Related papers: bamlss: A Lego Toolbox for Flexible Bayesian Regre…
Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…
Modeling binary and categorical data is one of the most commonly encountered tasks of applied statisticians and econometricians. While Bayesian methods in this context have been available for decades now, they often require a high level of…
We discuss scalar-on-function regression models where all parameters of the assumed response distribution can be modeled depending on covariates. We thus combine signal regression models with generalized additive models for location, scale…
Generalized additive models (GAMs) play an important role in modeling and understanding complex relationships in modern applied statistics. They allow for flexible, data-driven estimation of covariate effects. Yet researchers often have a…
A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…
Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing…
L1-norm regularized logistic regression models are widely used for analyzing data with binary response. In those analyses, fusing regression coefficients is useful for detecting groups of variables. This paper proposes a binomial logistic…
We introduce a family of interpretable machine learning models, with two broad additions: Linearised Additive Models (LAMs) which replace the ubiquitous logistic link function in General Additive Models (GAMs); and SubscaleHedge, an expert…
Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make…
The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…
The joint modeling of multiple longitudinal biomarkers together with a time-to-event outcome is a challenging modeling task of continued scientific interest. In particular, the computational complexity of high dimensional (generalized)…
Parametric language models (LMs), which are trained on vast amounts of web data, exhibit remarkable flexibility and capability. However, they still face practical challenges such as hallucinations, difficulty in adapting to new data…
The multivariate Bayesian structural time series (MBSTS) model is a general machine learning model that deals with inference and prediction for multiple correlated time series, where one also has the choice of using a different candidate…
Fine-tuning-based adaptation is widely used to customize diffusion-based image generation, leading to large collections of community-created adapters that capture diverse subjects and styles. Adapters derived from the same base model can be…
The INLAMSM package for the R programming language provides a collection of multivariate spatial models for lattice data that can be used with package INLA for Bayesian inference. The multivariate spatial models include different structures…
Challenges in multi-fidelity modeling relate to accuracy, uncertainty estimation and high-dimensionality. A novel additive structure is introduced in which the highest fidelity solution is written as a sum of the lowest fidelity solution…
Sparse regression problems, where the goal is to identify a small set of relevant predictors, often require modeling not only main effects but also meaningful interactions through other variables. While the pliable lasso has emerged as a…
The R package bsvars provides a wide range of tools for empirical macroeconomic and financial analyses using Bayesian Structural Vector Autoregressions. It uses frontier econometric techniques and C++ code to ensure fast and efficient…
Microbiome data analyses require statistical tools that can simultaneously decode microbes' reactions to the environment and interactions among microbes. We introduce CARlasso, the first user-friendly open-source and publicly available R…
When examining the relationship between an exposure and an outcome, there is often a time lag between exposure and the observed effect on the outcome. A common statistical approach for estimating the relationship between the outcome and…