Related papers: BARTSIMP: flexible spatial covariate modeling and …
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…
The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…
Spatial modelling often uses Gaussian random fields to capture the stochastic nature of studied phenomena. However, this approach incurs significant computational burdens (O(n3)), primarily due to covariance matrix computations. In this…
Using data collected on almost every 9-12 years old student in Uruguay, we show how to apply Bayesian Additive Regression Trees (BART) with random effects to study performance association with Learning Managment System (LMS) activity and…
Tensor regression methods have been widely used to predict a scalar response from covariates in the form of a multiway array. In many applications, the regions of tensor covariates used for prediction are often spatially connected with…
Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally…
Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…
This article introduces a flexible and adaptive nonparametric method for estimating the association between multiple covariates and power spectra of multiple time series. The proposed approach uses a Bayesian sum of trees model to capture…
Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…
In including random effects to account for dependent observations, the odds ratio interpretation of logistic regression coefficients is changed from population-averaged to subject-specific. This is unappealing in many applications,…
This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the…
The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…
We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…
The multivariate adaptive regression spline (MARS) approach of Friedman (1991) and its Bayesian counterpart (Francom et al. 2018) are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors…
This manuscript develops computationally efficient online learning for multivariate spatiotemporal models. The method relies on matrix-variate Gaussian distributions, dynamic linear models, and Bayesian predictive stacking to efficiently…
We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…
Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…
This paper presents an innovative extension of spatial autoregressive (SAR) models, introducing spatial coefficients specific to each spatial region that evolve over time. The proposed estimation methodology covers both homoscedastic and…
We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…
Methods for choosing a fixed set of knot locations in additive spline models are fairly well established in the statistical literature. While most of these methods are in principle directly extendable to non-additive surface models, they…