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This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…
It is now known that an extended Gaussian process model equipped with rescaling can adapt to different smoothness levels of a function valued parameter in many nonparametric Bayesian analyses, offering a posterior convergence rate that is…
We revisit the classical credibility results of Jewell and B\"uhlmann to obtain credibility premiums for a GLM using a modern Bayesian approach. Here the prior distributions can be chosen without restrictions to be conjugate to the response…
Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…
We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…
In the context of simulating precision laser interferometers, we compare via several examples two wavefront decomposition methods: the Mode Expansion Method (MEM) and the Gaussian beam decomposition (GBD) for their precision and…
Current analysis of astronomical data are confronted with the daunting task of modeling the awkward features of astronomical data, among which heteroscedastic (point-dependent) errors, intrinsic scatter, non-ignorable data collection…
Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…
We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…
In this paper, using a significantly improved version of the model-independent, cosmographic approach to cosmology (John, M. V. 2004, ApJ, 614, 1), we address an important question: Was there a decelerating past for the universe? To answer…
Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…
Multidimensional data is often associated with uncertainties that are not well-described by normal distributions. In this work, we describe how such distributions can be projected to a low-dimensional space using uncertainty-aware principal…
I describe a Bayesian method to account for measurement errors in linear regression of astronomical data. The method allows for heteroscedastic and possibly correlated measurement errors, and intrinsic scatter in the regression…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
The statistical properties of cosmic structures are well known to be strong probes for cosmology. In particular, several studies tried to use the cosmic void counting number to obtain tight constrains on Dark Energy. In this paper we…
We study the use of Gaussian process emulators to approximate the parameter-to-observation map or the negative log-likelihood in Bayesian inverse problems. We prove error bounds on the Hellinger distance between the true posterior…
Gaussian graphical models can capture complex dependency structures among variables. For such models, Bayesian inference is attractive as it provides principled ways to incorporate prior information and to quantify uncertainty through the…
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…
The cosmological constant $\Lambda$ and cold dark matter (CDM) model ($\Lambda\text{CDM}$) is one of the pillars of modern cosmology and is widely used as the de facto theoretical model by current and forthcoming surveys. As the nature of…
In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…