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Penalized M-estimators are used in many areas of science and engineering to fit models with some low-dimensional structure in high-dimensional settings. In many problems arising in bioinformatics, sig...
Topic modeling based on latent Dirichlet allocation (LDA) has been a framework of choice to perform scene recognition and annotation. Recently, a new type of topic model called the Document Neural Aut...
This paper explores a Gaussian process emulator based approach for rapid Bayesian inference of contaminant source location and characteristics in an indoor environment. In the pre-event detection stag...
Bayesian model averaging (BMA) is a statistical method for post-processing forecast ensembles of atmospheric variables, obtained from multiple runs of numerical weather prediction models, in order to ...
Statistical methodology for the design and analysis of clinical Phase II dose response studies, with related software implementation, are well developed for the case of a normally distributed, homosce...
Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the in...
In the high-dimensional regression model a response variable is linearly related to $p$ covariates, but the sample size $n$ is smaller than $p$. We assume that only a small subset of covariates is `ac...
Economic indicators time series are usually complex with high frequency data. The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On...
This paper introduces an extension of the Markov switching ARCH model where the volatility in each state is a convex combination of two different ARCH components with time varying weights with differe...
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics and related disciplines. Within the Bayesian paradigm, these problems all require the ...
The stochastic block model (SBM) is a mixture model used for the clustering of nodes in networks. It has now been employed for more than a decade to analyze very different types of networks in many sc...
We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for...
A collaborative convex framework for factoring a data matrix $X$ into a non-negative product $AS$, with a sparse coefficient matrix $S$, is proposed. We restrict the columns of the dictionary matrix $...

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