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相关论文: A Novel Bayesian Classifier using Copula Functions

200 篇论文

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

机器学习 · 统计学 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the…

机器学习 · 统计学 2015-11-03 Dustin Tran , David M. Blei , Edoardo M. Airoldi

Most feature detectors such as edge detectors or circle finders are statistical, in the sense that they decide at each point in an image about the presence of a feature, this paper describes the use of Bayesian feature detectors.

计算机视觉与模式识别 · 计算机科学 2013-04-15 David Sher

We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…

机器学习 · 统计学 2021-06-10 Erik Bodin , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

统计理论 · 数学 2007-06-13 Jean-François Angers , Peter T. Kim

In this note we introduce linear regression with basis functions in order to apply Bayesian model selection. The goal is to incorporate Occam's razor as provided by Bayes analysis in order to automatically pick the model optimally able to…

统计理论 · 数学 2015-12-16 Miguel de Benito Delgado , Philipp Wacker

We present a new non-parametric estimator of the conditional density of the kernel type. It is based on an efficient transformation of the data by quantile transform. By use of the copula representation, it turns out to have a remarkable…

统计方法学 · 统计学 2008-06-13 Olivier P. Faugeras

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

统计计算 · 统计学 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

In this paper we study the cumulative conditional expectation function (CCEF) in the copula context. It is shown how to compute CCEF in terms of the cumulative copula function, this natural representation allows to deduce some useful…

统计方法学 · 统计学 2015-03-17 M. Fernández , V. A. González-López

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Prior elicitation methods for Bayesian analyses transfigure prior information into quantifiable prior distributions. Recently, methods that leverage copulas have been proposed to accommodate more flexible dependence structures when…

统计方法学 · 统计学 2024-11-22 Luke Hagar , Nathaniel T. Stevens

This paper considers the problem of approximating a Boolean function $f$ using another Boolean function from a specified class. Two classes of approximating functions are considered: $k$-juntas, and linear Boolean functions. The $n$ input…

信息论 · 计算机科学 2019-07-09 Mohsen Heidari , S. Sandeep Pradhan , Ramji Venkataramanan

The authors propose new additive models for binary outcomes, where the components are copula-based regression models (Noh et al, 2013), and designed such that the model may capture potentially complex interaction effects. The models do not…

统计方法学 · 统计学 2024-10-22 Simon Boge Brant , Ingrid Hobæk Haff

Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…

统计方法学 · 统计学 2013-06-14 Minh-Ngoc Tran , Paolo Giordani , Xiuyan Mun , Robert Kohn , Mike Pitt

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

统计理论 · 数学 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is…

统计方法学 · 统计学 2021-02-16 Pavel Krupskii , Marc G. Genton

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

统计理论 · 数学 2007-06-13 Marcus Hutter

Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…

统计计算 · 统计学 2019-11-21 Michael Stanley Smith , Ruben Loaiza-Maya , David J. Nott

The majority of model-based clustering techniques is based on multivariate Normal models and their variants. In this paper copulas are used for the construction of flexible families of models for clustering applications. The use of copulas…

统计方法学 · 统计学 2018-02-16 Ioannis Kosmidis , Dimitris Karlis

We propose a Bayesian approach to estimating parameters in multiclass functional models. Unordered multinomial probit, ordered multinomial probit and multinomial logistic models are considered. We use finite random series priors based on a…

统计方法学 · 统计学 2018-08-03 Xiuqi Li , Subhashis Ghosal