Related papers: Bayesian Distance-to-Set Models: from Latent Varia…
Whilst most psychological research focuses on differences in means, a growing body of literature demonstrates the value of considering differences in intra-individual variability. Compared to the number of methods available for analyzing…
A powerful data transformation method named guided projections is proposed creating new possibilities to reveal the group structure of high-dimensional data in the presence of noise variables. Utilising projections onto a space spanned by a…
For many optimization problems it is possible to define a distance metric between problem variables that correlates with the likelihood and strength of interactions between the variables. For example, one may define a metric so that the…
Imitation learning is an intuitive approach for teaching motion to robotic systems. Although previous studies have proposed various methods to model demonstrated movement primitives, one of the limitations of existing methods is that the…
Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…
Although Bayesian methods are robust and principled, their application in practice could be limited since they typically rely on computationally intensive Markov Chain Monte Carlo algorithms for their implementation. One possible solution…
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…
The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…
Latent factor models are the canonical statistical tool for exploratory analyses of low-dimensional linear structure for an observation matrix with p features across n samples. We develop a structured Bayesian group factor analysis model…
Random geometric graphs are a popular choice for a latent points generative model for networks. Their definition is based on a sample of $n$ points $X_1,X_2,\cdots,X_n$ on the Euclidean sphere~$\mathbb{S}^{d-1}$ which represents the latent…
This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…
Variable selection for a multiple regression model (Noisy Linear Perceptron) is studied with a mean field approximation. In our Bayesian framework, variable selection is formulated as estimation of discrete parameters that indicate a subset…
Increasingly large parameter spaces, used to more accurately model precision observables in physics, can paradoxically lead to large deviations in the inferred parameters of interest -- a bias known as volume projection effects -- when…
Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…
This paper develops a novel Bayesian approach for nonlinear regression with symmetric matrix predictors, often used to encode connectivity of different nodes. Unlike methods that vectorize matrices as predictors that result in a large…
We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…
Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…
Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…
Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…
Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…