Related papers: Bayesian Multivariate Quantile Regression Using De…

Quantile estimation and regression within the Bayesian framework is challenging as the choice of likelihood and prior is not obvious. In this paper, we introduce a novel Bayesian nonparametric method for quantile estimation and regression…

Quantile regression models are a powerful tool for studying different points of the conditional distribution of univariate response variables. Their multivariate counterpart extension though is not straightforward, starting with the…

We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP…

We develop a nonparametric Bayesian modeling framework for clustered ordinal responses in developmental toxicity studies, which typically exhibit extensive heterogeneity. The primary focus of these studies is to examine the dose-response…

Univariate or multivariate ordinal responses are often assumed to arise from a latent continuous parametric distribution, with covariate effects which enter linearly. We introduce a Bayesian nonparametric modeling approach for univariate…

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

We develop a dependent Dirichlet process (DDP) model for repeated measures multiple membership (MM) data. This data structure arises in studies under which an intervention is delivered to each client through a sequence of elements which…

In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…

We introduce a nonparametric prior on the conditional distribution of a (univariate or multivariate) response given a set of predictors. The prior is constructed in the form of a two-stage generative procedure, which in the first stage…

The prediction of future insurance claims based on observed risk factors, or covariates, help the actuary set insurance premiums. Typically, actuaries use parametric regression models to predict claims based on the covariate information.…

Although there is a rich literature on methods for allowing the variance in a univariate regression model to vary with predictors, time and other factors, relatively little has been done in the multivariate case. Our focus is on developing…

Kelly (2007, hereafter K07) described an efficient algorithm, using Gibbs sampling, for performing linear regression in the fairly general case where non-zero measurement errors exist for both the covariates and response variables, where…

In this paper we consider the problem of dynamic clustering, where cluster memberships may change over time and clusters may split and merge over time, thus creating new clusters and destroying existing ones. We propose a Bayesian…

The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneous groups. In this work, we propose a novel approach for…

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…