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This paper proposes a Vector Autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model. First, modeling potential nonlinearities nonparametrically…

Econometrics · Economics 2025-08-20 Todd Clark , Florian Huber , Gary Koop

We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, we consider regression models identified by a linear…

Methodology · Statistics 2025-10-14 Cristian Castiglione , Mauro Bernardi

Popular parametric and semiparametric hazards regression models for clustered survival data are inappropriate and inadequate when the unknown effects of different covariates and clustering are complex. This calls for a flexible modeling…

Applications · Statistics 2021-03-16 Piyali Basak , Antonio R. Linero , Debajyoti SInha , Stuart Lipsitz

It is well known in the literature that the problem of learning the structure of Bayesian networks is very hard to tackle: its computational complexity is super-exponential in the number of nodes in the worst case and polynomial in most…

Computation · Statistics 2017-04-14 Marco Scutari

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

Methodology · Statistics 2012-08-03 Keming Yu , Katerina Aristodemou

For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…

Methodology · Statistics 2015-02-12 George Karabatsos , Stephen G. Walker

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does…

Machine Learning · Statistics 2018-01-24 Tiago P. Peixoto

In Online Continual Learning (OCL) a learning system receives a stream of data and sequentially performs prediction and training steps. Important challenges in OCL are concerned with automatic adaptation to the particular non-stationary…

Machine Learning · Computer Science 2024-11-11 Michalis K. Titsias , Alexandre Galashov , Amal Rannen-Triki , Razvan Pascanu , Yee Whye Teh , Jorg Bornschein

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

Methodology · Statistics 2024-11-14 Santiago Marin , Bronwyn Loong , Anton H. Westveld

Accurate segmentation of the aorta and its associated arch branches is crucial for diagnosing aortic diseases. While deep learning techniques have significantly improved aorta segmentation, they remain challenging due to the intricate…

Computer Vision and Pattern Recognition · Computer Science 2025-01-28 Delin An , Pan Du , Pengfei Gu , Jian-Xun Wang , Chaoli Wang

When examining the relationship between an exposure and an outcome, there is often a time lag between exposure and the observed effect on the outcome. A common statistical approach for estimating the relationship between the outcome and…

Methodology · Statistics 2025-04-28 Seongwon Im , Ander Wilson , Daniel Mork

The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…

We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is…

Statistics Theory · Mathematics 2016-01-21 Andriy Norets , Debdeep Pati

We present clustering methods for multivariate data exploiting the underlying geometry of the graphical structure between variables. As opposed to standard approaches that assume known graph structures, we first estimate the edge structure…

Methodology · Statistics 2015-09-28 Sayantan Banerjee , Rehan Akbani , Veerabhadran Baladandayuthapani

Multinomial logistic regression is one of the most popular models for modelling the effect of explanatory variables on a subject choice between a set of specified options. This model has found numerous applications in machine learning,…

Methodology · Statistics 2012-10-19 Cedric Archambeau , Francois Caron

Many policies hinge on a continuous variable exceeding a threshold, prompting strategic behavior by agents to stay on the favorable side. This creates density discontinuities at cutoffs, evident in contexts like taxable income, corporate…

Methodology · Statistics 2025-07-09 Surya T Tokdar , Rik Sen , Haoliang Zheng , Shuangjie Zhang

This paper illustrates how a Prolog program, using chronological backtracking to find a solution in some search space, can be enhanced to perform intelligent backtracking. The enhancement crucially relies on the impurity of Prolog that…

Artificial Intelligence · Computer Science 2007-05-23 Maurice Bruynooghe

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…

Methodology · Statistics 2015-05-18 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide…

Methodology · Statistics 2021-12-15 Max Hinne , David Leeftink , Marcel A. J. van Gerven , Luca Ambrogioni

We develop a Bayesian nonparametric framework for modeling ordinal regression relationships which evolve in discrete time. The motivating application involves a key problem in fisheries research on estimating dynamically evolving…

Applications · Statistics 2015-07-07 Maria DeYoreo , Athanasios Kottas