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One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

A comprehensive artificial intelligence system needs to not only perceive the environment with different `senses' (e.g., seeing and hearing) but also infer the world's conditional (or even causal) relations and corresponding uncertainty.…

Machine Learning · Statistics 2021-01-07 Hao Wang , Dit-Yan Yeung

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

We derive a novel generative model from iterative Gaussian posterior inference. By treating the generated sample as an unknown variable, we can formulate the sampling process in the language of Bayesian probability. Our model uses a…

Machine Learning · Computer Science 2026-01-28 Marten Lienen , Marcel Kollovieh , Stephan Günnemann

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

This is a preliminary version of visual interpretation integrating multiple sensors in SUCCESSOR, an intelligent, model-based vision system. We pursue a thorough integration of hierarchical Bayesian inference with comprehensive physical…

Artificial Intelligence · Computer Science 2013-04-11 Thomas O. Binford , Tod S. Levitt , Wallace B. Mann

We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…

Econometrics · Economics 2023-07-03 Mauro Bernardi , Daniele Bianchi , Nicolas Bianco

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the…

We derive ensembles of decision trees through a nonparametric Bayesian model, allowing us to view random forests as samples from a posterior distribution. This insight provides large gains in interpretability, and motivates a class of…

Applications · Statistics 2015-05-19 Matt Taddy , Chun-Sheng Chen , Jun Yu , Mitch Wyle

This paper describes a new algorithm for hyperspectral image unmixing. Most of the unmixing algorithms proposed in the literature do not take into account the possible spatial correlations between the pixels. In this work, a Bayesian model…

Methodology · Statistics 2012-09-05 Olivier Eches , Nicolas Dobigeon , Jean-Yves Tourneret

Score-based diffusion methods provide a powerful strategy to solve image restoration tasks by flexibly combining a pre-trained foundational prior model with a likelihood function specified during test time. Such methods are predominantly…

Computer Vision and Pattern Recognition · Computer Science 2024-09-09 Charlesquin Kemajou Mbakam , Jean-Francois Giovannelli , Marcelo Pereyra

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard deterministic approaches, the focus in the Bayesian compressed sensing…

Computer Vision and Pattern Recognition · Computer Science 2014-03-05 George Papandreou , Alan Yuille

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more…

Methodology · Statistics 2020-12-03 Michele Peruzzi , David B. Dunson

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

Image prior modeling is the key issue in image recovery, computational imaging, compresses sensing, and other inverse problems. Recent algorithms combining multiple effective priors such as the sparse or low-rank models, have demonstrated…

Image and Video Processing · Electrical Eng. & Systems 2020-03-31 Bihan Wen , Yanjun Li , Yuqi Li , Yoram Bresler

Natural-gradient methods enable fast and simple algorithms for variational inference, but due to computational difficulties, their use is mostly limited to \emph{minimal} exponential-family (EF) approximations. In this paper, we extend…

Machine Learning · Statistics 2020-11-09 Wu Lin , Mohammad Emtiyaz Khan , Mark Schmidt

While invaluable for many computer vision applications, decomposing a natural image into intrinsic reflectance and shading layers represents a challenging, underdetermined inverse problem. As opposed to strict reliance on conventional…

Computer Vision and Pattern Recognition · Computer Science 2018-09-03 Qingnan Fan , Jiaolong Yang , Gang Hua , Baoquan Chen , David Wipf
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