341 citations · 852 across the 28 of their papers we have counts for
6 papers · 1 filter
Spatiotemporal Besov Priors for Bayesian Inverse Problems
Shiwei Lan, Mirjeta Pasha, Shuyi Li +1
Fast development in science and technology has driven the need for proper statistical tools to capture special data features such as abrupt changes or sharp contrast. Many inverse…
Bayesian Learning via Q-Exponential Process
Shuyi Li, Michael O'Connor, Shiwei Lan
Regularization is one of the most fundamental topics in optimization, statistics and machine learning. To get sparsity in estimating a parameter , an pen…
Bayesian Spatiotemporal Modeling for Inverse Problems
Shiwei Lan, Shuyi Li, Mirjeta Pasha
Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate…
Learning Temporal Evolution of Spatial Dependence with Generalized Spatiotemporal Gaussian Process Models
Shiwei Lan
A large number of scientific studies and engineering problems involve high-dimensional spatiotemporal data with complicated relationships. In this paper, we focus on a type of spac…
Flexible Bayesian Dynamic Modeling of Correlation and Covariance Matrices
Shiwei Lan, Andrew Holbrook, Gabriel A. Elias +3
Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the co…
The nonparametric Fisher geometry and the chi-square process density prior
Andrew Holbrook, Shiwei Lan, Jeffrey Streets +1
It is well known that the Fisher information induces a Riemannian geometry on parametric families of probability density functions. Following recent work, we consider the nonparame…