相关论文: ExGUtils: A python package for statistical analysi…

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

The matrixdist R package provides a comprehensive suite of tools for the statistical analysis of matrix distributions, including phase-type, inhomogeneous phase-type, discrete phase-type, and related multivariate distributions. This paper…

In computational and applied statistics, it is of great interest to get fast and accurate calculation for the distributions of the quadratic forms of Gaussian random variables. This paper presents a novel approximation strategy that…

Although models for count data with over-dispersion have been widely considered in the literature, models for under-dispersion -- the opposite phenomenon -- have received less attention as it is only relatively common in particular research…

The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a…

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely used across the sciences, and in industry, to model complex data sources. Key to applying Gaussian process models is the availability of well-developed…

The Bayesian evidence is a key tool in model selection, allowing a comparison of models with different numbers of parameters. Its use in analysis of cosmological models has been limited by difficulties in calculating it, with current…

We introduce PyChEst, a Python package which provides tools for the simultaneous estimation of multiple changepoints in the distribution of piece-wise stationary time series. The nonparametric algorithms implemented are provably consistent…

The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationally infeasible for modern spatial data. As such, various…

We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector $X$ has finite mean and covariance. In this setting, the radius of confidence intervals achieved…

Background: Modern statistical tools provide the ability to compare the information content of observables and provide a path to explore which experiments would be most useful to give insight into and constrain theoretical models. Purpose:…

Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…

Robust estimation provides essential tools for analyzing data that contain outliers, ensuring that statistical models remain reliable even in the presence of some anomalous data. While robust methods have long been available in R, users of…

Performance assessment is a key issue in the process of proposing new machine learning/statistical estimators. A possible method to complete such task is by using simulation studies, which can be defined as the procedure of estimating and…

We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d.…

Kernel smoothers are essential tools for data analysis due to their ability to convey complex statistical information with concise graphical visualisations. Their inclusion in the base distribution and in the many user-contributed add-on…

Expert prior elicitation plays a critical role in Bayesian analysis by enabling the specification of prior distributions that reflect domain knowledge. However, expert knowledge often refers to observable quantities rather than directly to…

PySEMTools is a Python-based library for post-processing simulation data produced with high-order hexahedral elements in the context of the spectral element method in computational fluid dynamics. It aims to minimize intermediate steps…