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Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…
Social contact matrices are essential tools in infectious disease epidemiology as they quantify close-range human contact patterns which directly drive the transmission of airborne infectious diseases. In this work we propose a Bayesian…
Model performance is frequently reported only for the overall population under consideration. However, due to heterogeneity, overall performance measures often do not accurately represent model performance within specific subgroups. We…
In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be…
Bayesian networks provide a language for qualitatively representing the conditional independence properties of a distribution. This allows a natural and compact representation of the distribution, eases knowledge acquisition, and supports…
Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…
Statistical modelling in the presence of data organized in groups is a crucial task in Bayesian statistics. The present paper conceives a mixture model based on a novel family of Bayesian priors designed for multilevel data and obtained by…
Projections of future climate change rely heavily on climate models, and combining climate models through a multi-model ensemble is both more accurate than a single climate model and valuable for uncertainty quantification. However,…
We introduce an individual claims forecasting framework utilizing Bayesian mixture density networks that can be used for claims analytics tasks such as case reserving and triaging. The proposed approach enables incorporating claims…
Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…
Threshold Autoregressive (TAR) models have been widely used by statisticians for non-linear time series forecasting during the past few decades, due to their simplicity and mathematical properties. On the other hand, in the forecasting…
Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…
Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…
The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…
This paper explores the versatility and depth of Bayesian modeling by presenting a comprehensive range of applications and methods, combining Markov chain Monte Carlo (MCMC) techniques and variational approximations. Covering topics such as…
Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…
Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…
Chain event graphs are a family of probabilistic graphical models that generalise Bayesian networks and have been successfully applied to a wide range of domains. Unlike Bayesian networks, these models can encode context-specific…
In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…
We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…