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Missing data arises when certain values are not recorded or observed for variables of interest. However, most of the statistical theory assume complete data availability. To address incomplete databases, one approach is to fill the gaps…
Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…
I overview recent research advances in Bayesian state-space modeling of multivariate time series. A main focus is on the decouple/recouple concept that enables application of state-space models to increasingly large-scale data, applying to…
We present a case study and methodological developments in large-scale hierarchical dynamic modeling for personalized prediction in commerce. The context is supermarket sales, where improved forecasting of customer/household-specific…
Reliably predicting nuclear properties across the entire chart of isotopes is important for applications ranging from nuclear astrophysics to superheavy science to nuclear technology. To this day, however, all the theoretical models that…
Existing methods for anomaly detection often fall short due to their inability to handle the complexity, heterogeneity, and high dimensionality inherent in real-world mobility data. In this paper, we propose DeepBayesic, a novel framework…
Structure and parameters in a Bayesian network uniquely specify the probability distribution of the modeled domain. The locality of both structure and probabilistic information are the great benefits of Bayesian networks and require the…
Data sets for statistical analysis become extremely large even with some difficulty of being stored on one single machine. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a…
Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…
Building a machine learning solution in real-life applications often involves the decomposition of the problem into multiple models of various complexity. This has advantages in terms of overall performance, better interpretability of the…
We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…
In this paper, we investigate the influence of claims in analyst reports and earnings calls on financial market returns, considering them as significant quarterly events for publicly traded companies. To facilitate a comprehensive analysis,…
While the study of a single network is well-established, technological advances now allow for the collection of multiple networks with relative ease. Increasingly, anywhere from several to thousands of networks can be created from brain…
Mixture Density Networks are a tried and tested tool for modelling conditional probability distributions. As such, they constitute a great baseline for novel approaches to this problem. In the standard formulation, an MDN takes some input…
We present a method to generate renewable scenarios using Bayesian probabilities by implementing the Bayesian generative adversarial network~(Bayesian GAN), which is a variant of generative adversarial networks based on two interconnected…
Unstructured data from diverse sources, such as social media and aerial imagery, can provide valuable up-to-date information for intelligent situation assessment. Mining these different information sources could bring major benefits to…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
We propose a MAP Bayesian approach to perform and evaluate a co-clustering of mixed-type data tables. The proposed model infers an optimal segmentation of all variables then performs a co-clustering by minimizing a Bayesian model selection…
Bayesian inference is an important technique throughout statistics. The essence of Beyesian inference is to derive the posterior belief updated from prior belief by the learned information, which is a set of differentially private answers…
Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…