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We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…

Machine Learning · Statistics 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

Compositional data, representing proportions constrained to the simplex, arise in diverse fields such as geosciences, ecology, genomics, and microbiome research. Existing nonparametric density estimation methods often rely on…

Methodology · Statistics 2025-10-10 Jiajin Xie , Yong Wang , Eduardo García-Portugués

We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…

Methodology · Statistics 2016-07-14 Maria DeYoreo , Jerome P. Reiter

Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Computation · Statistics 2017-03-01 Maria Lomeli

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial…

Methodology · Statistics 2015-11-26 Matthias Katzfuss

In the field of finance, insurance, and system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula. The copula models with parametric assumptions are…

Methodology · Statistics 2021-12-21 Lu Lu , Sujit Ghosh

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

Methodology · Statistics 2022-03-29 Ali Rafei , Carol A. C. Flannagan , Brady T. West , Michael R. Elliott

Grouped data are commonly encountered in applications. The Bernstein polynomial model is proposed as an approximate model in this paper for estimating a univariate density function based on grouped data. The coefficients of the Bernstein…

Methodology · Statistics 2015-07-21 Zhong Guan

This paper presents a methodology for creating streaming, distributed inference algorithms for Bayesian nonparametric (BNP) models. In the proposed framework, processing nodes receive a sequence of data minibatches, compute a variational…

Machine Learning · Computer Science 2015-11-02 Trevor Campbell , Julian Straub , John W. Fisher , Jonathan P. How

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

Statistics Theory · Mathematics 2020-05-21 Shota Gugushvili , Ester Mariucci , Frank van der Meulen

Despite many recent advances, reactive synthesis is still not really a practical technique. The grand challenge is to scale from small transition systems, where synthesis performs well, to complex multi-component designs. Compositional…

Logic in Computer Science · Computer Science 2020-10-09 Bernd Finkbeiner , Noemi Passing

In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…

Statistics Theory · Mathematics 2020-09-03 Katharina Proksch , Nicolai Bissantz , Hajo Holzmann

Regression models for compositional data are common in several areas of knowledge. As in other classes of regression models, it is desirable to perform diagnostic analysis in these models using residuals that are approximately standard…

Methodology · Statistics 2024-03-21 Gustavo H. A. Pereira , Jianwen Cai

Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…

Statistics Theory · Mathematics 2025-04-16 Kevin Tao , Y. Samuel Wang , David Ruppert

Compositional data represent a specific family of multivariate data, where the information of interest is contained in the ratios between parts rather than in absolute values of single parts. The analysis of such specific data is…

Principal component regression uses principal components as regressors. It is particularly useful in prediction settings with high-dimensional covariates. The existing literature treating of Bayesian approaches is relatively sparse. We…

Methodology · Statistics 2020-01-28 Philippe Gagnon , Mylène Bédard , Alain Desgagné

We develop a Bayesian nonparametric autoregressive model applied to flexibly estimate general transition densities exhibiting nonlinear lag dependence. Our approach is related to Bayesian density regression using Dirichlet process mixtures,…

Methodology · Statistics 2023-02-14 Matthew Heiner , Athanasios Kottas

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Joseph D. Futoma , Daniel N. Rockmore , Sinead Williamson

Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…

Methodology · Statistics 2025-04-08 Ana Pérez-González , Tomás R. Cotos-Yáñez , Rosa M. Crujeiras
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