Related papers: Bayesian Multiple Multivariate Density-Density Reg…
Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…
Bayesian multidimensional scaling (BMDS) is a probabilistic dimension reduction tool that allows one to model and visualize data consisting of dissimilarities between pairs of objects. Although BMDS has proven useful within, e.g., Bayesian…
In this manuscript, we study the problem of scalar-on-distribution regression; that is, instances where subject-specific distributions or densities, or in practice, repeated measures from those distributions, are the covariates related to a…
Predictive posterior densities (PPDs) are of interest in approximate Bayesian inference. Typically, these are estimated by simple Monte Carlo (MC) averages using samples from the approximate posterior. We observe that the signal-to-noise…
We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable $y$. We follow the idea of…
Methods for choosing a fixed set of knot locations in additive spline models are fairly well established in the statistical literature. While most of these methods are in principle directly extendable to non-additive surface models, they…
Consider a scenario where we have access to train data with both covariates and outcomes while test data only contains covariates. In this scenario, our primary aim is to predict the missing outcomes of the test data. With this objective in…
We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…
A major family of sufficient dimension reduction (SDR) methods, called inverse regression, commonly require the distribution of the predictor $X$ to have a linear $E(X|\beta^\mathsf{T}X)$ and a degenerate $\mathrm{var}(X|\beta^\mathsf{T}X)$…
Fine particulate matter and aerosol optical thickness are of interest to atmospheric scientists for understanding air quality and its various health/environmental impacts. The available data are extremely large, making uncertainty…
Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…
This study presents a Bayesian spectral density approach for identification and uncertainty quantification of flutter derivatives of bridge sections utilizing buffeting displacement responses, where the wind tunnel test is conducted in…
We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…
In recommender systems, a common problem is the presence of various biases in the collected data, which deteriorates the generalization ability of the recommendation models and leads to inaccurate predictions. Doubly robust (DR) learning…
Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…
In this paper, we propose the use of geodesic distances in conjunction with multivariate distance matrix regression, called geometric-MDMR, as a powerful first step analysis method for manifold-valued data. Manifold-valued data is appearing…
Learning low-dimensional representations from multi-view relational data is challenging when underlying geometries differ across views. We propose Bary-GWMDS, a Gromov-Wasserstein-based method that operates directly on distance matrices to…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
In this paper we propose a convolution estimator for estimating the density of a response variable that employs an underlying multiple regression framework to enhance the accuracy of density estimates through the incorporation of auxiliary…
In this paper we take up Bayesian inference in general multivariate stable distributions. We exploit the representation of Matsui and Takemura (2009) for univariate projections, and the representation of the distributions in terms of their…