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We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…

Computation · Statistics 2019-03-14 Konstantin Posch , Maximilian Arbeiter , Jürgen Pilz

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

Methodology · Statistics 2023-02-27 Daniel R. Kowal , Bohan Wu

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

Continuous collection of physiological data from wearable sensors enables temporal characterization of individual behaviors. Understanding the relation between an individual's behavioral patterns and psychological states can help identify…

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Computation · Statistics 2022-03-18 Cosma Rohilla Shalizi

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

Computation · Statistics 2012-08-31 Tarek A. El Moselhy , Youssef M. Marzouk

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

In order to describe the extremal behaviour of some stochastic process $X$, approaches from univariate extreme value theory are typically generalized to the spatial domain. In particular, generalized peaks-over-threshold approaches allow…

Methodology · Statistics 2026-01-01 Max Thannheimer , Marco Oesting

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Olivier Feron , Ali Mohammad-Djafari

Multiobject tracking provides situational awareness that enables new applications for modern convenience, public safety, and homeland security. This paper presents a factor graph formulation and a particle-based sum-product algorithm (SPA)…

Signal Processing · Electrical Eng. & Systems 2021-12-15 Florian Meyer , Jason L. Williams

We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This problem is exceptionally challenging as not only is…

Methodology · Statistics 2024-03-07 Hamza Ruzayqat , Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

Methodology · Statistics 2019-04-26 A. Mohammadi , E. C. Wit

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

The challenges in multi-object tracking mainly stem from the random variations in the cardinality and states of objects during the tracking process. Further, the information on locations where the objects appear, their detection…

Signal Processing · Electrical Eng. & Systems 2022-01-13 Cong-Thanh Do , Tran Thien Dat Nguyen , Diluka Moratuwage , Changbeom Shim , Yon Dohn Chung

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

Methodology · Statistics 2021-05-13 Xiaodong Wang , Fushing Hsieh

Distance metric learning is an important component for many tasks, such as statistical classification and content-based image retrieval. Existing approaches for learning distance metrics from pairwise constraints typically suffer from two…

Machine Learning · Computer Science 2012-06-26 Liu Yang , Rong Jin , Rahul Sukthankar

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle