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Using a collection of simulated an real benchmarks, we compare Bayesian and frequentist regularization approaches under a low informative constraint when the number of variables is almost equal to the number of observations on simulated and…

Methodology · Statistics 2015-03-17 Gilles Celeux , Mohammed El Anbari , Jean-Michel Marin , Christian P. Robert

Samples of curves, or functional data, usually present phase variability in addition to amplitude variability. Existing functional regression methods do not handle phase variability in an efficient way. In this paper we propose a functional…

Methodology · Statistics 2013-10-09 Daniel Gervini

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…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

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

The problem of error density estimation for a functional single index model with dependent errors is studied. A Bayesian method is utilized to simultaneously estimate the bandwidths in the kernel-form error density and regression function,…

Applications · Statistics 2018-10-23 Han Lin Shang

Increasingly complex applications involve large datasets in combination with non-linear and high dimensional mathematical models. In this context, statistical inference is a challenging issue that calls for pragmatic approaches that take…

Data Analysis, Statistics and Probability · Physics 2013-01-31 Andreas Raue , Clemens Kreutz , Fabian Joachim Theis , Jens Timmer

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

We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and…

Methodology · Statistics 2021-08-31 Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Meta-analysis methods are used to combine evidence from multiple studies. Meta-regression as well as model-based meta-analysis are extensions of standard pairwise meta-analysis in which information about study-level covariates and…

Methodology · Statistics 2022-02-02 Burak Kürsad Günhan , Christian Röver , Tim Friede

We present a new Bayesian approach to model-robust linear regression that leads to uncertainty estimates with the same robustness properties as the Huber--White sandwich estimator. The sandwich estimator is known to provide asymptotically…

Applications · Statistics 2011-01-10 Adam A. Szpiro , Kenneth M. Rice , Thomas Lumley

Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…

Methodology · Statistics 2021-09-10 Chong Zhong , Zhihua Ma , Junshan Shen , Catherine Liu

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

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…

Methodology · Statistics 2024-04-02 Shuoli Chen , Kejun He , Shiyuan He , Yang Ni , Raymond K. W. Wong

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

In many applications, smooth processes generate data that is recorded under a variety of observation regimes, such as dense, sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and…

Applications · Statistics 2019-12-12 James Matuk , Karthik Bharath , Oksana Chkrebtii , Sebastian Kurtek

We aim to develop simultaneous inference tools for the mean function of functional data from sparse to dense. First, we derive a unified Gaussian approximation to construct simultaneous confidence bands of mean functions based on the…

Methodology · Statistics 2024-02-01 Leheng Cai , Qirui Hu

Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…

Methodology · Statistics 2024-01-11 Till Hoffmann , Jukka-Pekka Onnela

We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture…

Statistics Theory · Mathematics 2021-02-18 Seonghyun Jeong , Subhashis Ghosal

Motivated by the remarkable success of Bayesian additive regression trees (BART) in regression modelling, we propose a novel nonparametric Bayesian method, termed Functional BART (FBART), tailored specifically for function-on-scalar…

Methodology · Statistics 2025-06-03 Jiahao Cao , Shiyuan He , Bohai Zhang