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We develop a novel Bayesian method to select important predictors in regression models with multiple responses of diverse types. A sparse Gaussian copula regression model is used to account for the multivariate dependencies between any…

Methodology · Statistics 2020-09-22 Angelos Alexopoulos , Leonardo Bottolo

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

Machine Learning · Computer Science 2025-11-04 Jianqiao Mao , Max A. Little

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…

Methodology · Statistics 2016-01-06 Alexey Miroshnikov , Erin M. Conlon

The extensive search for deviations from Gaussianity in cosmic microwave background radiation (CMB) data is very important due to the information about the very early moments of the universe encoded there. Recent analyses from Planck CMB…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-18 C. P. Novaes , A. Bernui , I. S. Ferreira , C. A. Wuensche

We use the most recent type Ia supernovae (SNe Ia) observations to perform a statistical comparison between the standard $\Lambda$CDM model and its extensions [$w$CDM and $w(z)$CDM] and some alternative cosmologies: namely, the…

Cosmology and Nongalactic Astrophysics · Physics 2017-06-20 B. Santos , N. Chandrachani Devi , J. S. Alcaniz

One of the main unsolved problems of cosmology is how to maximize the extraction of information from nonlinear data. If the data are nonlinear the usual approach is to employ a sequence of statistics (N-point statistics, counting statistics…

Cosmology and Nongalactic Astrophysics · Physics 2018-03-07 Uros Seljak , Grigor Aslanyan , Yu Feng , Chirag Modi

Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…

Methodology · Statistics 2021-09-29 Siva Rajesh Kasa , Vaibhav Rajan

Circular data are data measured in angles and occur in a variety of scientific disciplines. Bayesian methods promise to allow for flexible analysis of circular data. Three existing MCMC methods (Gibbs, Metropolis-Hastings, and Rejection)…

Computation · Statistics 2015-05-12 Kees Tim Mulder , Irene Klugkist

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Christopher J. Moore , Jonathan R. Gair

The $\Lambda CDM$ expansion could be mimicked by a dark energy coupled to matter. Then, the equation of state $\bar w$ and coupling $\bar Q$ of this coupled dark energy could not be constrained by observations of the Hubble function alone.…

Cosmology and Nongalactic Astrophysics · Physics 2016-05-25 Stephane Fay

We discuss model selection to determine whether the variance-covariance matrix of a multivariate Gaussian model with known mean should be considered to be a constant diagonal, a non-constant diagonal, or an arbitrary positive definite…

Methodology · Statistics 2021-05-05 Zachary M. Pisano , Daniel Q. Naiman , Carey E. Priebe

Regression models are used for inference and prediction in a wide range of applications providing a powerful scientific tool for researchers and analysts from different fields. In many research fields the amount of available data as well as…

Methodology · Statistics 2018-06-08 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

Generative models have been successfully used for generating realistic signals. Because the likelihood function is typically intractable in most of these models, the common practice is to use "implicit" models that avoid likelihood…

Machine Learning · Computer Science 2024-05-07 Itai Alon , Amir Globerson , Ami Wiesel

Practitioners building classifiers often start with a smaller pilot dataset and plan to grow to larger data in the near future. Such projects need a toolkit for extrapolating how much classifier accuracy may improve from a 2x, 10x, or 50x…

Machine Learning · Computer Science 2023-12-01 Ethan Harvey , Wansu Chen , David M. Kent , Michael C. Hughes

Bayesian model selection poses two main challenges: the specification of parameter priors for all models, and the computation of the resulting Bayes factors between models. There is now a large literature on automatic and objective…

Methodology · Statistics 2016-08-11 Leonhard Held , Daniel Sabanés Bové , Isaac Gravestock

Analyzes of next-generation galaxy data require accurate treatment of systematic effects such as the bias between observed galaxies and the underlying matter density field. However, proposed models of the phenomenon are either numerically…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-28 Guilhem Lavaux , Jens Jasche

Zhang (2019) presented a general estimation approach based on the Gaussian distribution for general parametric models where the likelihood of the data is difficult to obtain or unknown, but the mean and variance-covariance matrix are known.…

Statistics Theory · Mathematics 2023-02-15 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this paper, is to give a Bayesian estimate of the precision matrix…

Methodology · Statistics 2016-05-30 Qiong Li , Xin Gao , Helene Massam

In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…

Methodology · Statistics 2015-06-25 Marina S. Paez , Stephen G. Walker
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