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Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past…

Methodology · Statistics 2015-03-19 Julia A. Palacios , Vladimir N. Minin

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees relating species. Along branches, sequence evolution is modelled using a continuous-time Markov process characterised by an instantaneous rate…

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function,…

Probability · Mathematics 2018-12-27 Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

We generalize a stochastic model of DNA replication to the case where replication-origin-initiation rates vary locally along the genome and with time. Using this generalized model, we address the inverse problem of inferring initiation…

Quantitative Methods · Quantitative Biology 2015-04-02 A. Baker , J. Bechhoefer

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…

Statistical Mechanics · Physics 2017-04-12 A. V. Chechkin , F. Seno , R. Metzler , I. M. Sokolov

By providing a framework of accounting for the shared ancestry inherent to all life, phylogenetics is becoming the statistical foundation of biology. The importance of model choice continues to grow as phylogenetic models continue to…

Populations and Evolution · Quantitative Biology 2019-02-05 Jamie R. Oaks , Kerry A. Cobb , Vladimir N. Minin , Adam D. Leaché

Gaussian processes with derivative information are useful in many settings where derivative information is available, including numerous Bayesian optimization and regression tasks that arise in the natural sciences. Incorporating derivative…

Machine Learning · Computer Science 2021-07-12 Misha Padidar , Xinran Zhu , Leo Huang , Jacob R. Gardner , David Bindel

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

We propose a model for evolution aiming to reproduce statistical features of fossil data, in particular the distributions of extinction events, the distribution of species per genus and the distribution of lifetimes, all of which are known…

Populations and Evolution · Quantitative Biology 2008-06-06 Peter Klimek , Stefan Thurner , Rudolf Hanel

Bayesian inference is now a leading technique for reconstructing phylogenetic trees from aligned sequence data. In this short note, we formally show that the maximum posterior tree topology provides a statistically consistent estimate of a…

Populations and Evolution · Quantitative Biology 2013-07-12 Mike Steel

Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…

Machine Learning · Computer Science 2024-05-03 Daniel Waxman , Petar M. Djurić

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

We develop a unifying framework for Bayesian nonparametric regression to study the rates of contraction with respect to the integrated $L_2$-distance without assuming the regression function space to be uniformly bounded. The framework is…

Statistics Theory · Mathematics 2019-04-30 Fangzheng Xie , Wei Jin , Yanxun Xu

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar