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We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood

Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…

Machine Learning · Statistics 2026-03-17 Šimon Kucharský , Paul Christian Bürkner

This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the effects of the covariates. The model…

Statistics Theory · Mathematics 2012-10-18 Young K. Lee , Enno Mammen , Byeong U. Park

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

Motivated by two distinct types of biomedical time series data, digital health monitoring and neuroimaging, we develop a novel approach for changepoint analysis that uses a generalised linear mixed model framework. The generalised linear…

Methodology · Statistics 2024-10-02 Mark B. Fiecas , Kathryn R. Cullen , Rebecca Killick

Machine learning (ML) interpretability techniques can reveal undesirable patterns in data that models exploit to make predictions--potentially causing harms once deployed. However, how to take action to address these patterns is not always…

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

Predicting the effect of mutations in proteins is one of the most critical challenges in protein engineering; by knowing the effect a substitution of one (or several) residues in the protein's sequence has on its overall properties, could…

Computational Engineering, Finance, and Science · Computer Science 2020-10-08 David Medina-Ortiz , Sebastian Contreras , Juan Amado-Hinojosa , Jorge Torres-Almonacid , Juan A. Asenjo , Marcelo Navarrete , Álvaro Olivera-Nappa

Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…

Methodology · Statistics 2010-01-19 James G. Booth , Walter T. Federer , Martin T. Wells , Russell D. Wolfinger

Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…

Machine Learning · Computer Science 2024-09-18 Priscilla Ong , Manuel Haußmann , Otto Lönnroth , Harri Lähdesmäki

Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions…

Computation · Statistics 2024-03-19 Natalya Pya Arnqvist

An adaptive refinement strategy, based on an equilibrated flux a posteriori error estimator, is proposed in the context of defeaturing problems. Defeaturing consists of removing features from complex domains to simplify mesh generation and…

Numerical Analysis · Mathematics 2026-03-04 Annalisa Buffa , Denise Grappein , Rafael Vázquez

In this paper, we propose a novel method for causal inference within the framework of counterfactual and synthetic control. Matching forward the generalized synthetic control method, our instrumented principal component analysis method…

Econometrics · Economics 2024-09-17 Cong Wang

This study introduces a novel generalized additive mixed model (GAMM) for mortality modelling, utilizing the mortality covariate $k_t$ as proposed by Dastranj-Kolar. Our findings indicate that the GAMM effectively addresses this…

Applications · Statistics 2025-11-18 Reza Dastranj , Martin Kolar

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

Methodology · Statistics 2026-02-27 Lucas Kock , Scott A. Sisson , G. S. Rodrigues , David J. Nott

Accurate mid-term (weeks to one year) hourly electricity load forecasts are essential for strategic decision-making in power plant operation, ensuring supply security and grid stability, planning and building energy storage systems, and…

Applications · Statistics 2025-05-01 Monika Zimmermann , Florian Ziel

We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…

Methodology · Statistics 2020-03-13 M. Fasiolo , S. N. Wood , M. Zaffran , R. Nedellec , Y. Goude

Meta-analytical models are typically formulated as a mixed-effects model where the sampling variances of the effect sizes are treated as known. In principle, such models could be fitted with standard mixed-modelling software such as the…

Data-driven modeling is an approach in energy systems modeling that has been gaining popularity. In data-driven modeling, machine learning methods such as linear regression, neural networks or decision-tree based methods are being applied.…

Machine Learning · Computer Science 2023-01-05 Sandra Wilfling