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Double generalized linear models provide a flexible framework for modeling data by allowing the mean and the dispersion to vary across observations. Common members of the exponential dispersion family including the Gaussian, Poisson,…

Methodology · Statistics 2023-06-21 Aritra Halder , Shariq Mohammed , Dipak K. Dey

We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…

Machine Learning · Statistics 2016-08-24 Mingyuan Zhou

This study presents a Bayesian hierarchical model for analyzing spatially correlated functional data and handling irregularly spaced observations. The model uses Bernstein polynomial (BP) bases combined with autoregressive random effects,…

Methodology · Statistics 2024-12-02 Alvaro Alexander Burbano Moreno , Ronaldo Dias

Modeling spatial processes that exhibit both smooth and rough features poses a significant challenge. This is especially true in fields where complex physical variables are observed across spatial domains. Traditional spatial techniques,…

Methodology · Statistics 2024-10-30 Matthew Hofkes , Douglas Nychka

Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. Flexible Bayesian inference for the calibration function of a bivariate conditional copula is…

Methodology · Statistics 2017-05-26 Evgeny Levi , Radu V. Craiu

Deep generative models offer powerful tools for multivariate data analysis, but their black-box architectures are often unidentified and difficult to interpret. We introduce the Deep Discrete Encoder (DDE) Copula, an identifiable and…

Machine Learning · Statistics 2026-05-28 Joseph Feldman , Yuqi Gu

We introduce a Bayesian approach for analyzing (possibly) high-dimensional dependent data that are distributed according to a member from the natural exponential family of distributions. This problem requires extensive methodological…

Methodology · Statistics 2019-04-19 Jonathan R. Bradley , Scott H. Holan , Christopher K. Wikle

The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…

Machine Learning · Statistics 2019-07-15 Gonzalo Rios , Felipe Tobar

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…

Methodology · Statistics 2015-03-17 Emily Fox , David Dunson

This paper introduces Discrete Markov Probabilistic Models (DMPMs), a novel discrete diffusion algorithm for discrete data generation. The algorithm operates in discrete bit space, where the noising process is a continuous-time Markov chain…

Machine Learning · Statistics 2025-10-09 Le-Tuyet-Nhi Pham , Dario Shariatian , Antonio Ocello , Giovanni Conforti , Alain Durmus

The distance dependent Chinese Restaurant Process (ddCRP) provides a flexible prior distribution for clustering observations, incorporating covariate information through pairwise distances and accommodating a rich variety of cluster…

Methodology · Statistics 2026-05-18 Joseph Marsh , Theodore Kypraios , Rowland G. Seymour

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Dirichlet processes (DP) are widely applied in Bayesian nonparametric modeling. However, in their basic form they do not directly integrate dependency information among data arising from space and time. In this paper, we propose location…

Machine Learning · Statistics 2017-07-04 Shiliang Sun , John Paisley , Qiuyang Liu

In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…

Methodology · Statistics 2022-07-05 Martin Bladt , Clara Brimnes Gardner

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

We propose a novel Bayesian model framework for discrete ordinal and count data based on conditional transformations of the responses. The conditional transformation function is estimated from the data in conjunction with an a priori chosen…

Methodology · Statistics 2022-05-19 Manuel Carlan , Thomas Kneib

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

Machine Learning · Computer Science 2026-05-01 Minghao Gu , Weizhi Lin , Qiang Huang
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