相关论文: Order selection in GARMA models for count time ser…

Roll-call data analysis aims to estimate legislators' ideal points and quantify the associated uncertainty. Existing approaches either rely on Bayesian methods implemented via Markov chain Monte Carlo sampling or focus primarily on point…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

We propose a multivariate GARCH model for non-stationary health time series by modifying the variance of the observations of the standard state space model. The proposed model provides an intuitive way of dealing with heteroskedastic data…

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

The upcoming era of large-scale, high-cadence astronomical surveys demands efficient and robust methods for time-series analysis. ARIMA models provide a versatile parametric description of stochastic variability in this context. However,…

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

A general challenge in statistics is prediction in the presence of multiple candidate models or learning algorithms. Model aggregation tries to combine all predictive distributions from individual models, which is more stable and flexible…

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

High throughput technologies have become the practice of choice for comparative studies in biomedical applications. Limited number of sample points due to sequencing cost or access to organisms of interest necessitates the development of…

Exponential random graph models are a class of widely used exponential family models for social networks. The topological structure of an observed network is modelled by the relative prevalence of a set of local sub-graph configurations…

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma--Poisson construction---a natural choice for count data---and relies on a novel Bayesian nonparametric prior that ties…