Related papers: A Novel Bayesian Classifier using Copula Functions
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the…
Most feature detectors such as edge detectors or circle finders are statistical, in the sense that they decide at each point in an image about the presence of a feature, this paper describes the use of Bayesian feature detectors.
We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…
Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…
In this note we introduce linear regression with basis functions in order to apply Bayesian model selection. The goal is to incorporate Occam's razor as provided by Bayes analysis in order to automatically pick the model optimally able to…
We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…
In this paper we study the cumulative conditional expectation function (CCEF) in the copula context. It is shown how to compute CCEF in terms of the cumulative copula function, this natural representation allows to deduce some useful…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…
Prior elicitation methods for Bayesian analyses transfigure prior information into quantifiable prior distributions. Recently, methods that leverage copulas have been proposed to accommodate more flexible dependence structures when…
This paper considers the problem of approximating a Boolean function $f$ using another Boolean function from a specified class. Two classes of approximating functions are considered: $k$-juntas, and linear Boolean functions. The $n$ input…
The authors propose new additive models for binary outcomes, where the components are copula-based regression models (Noh et al, 2013), and designed such that the model may capture potentially complex interaction effects. The models do not…
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…
A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…
We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is…
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…
Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…
The majority of model-based clustering techniques is based on multivariate Normal models and their variants. In this paper copulas are used for the construction of flexible families of models for clustering applications. The use of copulas…
We propose a Bayesian approach to estimating parameters in multiclass functional models. Unordered multinomial probit, ordered multinomial probit and multinomial logistic models are considered. We use finite random series priors based on a…