Related papers: H-AddiVortes: Heteroscedastic (Bayesian) Additive …

We propose a novel tensor-on-tensor modeling framework that flexibly models nonlinear voxel-level relationships using Gaussian process (GP) priors, while incorporating the spatial structure of the output tensor through low-rank tensor-based…

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Variational autoencoders (VAEs) have been used extensively to discover low-dimensional latent factors governing neural activity and animal behavior. However, without careful model selection, the uncovered latent factors may reflect noise in…

Heterogeneous but complementary sources of data provide an unprecedented opportunity for developing accurate statistical models of systems. Although the existing methods have shown promising results, they are mostly applicable to situations…

Purpose: The purpose of this work is to investigate the hypothesis that uniform sampling measurements that are endowed with antipodal symmetry play an important role when the raw data and image data are related through the Fourier…

Weighting methods are popular tools for estimating causal effects; assessing their robustness under unobserved confounding is important in practice. In the following paper, we introduce a new set of sensitivity models called "variance-based…

We consider Bayesian tensor vector autoregressions (TVARs) in which the VAR coefficients are arranged as a three-dimensional array or tensor, and this coefficient tensor is parameterized using a low-rank CP decomposition. We develop a…

We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…

This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

We consider the problem of sparse variable selection on high dimension heterogeneous data sets, which has been taking on renewed interest recently due to the growth of biological and medical data sets with complex, non-i.i.d. structures and…

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

High energy experimental data can be viewed as a sampling of the relevant phase space. We point out that one can apply Voronoi tessellations in order to understand the underlying probability distributions in this phase space. Interesting…

A mean field variational Bayes approach to support vector machines (SVMs) using the latent variable representation on Polson & Scott (2012) is presented. This representation allows circumvention of many of the shortcomings associated with…

Variational approaches to approximate Bayesian inference provide very efficient means of performing parameter estimation and model selection. Among these, so-called variational-Laplace or VL schemes rely on Gaussian approximations to…

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

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…

We tackle modelling and inference for variable selection in regression problems with many predictors and many responses. We focus on detecting hotspots, i.e., predictors associated with several responses. Such a task is critical in…