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The analysis of complex computer simulations, often involving functional data, presents unique statistical challenges. Conventional regression methods, such as function-on-function regression, typically associate functional outcomes with…
We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…
In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…
Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution…
Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…
Machine-learning (ML) methods now routinely generate regressors used in subsequent econometric analyses, for example, estimated propensity scores, control-function residuals, imputed covariates, learned proxies, or low-dimensional…
Latent variable models (LVMs) represent observed variables by parameterized functions of latent variables. Prominent examples of LVMs for unsupervised learning are probabilistic PCA or probabilistic SC which both assume a weighted linear…
In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…
Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in…
We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…
Researchers are often interested in understanding the relationship between a set of covariates and a set of response variables. To achieve this goal, the use of regression analysis, either linear or generalized linear models, is largely…
Growth curve models are popular tools for studying the development of a response variable within subjects over time. Heterogeneity between subjects is common in such models, and researchers are typically interested in explaining or…
Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time points). A random response y is…
Statistical significance testing of neural coherence is essential for distinguishing genuine cross-signal coupling from spurious correlations. A widely accepted approach uses surrogate-based inference, where null distributions are generated…
We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…
We pursue tractable Bayesian analysis of generalized linear models (GLMs) for categorical data. Thus far, GLMs are difficult to scale to more than a few dozen categories due to non-conjugacy or strong posterior dependencies when using…
Machine Learning (ML) applications are proliferating in the enterprise. Relational data which are prevalent in enterprise applications are typically normalized; as a result, data has to be denormalized via primary/foreign-key joins to be…
Detection limit (DL) has become an increasingly ubiquitous issue in statistical analyses of biomedical studies, such as cytokine, metabolite and protein analysis. In regression analysis, if an explanatory variable is left-censored due to…
Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…