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We discuss Bayesian analysis of multivariate time series with dynamic factor models that exploit time-adaptive sparsity in model parametrizations via the latent threshold approach. One central focus is on the transfer responses of multiple…

Applications · Statistics 2022-06-07 Jouchi Nakajima , Mike West

We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…

Methodology · Statistics 2022-06-20 Tathagata Basu , Matthias C. M. Troffaes , Jochen Einbeck

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years,…

Methodology · Statistics 2015-07-30 Marc G. Genton , William Kleiber

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…

Methodology · Statistics 2025-04-08 Qiushuang Li , Recai Yucel

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…

Applications · Statistics 2018-02-14 Rüdiger Hewer , Petra Friederichs , Andreas Hense , Martin Schlather

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

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

Differential abundance (DA) analysis in microbiome studies has recently been used to uncover a plethora of associations between microbial composition and various health conditions. While current approaches to DA typically apply only to…

Methodology · Statistics 2026-01-19 Simon Fontaine , Nisha J. D'Silva , Marcell Costa de Medeiros , Grace Y. Chen , Ji Zhu , Gen Li

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang

In the analysis of binary longitudinal data, it is of interest to model a dynamic relationship between a response and covariates as a function of time, while also investigating similar patterns of time-dependent interactions. We present a…

Methodology · Statistics 2023-04-11 Jinwon Sohn , Seonghyun Jeong , Young Min Cho , Taeyoung Park

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial…

Methodology · Statistics 2015-11-26 Matthias Katzfuss

Although variable selection is one of the most popular areas of modern statistical research, much of its development has taken place in the classical paradigm compared to the Bayesian counterpart. Somewhat surprisingly, both the paradigms…

Statistics Theory · Mathematics 2021-05-27 Minerva Mukhopadhyay , Sourabh Bhattacharya

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

In a regression analysis, suppose we suspect that there are several heterogeneous groups in the population that a sample represents. Mixture regression models have been applied to address such problems. By modeling the conditional…

Methodology · Statistics 2013-07-02 Toshiya Hoshikawa

Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of…

Machine Learning · Statistics 2016-04-19 Andreas Damianou , Neil D. Lawrence , Carl Henrik Ek

Computer Vision practitioners must thoroughly understand their model's performance, but conditional evaluation is complex and error-prone. In biometric verification, model performance over continuous covariates---real-number attributes of…

Machine Learning · Computer Science 2020-09-22 Mel McCurrie , Hamish Nicholson , Walter J. Scheirer , Samuel Anthony

Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…

Methodology · Statistics 2025-12-03 Ruoqi Yu , Peng Ding

Varying coefficient models are popular for estimating nonlinear regression functions in functional data models. Their Bayesian variants have received limited attention in large data applications, primarily due to prohibitively slow…

Machine Learning · Statistics 2025-06-03 Rajarshi Guhaniyogi , Laura Baracaldo , Sudipto Banerjee
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