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Related papers: Multivariate Bayesian function estimation

200 papers

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. In this case, the validity of statistical inference depends on untestable correct specification of the response model. To…

Methodology · Statistics 2021-01-15 Shonosuke Sugasawa , Kosuke Morikawa , Keisuke Takahata

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Methodology · Statistics 2013-01-07 Abhishek Bhattacharya

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

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

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

In typical applications of Bayesian optimization, minimal assumptions are made about the objective function being optimized. This is true even when researchers have prior information about the shape of the function with respect to one or…

Machine Learning · Statistics 2016-12-30 Michael Jauch , Víctor Peña

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

Multilinear embedding estimates for the fractional Laplacian are obtained in terms of functionals defined over a hyperbolic surface. Convolution estimates used in the proof enlarge the classical framework of the convolution algebra for…

Analysis of PDEs · Mathematics 2012-04-26 William Beckner

This paper brings a contribution to the Bayesian theory of nonparametric and semiparametric estimation. We are interested in the asymptotic normality of the posterior distribution in Gaussian linear regression models when the number of…

Statistics Theory · Mathematics 2012-03-05 Dominique Bontemps

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…

Data Analysis, Statistics and Probability · Physics 2022-12-27 Angel Gutierrez-Rubio , Juan S. Rojas-Arias , Jun Yoneda , Seigo Tarucha , Daniel Loss , Peter Stano

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…

Machine Learning · Computer Science 2021-04-07 Bingxin Zhou , Junbin Gao , Minh-Ngoc Tran , Richard Gerlach

Bayesian simultaneous estimation of nonparametric quantile curves is a challenging problem, requiring a flexible and robust data model whilst satisfying the monotonicity or noncrossing constraints on the quantiles. This paper presents the…

Methodology · Statistics 2017-11-28 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-$\ell_1$-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection…

Methodology · Statistics 2016-09-02 Amir Sepehri

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…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…

Methodology · Statistics 2020-06-24 Yajuan Si , Peigen Zhou