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We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…
Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…
Time-series data in population health and epidemiology often involve non-Gaussian responses. In this note, we propose a semiparametric generalized linear models framework for time-series data that does not require specification of a working…
A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…
We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…
Accurate statistical models of neural spike responses can characterize the information carried by neural populations. But the limited samples of spike counts during recording usually result in model overfitting. Besides, current models…
Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…
In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…
The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
We study the Gaussian sequence compound decision problem and analyze a Bayesian nonparametric estimator from an empirical Bayes, regret-based perspective. Motivated by sharp results for the classical nonparametric maximum likelihood…
Imagine a world where clinical trials need far fewer patients to achieve the same statistical power, thanks to the knowledge encoded in large language models (LLMs). We present a novel framework for hierarchical Bayesian modeling of adverse…
A model-independent or non-parametric approach for modeling a database has been widely used in cosmology. In these scenarios, the data has been used directly to reconstruct an underlying function. In this work, we introduce a novel…
To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…
Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…
Inference in semi-supervised (SS) settings has gained substantial attention in recent years due to increased relevance in modern big-data problems. In a typical SS setting, there is a much larger-sized unlabeled data, containing only…
A Bayesian approach termed BAyesian Least Squares Optimization with Nonnegative L1-norm constraint (BALSON) is proposed. The error distribution of data fitting is described by Gaussian likelihood. The parameter distribution is assumed to be…
In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…