Related papers: Theory of Dependent Hierarchical Normalized Random…
We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…
Probabilistic Graphical Models are often used to understand dynamics of a system. They can model relationships between features (nodes) and the underlying distribution. Theoretically these models can represent very complex dependency…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
Many dynamical systems can be successfully analyzed by representing them as networks. Empirically measured networks and dynamic processes that take place in these situations show heterogeneous, non-Markovian, and intrinsically correlated…
We present a novel k-way high-dimensional graphical model called the Generalized Root Model (GRM) that explicitly models dependencies between variable sets of size k > 2---where k = 2 is the standard pairwise graphical model. This model is…
The aim of the paper is to provide an exact approach for generating a Poisson process sampled from a hierarchical CRM, without having to instantiate the infinitely many atoms of the random measures. We use completely random measures~(CRM)…
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…
Normalized random measures (NRMs) provide a broad class of discrete random measures that are often used as priors for Bayesian nonparametric models. Dirichlet process is a well-known example of NRMs. Most of posterior inference methods for…
Random graphs, where the connections between nodes are considered random variables, have wide applicability in the social sciences. Exponential-family Random Graph Models (ERGM) have shown themselves to be a useful class of models for…
Probabilistic graphical models (PGMs) are powerful tools for representing statistical dependencies through graphs in high-dimensional systems. However, they are limited to pairwise interactions. In this work, we propose the simplicial…
Random graph (RG) models play a central role in the complex networks analysis. They help to understand, control, and predict phenomena occurring, for instance, in social networks, biological networks, the Internet, etc. Despite a large…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
We present a formal measure-theoretical theory of neural networks (NN) built on probability coupling theory. Our main contributions are summarized as follows. * Built on the formalism of probability coupling theory, we derive an algorithm…
Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
Pairwise network models such as the Gaussian Graphical Model (GGM) are a powerful and intuitive way to analyze dependencies in multivariate data. A key assumption of the GGM is that each pairwise interaction is independent of the values of…
The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…
We establish a generalized work theorem for stochastic chemical reaction networks (CRNs). By using a compensated Poisson jump process, we identify a martingale structure in a generalized entropy defined relative to an auxiliary backward…