Related papers: Shrinkage priors on complex-valued circular-symmet…

We develop a multiscale spatial kernel convolution technique with higher order functions to capture fine scale local features and lower order terms to capture large scale features. To achieve parsimony, the coefficients in the multiscale…

We develop a class of minimax estimators for a normal mean matrix under the Frobenius loss, which generalizes the James--Stein and Efron--Morris estimators. It shrinks the Schatten norm towards zero and works well for low-rank matrices. We…

Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of the \emph{best-fit} AR model, which is available in closed…

One of the key elements of probabilistic seismic risk assessment studies is the fragility curve, which represents the conditional probability of failure of a mechanical structure for a given scalar measure derived from seismic ground…

We study the well-known problem of estimating a sparse $n$-dimensional unknown mean vector $\theta = (\theta_1, ..., \theta_n)$ with entries corrupted by Gaussian white noise. In the Bayesian framework, continuous shrinkage priors which can…

Applications of high-dimensional regression often involve multiple sources or types of covariates. We propose methodology for this setting, emphasizing the "wide data" regime with large total dimensionality p and sample size n<<p. We focus…

We address the problem to estimate a Kronecker graphical model corresponding to an autoregressive Gaussian stochastic process. The latter is completely described by the power spectral density function whose inverse has support which admits…

Time-varying parameter (TVP) models are very flexible in capturing gradual changes in the effect of a predictor on the outcome variable. However, in particular when the number of predictors is large, there is a known risk of overfitting and…

We suggest how to construct joint confidence distributions for several parameters and apply these ideas to an autoregressive process of general order. The implied non informative prior for the parameters, i.e. the ratio between the…

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…

We study a regression characterization for the quadratic estimator of weak lensing, developed by Hu and Okamoto (2001,2002), for cosmic microwave background observations. This characterization motivates a modification of the quadratic…

This paper extends the idea of decoupling shrinkage and sparsity for continuous priors to Bayesian Quantile Regression (BQR). The procedure follows two steps: In the first step, we shrink the quantile regression posterior through state of…

We examine the effect of a prior that favours low values of fine-tuning on Bayesian multi-dimensional fits of the constrained minimal supersymmetric standard model (CMSSM or mSUGRA) to current data. The dark matter relic density, the…

This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…

We consider estimating the predictive density under Kullback-Leibler loss in an $\ell_0$ sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along with its exact constant, asymptotically least favorable…

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

We investigate the capability of the J-PAS survey to constrain the primordial power spectrum using a non-parametric Bayesian method. Specifically, we analyze simulated power spectra generated by a local oscillatory primordial feature…

Integer-valued time series models have been a recurrent theme considered in many papers in the last three decades, but only a few of them have dealt with models on $\mathbb Z$ (that is, including both negative and positive integers). Our…

Sparse high-dimensional linear regression is a central problem in statistics, where the goal is often variable selection and/or coefficient estimation. We propose a mean-field variational Bayes approximation for sparse regression with…

We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, inverse variance of a normal distribution) of an exponential…