Related papers: Efficient hierarchical clustering for continuous d…
We develop a Bayesian framework for tackling the supervised clustering problem, the generic problem encountered in tasks such as reference matching, coreference resolution, identity uncertainty and record linkage. Our clustering model is…
Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…
We discuss a Bayesian hierarchical copula model for clusters of financial time series. A similar approach has been developed in recent paper. However, the prior distributions proposed there do not always provide a proper posterior. In order…
Binned data often appears in different fields of research, and it is generated after summarizing the original data in a sequence of pairs of bins (or their midpoints) and frequencies. There may exist different reasons to only provide this…
The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…
Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…
We present and apply a general-purpose, multi-start algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to…
Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…
Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…
Multilevel Monte Carlo is a key tool for approximating integrals involving expensive scientific models. The idea is to use approximations of the integrand to construct an estimator with improved accuracy over classical Monte Carlo. We…
Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits…
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the…
A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…
Clustering a graph means identifying internally dense subgraphs which are only sparsely interconnected. Formalizations of this notion lead to measures that quantify the quality of a clustering and to algorithms that actually find…
In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…
Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…
We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be integrated out. The result is a posterior defined over the…
Gaussian Processes (GPs) provide a powerful framework for making predictions and understanding uncertainty for classification with kernels and Bayesian non-parametric learning. Building such models typically requires strong prior knowledge…
In recent years, large-scale Bayesian learning draws a great deal of attention. However, in big-data era, the amount of data we face is growing much faster than our ability to deal with it. Fortunately, it is observed that large-scale…
We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…