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We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…

Methodology · Statistics 2020-07-29 Evandro Konzen , Jian Qing Shi , Zhanfeng Wang

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

Computation · Statistics 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

In a number of disciplines, the data (e.g., graphs, manifolds) to be analyzed are non-Euclidean in nature. Geometric deep learning corresponds to techniques that generalize deep neural network models to such non-Euclidean spaces. Several…

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…

Computation · Statistics 2025-04-10 Juho Timonen , Harri Lähdesmäki

In this paper, we introduce a novel statistical model for the integrative analysis of Riemannian-valued functional data and high-dimensional data. We apply this model to explore the dependence structure between each subject's dynamic…

Methodology · Statistics 2026-01-21 James Buenfil , Eardi Lila

Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate…

Machine Learning · Computer Science 2026-04-07 Matthew Lowery , Zhitong Xu , Da Long , Keyan Chen , Daniel S. Johnson , Yang Bai , Varun Shankar , Shandian Zhe

Varying coefficient models are popular for estimating nonlinear regression functions in functional data models. Their Bayesian variants have received limited attention in large data applications, primarily due to prohibitively slow…

Machine Learning · Statistics 2025-06-03 Rajarshi Guhaniyogi , Laura Baracaldo , Sudipto Banerjee

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Hans-Georg Müller

A characteristic feature of functional data is the presence of phase variability in addition to amplitude variability. Existing functional regression methods do not handle time variability in an explicit and efficient way. In this paper we…

Methodology · Statistics 2014-04-22 Daniel Gervini

Elastic Riemannian metrics have been used successfully in the past for statistical treatments of functional and curve shape data. However, this usage has suffered from an important restriction: the function boundaries are assumed fixed and…

Methodology · Statistics 2021-05-19 Darshan Bryner , Anuj Srivastava

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Regression on function spaces is typically limited to models with Gaussian process priors. We introduce the notion of universal functional regression, in which we aim to learn a prior distribution over non-Gaussian function spaces that…

Machine Learning · Computer Science 2024-11-28 Yaozhong Shi , Angela F. Gao , Zachary E. Ross , Kamyar Azizzadenesheli

The rapid development of high-throughput technologies has enabled the generation of data from biological or disease processes that span multiple layers, like genomic, proteomic or metabolomic data, and further pertain to multiple sources,…

Machine Learning · Statistics 2022-01-25 Subhabrata Majumdar , George Michailidis

Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated due to phylogenetic relationships. In this paper we give a flexible statistical…

Quantitative Methods · Quantitative Biology 2012-12-20 Nick S. Jones , John Moriarty

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert