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Majorization-minimization (MM) is a standard iterative optimization technique which consists in minimizing a sequence of convex surrogate functionals. MM approaches have been particularly successful to tackle inverse problems and…

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

In the Bayesian community, an ongoing imperative is to develop efficient algorithms. An appealing approach is to form a hybrid algorithm by combining ideas from competing existing techniques. This paper addresses issues in designing hybrid…

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…

In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…

The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

The problem of constructing a dataset for MLIP development which gives the maximum quality in the minimum amount of compute time is complex, and can be approached in a number of ways. We introduce a ``Bayesian selection" approach for…

We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…

In this paper, we present a finite element method (FEM) framework enhanced by an operator-adapted wavelet decomposition algorithm designed for the efficient analysis of multiscale electromagnetic problems. Usual adaptive FEM approaches,…

Functional data analysis finds widespread application across various fields. While functional data are intrinsically infinite-dimensional, in practice, they are observed only at a finite set of points, typically over a dense grid. As a…

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

This paper presents a method called sampling-computation-optimization (SCO) to design batch Bayesian optimization. SCO does not construct new high-dimensional acquisition functions but samples from the existing one-site acquisition function…

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Structural health monitoring (SHM) strategies involve the processing of structural response data to indirectly assess an asset's condition. These strategies can be enhanced for a group of structures, especially when they are similar, since…

We prove a theorem justifying the regularity conditions which are needed for Path Sampling in Factor Models. We then show that the remaining ingredient, namely, MCMC for calculating the integrand at each point in the path, may be seriously…

In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian and Riemann manifold Hamiltonian Monte Carlo samplers using…

Gaussian Markov random fields (GMRFs) are popular for modeling dependence in large areal datasets due to their ease of interpretation and computational convenience afforded by the sparse precision matrices needed for random variable…