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Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…
Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…
Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic…
Multivariate longitudinal data of mixed-type are increasingly collected in many science domains. However, algorithms to cluster this kind of data remain scarce, due to the challenge to simultaneously model the within- and between-time…
Incorporating spatial information, particularly those influenced by climate, weather, and demographic factors, is crucial for improving underwriting precision and enhancing risk management in insurance. However, spatial data are often…
Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…
Accurate spatial prediction and rigorous uncertainty quantification are central to modern spatial epidemiology and environmental risk analysis. We introduce a statistically principled hybrid modelling framework that integrates the…
Many important problems in the real world don't have unique solutions. It is thus important for machine learning models to be capable of proposing different plausible solutions with meaningful probability measures. In this work we introduce…
It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…
This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…
We develop deep Poisson-gamma dynamical systems (DPGDS) to model sequentially observed multivariate count data, improving previously proposed models by not only mining deep hierarchical latent structure from the data, but also capturing…
Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…
In most risk assessment studies, it is important to accurately capture the entire distribution of the multivariate random vector of interest from low to high values. For example, in climate sciences, low precipitation events may lead to…
We consider evidence integration from potentially dependent observation processes under varying spatio-temporal sampling resolutions and noise levels. We develop a multi-resolution multi-task (MRGP) framework while allowing for both…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…
In many supervised learning applications, the response consists of both continuous and binary outcomes. Studies have shown that jointly modeling such mixed-type responses can substantially improve predictive performance compared to separate…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
There is a growing need for flexible general frameworks that integrate individual-level data with external summary information for improved statistical inference. External information relevant for a risk prediction model may come in…
Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…