相关论文: Curved factor analysis with the Ellipsoid-Gaussian…

The need for regression models to predict circular values arises in many scientific fields. In this work we explore a family of expressive and interpretable distributions over circle-valued random functions related to Gaussian processes…

This paper introduces a novel generative model for discrete distributions based on continuous normalizing flows on the submanifold of factorizing discrete measures. Integration of the flow gradually assigns categories and avoids issues of…

Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Multivariate time series (MTS) data often include a heterogeneous mix of non-Gaussian distributional features (asymmetry, multimodality, heavy tails) and data types (continuous and discrete variables). Traditional MTS methods based on…

Use of copula for the purpose of modeling dependence has been receiving considerable attention in recent times. On the other hand, search for multivariate copulas with desirable dependence properties also is an important area of research.…

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertainty properties, their inference is typically intractable,…

We develop a class of nearest-neighbor mixture models that provide direct, computationally efficient, probabilistic modeling for non-Gaussian geospatial data. The class is defined over a directed acyclic graph, which implies conditional…

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

We consider modeling of angular or directional data viewed as a linear variable wrapped onto a unit circle. In particular, we focus on the spatio-temporal context, motivated by a collection of wave directions obtained as computer model…

Flexible spatial models that allow transitions between tail dependence classes have recently appeared in the literature. However, inference for these models is computationally prohibitive, even in moderate dimensions, due to the necessity…

Models based on multivariate t distributions are widely applied to analyze data with heavy tails. However, all the marginal distributions of the multivariate t distributions are restricted to have the same degrees of freedom, making these…

Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

The Slepian-Bangs formula provides a very convenient way to compute the Fisher information matrix (FIM) for Gaussian distributed data. The aim of this letter is to extend it to a larger family of distributions, namely elliptically contoured…

Growth mixture models (GMMs) incorporate both conventional random effects growth modeling and latent trajectory classes as in finite mixture modeling; therefore, they offer a way to handle the unobserved heterogeneity between subjects in…

Researchers are often interested in understanding the relationship between a set of covariates and a set of response variables. To achieve this goal, the use of regression analysis, either linear or generalized linear models, is largely…