Related papers: Multivariate binary probability distribution in th…
Sensitivity analysis in probabilistic discrete graphical models is usually conducted by varying one probability value at a time and observing how this affects output probabilities of interest. When one probability is varied then others are…
Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…
So far, various techniques have been implemented for generating discrete distributions based on continuous distributions. The characteristics and properties of this kind of probability distributions have been studied. Furthermore, the…
We develop statistical models for samples of distribution-valued stochastic processes featuring time-indexed univariate distributions, with emphasis on functional principal component analysis. The proposed model presents an intrinsic rather…
Binary data matrices can represent many types of data such as social networks, votes, or gene expression. In some cases, the analysis of binary matrices can be tackled with nonnegative matrix factorization (NMF), where the observed data…
Restricted Boltzmann Machine (RBM) is a particular type of random neural network models modeling vector data based on the assumption of Bernoulli distribution. For multi-dimensional and non-binary data, it is necessary to vectorize and…
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In…
We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the…
This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, which are defined only by specifying means and variances, are…
In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. Normally, this is done by…
Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible dependence structures, the marginal possibilities and their useful convolutional expression make them…
A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…
The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…
A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…
I propose a semiparametric Bayesian inference framework for conditional moment equalities. The core idea is that these models deterministically map a conditional distribution of data to a structural parameter via the restriction that a…
The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…
Compact and discriminative visual codebooks are preferred in many visual recognition tasks. In the literature, a number of works have taken the approach of hierarchically merging visual words of an initial large-sized codebook, but…
Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…