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We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…

Computation · Statistics 2023-10-06 Ameer Dharamshi , Vivian Ngo , Jeffrey S. Rosenthal

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

This paper considers reparameterization invariant Bayesian point estimates and credible regions of model parameters for scientific inference and communication. The effect of intrinsic loss function choice in Bayesian intrinsic estimates and…

Methodology · Statistics 2021-09-23 Aki Vehtari

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

The Kullback-Leibler (KL) divergence is a fundamental equation of information theory that quantifies the proximity of two probability distributions. Although difficult to understand by examining the equation, an intuition and understanding…

Information Theory · Computer Science 2014-04-09 Jonathon Shlens

Optimization in the Bures-Wasserstein space has been gaining popularity in the machine learning community since it draws connections between variational inference and Wasserstein gradient flows. The variational inference objective function…

Machine Learning · Computer Science 2025-03-03 Hoang Phuc Hau Luu , Hanlin Yu , Bernardo Williams , Marcelo Hartmann , Arto Klami

Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…

Machine Learning · Statistics 2024-11-13 Marcel Neugebauer

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications. Despite the extensive statistical research in computer…

Methodology · Statistics 2018-10-18 Ru Zhang , Chunfang Devon Lin , Pritam Ranjan

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

We derive the Kullback-Leibler divergence for the normal-gamma distribution and show that it is identical to the Bayesian complexity penalty for the univariate general linear model with conjugate priors. Based on this finding, we provide…

Statistics Theory · Mathematics 2016-11-07 Joram Soch , Carsten Allefeld

In this paper, we investigate Gaussian process regression models where inputs are subject to measurement error. In spatial statistics, input measurement errors occur when the geographical locations of observed data are not known exactly.…

Methodology · Statistics 2015-06-30 Daniel Cervone , Natesh S. Pillai

Two recent landmark experiments have performed Gaussian boson sampling (GBS) with a non-programmable linear interferometer and threshold detectors on up to 144 output modes (see Refs.~\onlinecite{zhong_quantum_2020,zhong2021phase}). Here we…

Functional data describe a wide range of processes, such as growth curves and spectral absorption. In this study, we analyze air pollution data from the In-service Aircraft for a Global Observing System, focusing on the spatial interactions…

Methodology · Statistics 2024-11-14 Rita Fici , Gianluca Sottile , Luigi Augugliaro , Ernst-Jan Camiel Wit

Graph Gaussian Processes (GGPs) provide a data-efficient solution on graph structured domains. Existing approaches have focused on static structures, whereas many real graph data represent a dynamic structure, limiting the applications of…

Machine Learning · Computer Science 2021-11-04 David Blanco-Mulero , Markus Heinonen , Ville Kyrki

In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…

Statistics Theory · Mathematics 2016-07-01 Yaser Mehrali , Majid Asadi

Models of electrical excitation and recovery in the heart have become increasingly detailed, but have yet to be used routinely in the clinical setting to guide personalized intervention in patients. One of the main challenges is calibrating…

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

Time-domain algorithms are focused on detecting local maxima or local minima using a moving window, and therefore finding the interval between the dominant J-peaks of ballistocardiogram (BCG) signal. However, this approach has many…

Signal Processing · Electrical Eng. & Systems 2021-01-26 Ibrahim Sadek
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