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We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

The functional linear regression model is a common tool to determine the relationship between a scalar outcome and a functional predictor seen as a function of time. This paper focuses on the Bayesian estimation of the support of the…

Methodology · Statistics 2017-01-09 Paul-Marie Grollemund , Christophe Abraham , Meïli Baragatti , Pierre Pudlo

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…

Methodology · Statistics 2019-07-05 Monica Billio , Roberto Casarin , Matteo Iacopini

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…

Econometrics · Economics 2023-12-05 Florian Huber

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing. In this paper, we propose a sparse tensor additive regression (STAR) that models a scalar response as a flexible nonparametric function of…

Machine Learning · Statistics 2021-03-08 Botao Hao , Boxiang Wang , Pengyuan Wang , Jingfei Zhang , Jian Yang , Will Wei Sun

We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…

Statistics Theory · Mathematics 2016-01-25 Ben Sherwood , Lan Wang

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…

Methodology · Statistics 2019-04-16 Christian Rohrbeck , Deborah Costain , Arnoldo Frigessi

Spatial prediction problems often use Gaussian process models, which can be computationally burdensome in high dimensions. Specification of an appropriate covariance function for the model can be challenging when complex non-stationarities…

Methodology · Statistics 2024-09-13 Qi Wang , Paul A. Parker , Robert B. Lund

This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementation of the linear regression and the spectral additive…

The conventional historical functional linear model relates the current value of the functional response at time t to all past values of the functional covariate up to time t. Motivated by situations where it is more reasonable to assume…

Methodology · Statistics 2019-05-29 Xiaolei Xun , Jiguo Cao

Structured additive regression provides a general framework for complex Gaussian and non-Gaussian regression models, with predictors comprising arbitrary combinations of nonlinear functions and surfaces, spatial effects, varying…

Methodology · Statistics 2015-03-19 Fabian Scheipl , Ludwig Fahrmeir , Thomas Kneib

Brain activation and connectivity analyses in task-based functional magnetic resonance imaging (fMRI) experiments with multiple subjects are currently at the forefront of data-driven neuroscience. In such experiments, interest often lies in…

Applications · Statistics 2019-04-02 Daniel Spencer , Rajarshi Guhaniyogi , Raquel Prado

In this paper, we propose a covariate-adjusted nonlinear regression model. In this model, both the response and predictors can only be observed after being distorted by some multiplicative factors. Because of nonlinearity, existing methods…

Statistics Theory · Mathematics 2009-08-14 Xia Cui , Wensheng Guo , Lu Lin , Lixing Zhu

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

Brain function is organized in coordinated modes of spatio-temporal activity (functional networks) exhibiting an intrinsic baseline structure with variations under different experimental conditions. Existing approaches for uncovering such…

Methodology · Statistics 2019-02-13 Joshua Lukemire , Suprateek Kundu , Giuseppe Pagnoni , Ying Guo

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty