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Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…
The log-determinant of a kernel matrix appears in a variety of machine learning problems, ranging from determinantal point processes and generalized Markov random fields, through to the training of Gaussian processes. Exact calculation of…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical…
The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…
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…
Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…
Mixtures of shifted asymmetric Laplace distributions were introduced as a tool for model-based clustering that allowed for the direct parameterization of skewness in addition to location and scale. Following common practices, an…
Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…
It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…
We consider the problem of classification of points sampled from an unknown probability measure on a Euclidean space. We study the question of querying the class label at a very small number of judiciously chosen points so as to be able to…
Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
Over the past decade, the field of forensic science has received recommendations from the National Research Council of the U.S. National Academy of Sciences, the U.S. National Institute of Standards and Technology, and the U.S. President's…
We introduce a scalable Bayesian preference learning method for identifying convincing arguments in the absence of gold-standard rat- ings or rankings. In contrast to previous work, we avoid the need for separate methods to perform quality…
We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal…
Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…
We propose and illustrate a hierarchical Bayesian approach for matching statistical records observed on different occasions. We show how this model can be profitably adopted both in record linkage problems and in capture--recapture setups,…
Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…
Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…