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The direct Gaussian copula model with discrete marginal distributions is an appealing data-analytic tool but poses difficult computational challenges due to its intractable likelihood. A number of approximations/surrogates for the…

Methodology · Statistics 2021-03-08 John Hughes

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

Machine Learning · Computer Science 2023-03-09 Florence Regol , Mark Coates

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

We propose a novel Bayesian nonparametric method for hierarchical modelling on a set of related density functions, where grouped data in the form of samples from each density function are available. Borrowing strength across the groups is a…

Computation · Statistics 2014-10-31 G. S. Rodrigues , David J. Nott , S. A. Sisson

Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, or both. In the present work, we focus on the…

Computation · Statistics 2023-09-06 Augusto Fasano , Niccolò Anceschi , Beatrice Franzolini , Giovanni Rebaudo

This paper proposes a new high dimensional regression method by merging Gaussian process regression into a variational autoencoder framework. In contrast to other regression methods, the proposed method focuses on the case where output…

Computer Vision and Pattern Recognition · Computer Science 2019-08-13 YoungJoon Yoo , Sangdoo Yun , Hyung Jin Chang , Yiannis Demiris , Jin Young Choi

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…

Machine Learning · Statistics 2018-02-26 Jiaxin Shi , Shengyang Sun , Jun Zhu

A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…

Methodology · Statistics 2025-12-23 Simion De , Jared D. Huling

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

We study the accuracy of estimating the covariance and the precision matrix of a $D$-variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sample covariance. Our results show that the estimation…

Statistics Theory · Mathematics 2021-01-14 Zeljko Kereta , Timo Klock

The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…

Methodology · Statistics 2022-01-19 Srijata Samanta , Kshitij Khare , George Michailidis

We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…

Statistics Theory · Mathematics 2025-04-29 Botond Szabo , Amine Hadji , Aad van der Vaart

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

The direct sampling method proposed by Walker et al. (JCGS 2011) can generate draws from weighted distributions possibly having intractable normalizing constants. The method may be of interest as a useful tool in situations which require…

Computation · Statistics 2024-01-19 Andrew M. Raim

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

Methodology · Statistics 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…

Methodology · Statistics 2016-12-06 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll