Related papers: A flexible class of priors for orthonormal matrice…
Objective probabilistic forecasts of future climate that include parameter uncertainty can be made by using the Bayesian prediction integral with the prior set to Jeffreys' Prior. The calculations involved in determining the prior can then…
Fitted probabilities from widely used Bayesian multinomial probit models can depend strongly on the choice of a base category, which is used to uniquely identify the parameters of the model. This paper proposes a novel identification…
What determines the quality of a tabular foundation model? Unlike language or vision, tabular foundation models acquire their inductive biases almost entirely from synthetic pretraining distributions, yet the design of these distributions…
Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…
Infinite-dimensional orthonormal basis expansions play a central role in representing and computing with function spaces due to their favorable linear algebraic properties. However, common bases such as Fourier or wavelets are fixed and do…
Functional factor analysis is an important dimension reduction method for functional and longitudinal data. Factor loadings give insight into patterns of variability of the observations, while latent factors provide a low-dimensional…
We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…
There are many uses for linear fitting; the context here is interpolation and denoising of data, as when you have calibration data and you want to fit a smooth, flexible function to those data. Or you want to fit a flexible function to…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with loadings increasingly shrunk toward zero as the column index…
Estimation of response functions is an important task in dynamic medical imaging. This task arises for example in dynamic renal scintigraphy, where impulse response or retention functions are estimated, or in functional magnetic resonance…
Bayesian inferences in high energy physics often use uniform prior distributions for parameters about which little or no information is available before data are collected. The resulting posterior distributions are therefore sensitive to…
The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…
Sparse functional data arise when measurements are observed infrequently and at irregular time points for each subject, often in the presence of measurement error. These characteristics introduce additional challenges for functional…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
In a previous paper [1] it was discussed the viability of functional analysis using as a basis a couple of generic functions, and hence vectorial decomposition. Here we complete the paradigm exploiting one of the analysis methodologies…
When choosing between competing symbolic models for a data set, a human will naturally prefer the "simpler" expression or the one which more closely resembles equations previously seen in a similar context. This suggests a non-uniform prior…
In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…
Analyses of array-valued datasets often involve reduced-rank array approximations, typically obtained via least-squares or truncations of array decompositions. However, least-squares approximations tend to be noisy in high-dimensional…