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We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estimates the coefficients by minimizing the Kullback-Leibler…
Permutation methods are commonly used to test significance of regressors of interest in general linear models (GLMs) for functional (image) data sets, in particular for neuroimaging applications as they rely on mild assumptions. Permutation…
Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…
This work is concerned with robust filtering of nonlinear sampled-data systems with and without exact discrete-time models. A linear matrix inequality (LMI) based approach is proposed for the design of robust $H_{\infty}$ observers for a…
We consider the question of Markov chain Monte Carlo sampling from a general stick-breaking Dirichlet process mixture model, with concentration parameter alpha. This paper introduces a Gibbs sampling algorithm that combines the slice…
In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed that is able to capture strong trends and volatility in time…
In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…
In statistics, generalized linear models (GLMs) are widely used for modeling data and can expressively capture potential nonlinear dependence of the model's outcomes on its covariates. Within the broad family of GLMs, those with binary…
Gaussian Graphical Models (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or…
Gaussian boson sampling is a model of photonic quantum computing that has attracted attention as a platform for building quantum devices capable of performing tasks that are out of reach for classical devices. There is therefore significant…
This paper introduces a Poisson multi-Bernoulli mixture (PMBM) filter in which the intensities of target birth and undetected targets are grid-based. A simplified version of the Rao-Blackwellized point mass filter is used to predict the…
We consider model selection in generalized linear models (GLM) for high-dimensional data and propose a wide class of model selection criteria based on penalized maximum likelihood with a complexity penalty on the model size. We derive a…
In classification problems, the datasets are usually imbalanced, noisy or complex. Most sampling algorithms only make some improvements to the linear sampling mechanism of the synthetic minority oversampling technique (SMOTE). Nevertheless,…
Modern datasets across many disciplines increasingly consist of time-evolving, potentially infinite-dimensional random objects, such as dynamic functional data, which are naturally modeled in Hilbert spaces. In these settings,…
To achieve outlier-robust geometric estimation, robust objective functions are generally employed to mitigate the influence of outliers. The widely used consensus maximization(CM) is highly robust when paired with global…
Bayesian model selection, with precedents in George and McCulloch (1993) and Abramovich et al. (1998), support credibility measures that relate model uncertainty, but computation can be costly when sparse priors are approximate. We design…
Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…
This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…
Multivariate linear mixed models (mvLMMs) have been widely used in many areas of genetics, and have attracted considerable recent interest in genome-wide association studies (GWASs). However, fitting mvLMMs is computationally non-trivial,…
The difficult task of observing Dark Matter subhaloes is of paramount importance since it would constrain Dark Matter particle properties (cold or warm relic) and confirm once again the longstanding $\Lambda$CDM model. In the near future…