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Statisticians often face the choice between using probability models or a paradigm defined by minimising a loss function. Both approaches are useful and, if the loss can be re-cast into a proper probability model, there are many tools to…
Bayesian learning provides a unified skeleton to solve the electrophysiological source imaging task. From this perspective, existing source imaging algorithms utilize the Gaussian assumption for the observation noise to build the likelihood…
This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…
A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…
Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data…
Uncertainty quantification for image data is dominated by complex deep learning methods, yet the field lacks an interpretable, mathematically grounded baseline. We propose Bayesian scattering to fill this gap, serving as a first-step…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
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.…
The ubiquity of integrating detectors in imaging and other applications implies that a variety of real-world data are well modeled as Poisson random variables whose means are in turn proportional to an underlying vector-valued signal of…
We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…
Significant advances have been made recently on training neural networks, where the main challenge is in solving an optimization problem with abundant critical points. However, existing approaches to address this issue crucially rely on a…
We consider the statistical problem of estimating constituent curves from observations of their aggregated curves, referred to as \textit{aggregated functional data}, in models with strictly positive random errors following a Gamma…
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…
Simulation from the truncated multivariate normal distribution in high dimensions is a recurrent problem in statistical computing, and is typically only feasible using approximate MCMC sampling. In this article we propose a minimax tilting…
We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…
We investigate shrinkage priors for constructing Bayesian predictive distributions. It is shown that there exist shrinkage predictive distributions asymptotically dominating Bayesian predictive distributions based on the Jeffreys prior or…
Weak gravitational lensing provides a unique method to directly measure the distribution of mass in the universe. Because the distortions induced by lensing in the shape of background galaxies are small, the measurement of weak lensing…
We investigate the nonlinear regression problem under L2 loss (square loss) functions. Traditional nonlinear regression models often result in non-convex optimization problems with respect to the parameter set. We show that a convex…
In this work, we study the use of logistic regression in manufacturing failures detection. As a data set for the analysis, we used the data from Kaggle competition Bosch Production Line Performance. We considered the use of machine…