相关论文: On Bayesian quantile regression and outliers

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…

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…

For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…

Quantile regression is often used when a comprehensive relationship between a response variable and one or more explanatory variables is desired. The traditional frequentists' approach to quantile regression has been well developed around…

In disease mapping, the relative risk of a disease is commonly estimated across different areas within a region of interest. The number of cases in an area is often assumed to follow a Poisson distribution whose mean is decomposed as the…

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…

Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…

Bayesian statistics emphasizes the importance of prior distributions, yet finding an appropriate one is practically challenging. When multiple sample results are taken regarding the frequency of the same event, these samples may be…

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…

We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…

Traditional Bayesian quantile regression relies on the Asymmetric Laplace distribution (ALD) mainly because of its satisfactory empirical and theoretical performances. However, the ALD displays medium tails and it is not suitable for data…

Many of the data, particularly in medicine and disease mapping are count. Indeed, the under or overdispersion problem in count data distrusts the performance of the classical Poisson model. For taking into account this problem, in this…

This paper proposes a maximum-likelihood approach to jointly estimate marginal conditional quantiles of multivariate response variables in a linear regression framework. We consider a slight reparameterization of the Multivariate Asymmetric…

Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…

This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…