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We develop a new Bayesian modelling framework for the class of higher-order, variable-memory Markov chains, and introduce an associated collection of methodological tools for exact inference with discrete time series. We show that a version…

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Methodology · Statistics 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single…

Applications · Statistics 2017-03-22 Hélène Ruffieux , Anthony C. Davison , Jörg Hager , Irina Irincheeva

We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs),…

Machine Learning · Statistics 2013-07-16 Sebastien Bratieres , Novi Quadrianto , Zoubin Ghahramani

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

Applications · Statistics 2010-09-30 Alberto Caimo , Nial Friel

Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…

Computation · Statistics 2018-02-08 Andrew Zammit-Mangion , Jonathan Rougier

We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…

Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…

Methodology · Statistics 2018-12-10 Bochao Jia , Faming Liang , the TEDDY Study Group

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Machine Learning · Computer Science 2014-08-12 Michael A. Finegold , Mathias Drton

Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…

Methodology · Statistics 2026-03-31 Ruobin Liu , Guo Yu

Very large spatio-temporal lattice data are becoming increasingly common across a variety of disciplines. However, estimating interdependence across space and time in large areal datasets remains challenging, as existing approaches are…

Computation · Statistics 2018-07-20 Philipp Hunziker , Julian Wucherpfennig , Aya Kachi , Nils-Christian Bormann

Graphs are an intuitive way to represent relationships between variables in fields such as finance and neuroscience. However, these graphs often need to be inferred from data. In this paper, we propose a novel framework to infer a latent…

Methodology · Statistics 2024-10-25 Jedidiah Harwood , Debashis Paul , Jie Peng

We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…

Methodology · Statistics 2026-04-13 Sara Rutten , Thomas Neyens , Elisa Duarte , Christel Faes

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Machine Learning · Computer Science 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…

Computation · Statistics 2015-05-20 Tim Salimans , Diederik P. Kingma , Max Welling

We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…

Methodology · Statistics 2021-01-07 Solt Kovács , Tobias Ruckstuhl , Helena Obrist , Peter Bühlmann

Bayesian graphical modeling provides an appealing way to obtain uncertainty estimates when inferring network structures, and much recent progress has been made for Gaussian models. These models have been used extensively in applications to…

Methodology · Statistics 2012-07-06 Michael Finegold , Mathias Drton

Graphical Gaussian models with edge and vertex symmetries were introduced by \citet{HojLaur:2008} who also gave an algorithm to compute the maximum likelihood estimate of the precision matrix for such models. In this paper, we take a…

Methodology · Statistics 2015-06-16 Helene Massam , Qiong Li , Xin Gao

We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood