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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…

统计方法学 · 统计学 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…

计量经济学 · 经济学 2023-01-31 Matteo Barigozzi , Filippo Pellegrino

We propose two novel ways of introducing dependence among Poisson counts through the use of latent variables in a three levels hierarchical model. Marginal distributions of the random variables of interest are Poisson with strict…

统计方法学 · 统计学 2020-11-06 Luis E. Nieto-Barajas

Motivated by the challenge of analyzing the dynamics of weekly sea border crossings in the Mediterranean (2015-2025) and the English Channel (2018-2025), we develop a Bayesian dynamic framework for modeling heteroskedastic count time…

应用统计 · 统计学 2026-03-23 Gregor Zens , Jakub Bijak

We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…

统计方法学 · 统计学 2021-04-06 Michael Newton , Nicholas G. Polson , Jianeng Xu

We propose a flexible change-point model for inhomogeneous Poisson Processes, which arise naturally from next-generation DNA sequencing, and derive score and generalized likelihood statistics for shifts in intensity functions. We construct…

应用统计 · 统计学 2012-06-29 Jeremy J. Shen , Nancy R. Zhang

This article introduces a model-based approach to distributed computing for multinomial logistic (softmax) regression. We treat counts for each response category as independent Poisson regressions via plug-in estimates for fixed effects…

应用统计 · 统计学 2015-11-06 Matt Taddy

Online learning is an inferential paradigm in which parameters are updated incrementally from sequentially available data, in contrast to batch learning, where the entire dataset is processed at once. In this paper, we assume that…

统计理论 · 数学 2026-02-12 Jeyong Lee , Junhyeok Choi , Minwoo Chae

We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using…

We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…

统计方法学 · 统计学 2017-04-10 Paul Doukhan , Konstantinos Fokianos , Bård Støve , Dag Tjøstheim

The mixed membership stochastic blockmodel (MMSB) is a popular Bayesian network model for community detection. Fitting such large Bayesian network models quickly becomes computationally infeasible when the number of nodes grows into…

社会与信息网络 · 计算机科学 2024-05-24 Timothy Jones , Owen G. Ward , Yiran Jiang , John Paisley , Tian Zheng

Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…

统计方法学 · 统计学 2022-06-07 Isaac Lavine , Andrew Cron , Mike West

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

统计方法学 · 统计学 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

The Dirichlet-multinomial (DM) distribution plays a fundamental role in modern statistical methodology development and application. Recently, the DM distribution and its variants have been used extensively to model multivariate count data…

统计方法学 · 统计学 2023-02-27 Matthew D. Koslovsky

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

统计计算 · 统计学 2016-06-17 Arthur White , Jason Wyse , Thomas Brendan Murphy

The Poisson-gamma state space (PGSS) models have been utilized in the analysis of non-negative integer-valued time series to sequentially obtain closed form filtering and predictive densities. In this study, we show the underlying mechanics…

统计方法学 · 统计学 2025-12-18 Kaoru Irie , Tevfik Aktekin

Edge-caching is recognized as an efficient technique for future cellular networks to improve network capacity and user-perceived quality of experience. To enhance the performance of caching systems, designing an accurate content request…

信号处理 · 电气工程与系统科学 2019-03-08 Sajad Mehrizi , Anestis Tsakmalis , Symeon Chatzinotas , Bjorn Ottersten

The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…

Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically…

机器学习 · 计算机科学 2026-02-05 Alex Kipnis , Marcel Binz , Eric Schulz

Microbial ecology serves as a foundation for a wide range of scientific and biomedical studies. Rapidly-evolving high-throughput sequencing technology enables the comprehensive search for microbial biomarkers using longitudinal experiments.…