Related papers: Bayesian MAP Model Selection of Chain Event Graphs
Chain event graphs are a family of probabilistic graphical models that generalise Bayesian networks and have been successfully applied to a wide range of domains. Unlike Bayesian networks, these models can encode context-specific…
Chain Event Graphs (CEGs) are a widely applicable class of probabilistic graphical model that can represent context-specific independence statements and asymmetric unfoldings of events in an easily interpretable way. Existing model…
Discrete Bayesian Networks have been very successful as a framework both for inference and for expressing certain causal hypotheses. In this paper we present a class of graphical models called the chain event graph (CEG) models, that…
Chain event graphs have been established as a practical Bayesian graphical tool. While bespoke diagnostics have been developed for Bayesian Networks, they have not yet been defined for the statistical class of Chain Event Graph models.…
A Bayesian approach to conduct network model selection is presented for a general class of network models referred to as the congruence class models (CCMs). CCMs form a broad class that includes as special cases several common network…
Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…
We commonly assume that data are a homogeneous set of observations when learning the structure of Bayesian networks. However, they often comprise different data sets that are related but not homogeneous because they have been collected in…
Traditional approaches to Bayes net structure learning typically assume little regularity in graph structure other than sparseness. However, in many cases, we expect more systematicity: variables in real-world systems often group into…
This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…
Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to…
We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…
This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…
The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…
Bayesian neural networks (BNNs) can account for both aleatoric and epistemic uncertainty. However, in BNNs the priors are often specified over the weights which rarely reflects true prior knowledge in large and complex neural network…
Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…
Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…
The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…
Dirichlet distribution and Dirichlet process as its infinite dimensional generalization are primarily used conjugate prior of categorical and multinomial distributions in Bayesian statistics. Extensions have been proposed to broaden…
We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…
We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…