and verification exceed a given threshold. The warnings are…

Atmospheric and Oceanic Physics · Physics 2011-12-08 S. Hallerberg , J. Bröcker , H. Kantz , L. A. Smith

The Bayesian framework is ideally suited for induction problems. The probability of observing $x_t$ at time $t$, given past observations $x_1...x_{t-1}$ can be computed with Bayes' rule if the true distribution $\mu$ of the sequences…

Artificial Intelligence · Computer Science 2011-11-09 Marcus Hutter

As a dedicated follower of sports statistics and with the MLB season beginning in late March, I set out to predict how many wins each team would accumulate by the end of the 162 game season. The goal was to build a simulation framework…

Applications · Statistics 2025-05-09 Simon Cha

We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We…

Statistics Theory · Mathematics 2020-02-25 Natalia Bochkina , Judith Rousseau

A knowledgeable observer of a game of football (soccer) can make a subjective evaluation of the quality of passes made between players during the game. We investigate the problem of producing an automated system to make the same evaluation…

Machine Learning · Computer Science 2017-08-22 Michael Horton , Joachim Gudmundsson , Sanjay Chawla , Joël Estephan

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Machine Learning · Statistics 2026-01-23 Lei Qian , Wu Su , Yanqi Huang , Song Xi Chen

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…

Machine Learning · Statistics 2019-05-16 Hao Song , Tom Diethe , Meelis Kull , Peter Flach

Scouting is a major part of talent acquisition for any professional sports team. In the National Hockey League (NHL), the market for scouting is set by the NHLs Central Scouting Service which develops a ranking of draft eligible players. In…

Applications · Statistics 2014-11-24 Michael Schuckers , Steve Argeris

In this paper we introduce two Bayesian estimators for learning the parameters of the Gamma distribution. The first algorithm uses a well known unnormalized conjugate prior for the Gamma shape and the second one uses a non-linear…

Methodology · Statistics 2016-07-13 A. Llera , C. F. Beckmann

Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Mohammadreza Doostmohammadian , Usman A. Khan , Mohammad Pirani , Themistoklis Charalambous

Reacting against the limitation of statistics to decision procedures, R. A. Fisher proposed for inductive reasoning the use of the fiducial distribution, a parameter-space distribution of epistemological probability transferred directly…

Statistics Theory · Mathematics 2013-03-01 David R. Bickel

We consider stochastic optimization under distributional uncertainty, where the unknown distributional parameter is estimated from streaming data that arrive sequentially over time. Moreover, data may depend on the decision of the time when…

Optimization and Control · Mathematics 2023-10-17 Tianyi Liu , Yifan Lin , Enlu Zhou

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Computation · Statistics 2017-07-26 Jorge Alberto Achcar , Pedro Luiz Ramos , Edson Zangiacomi Martinez

Probability estimation models play an important role in various fields, such as weather forecasting, recommendation systems, and sports analysis. Among several models estimating probabilities, it is difficult to evaluate which model gives…

Machine Learning · Computer Science 2024-06-06 Euihyeon Choi , Jooyoung Kim , Wonkyung Lee

We present a unified, data-driven framework for quantifying and enhancing offensive momentum and scoring likelihood (expected goals, xG) in professional hockey. Leveraging a Sportlogiq dataset of 541,000 NHL event records, our end-to-end…

Machine Learning · Computer Science 2025-11-04 Daniel Griffiths , Piper Moskow