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Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC)…

Statistics Theory · Mathematics 2019-09-04 Julien Stoehr , Pierre Pudlo , Lionel Cucala

This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…

Computation · Statistics 2010-11-15 Jason Wyse , Nial Friel

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

The inference of causal relationships using observational data from partially observed multivariate systems with hidden variables is a fundamental question in many scientific domains. Methods extracting causal information from conditional…

Machine Learning · Statistics 2020-10-13 Daniel Chicharro , Michel Besserve , Stefano Panzeri

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

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…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We…

Methodology · Statistics 2023-05-04 Christoph Schultheiss , Peter Bühlmann

We consider the problem of learning a causal graph in the presence of measurement error. This setting is for example common in genomics, where gene expression is corrupted through the measurement process. We develop a provably consistent…

Methodology · Statistics 2019-06-04 Basil Saeed , Anastasiya Belyaeva , Yuhao Wang , Caroline Uhler

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process…

Machine Learning · Statistics 2014-04-23 Christopher C. Strelioff , James P. Crutchfield

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

Methodology · Statistics 2019-04-26 A. Mohammadi , E. C. Wit

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In…

Machine Learning · Computer Science 2025-04-25 Christian Toth , Christian Knoll , Franz Pernkopf , Robert Peharz

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…

Machine Learning · Computer Science 2017-03-01 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash

We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…

Artificial Intelligence · Computer Science 2012-07-02 Changsung Kang , Jin Tian

Many biological networks include cyclic structures. In such cases, Bayesian networks (BNs), which must be acyclic, are not sound models for structure learning. Dynamic BNs can be used but require relatively large time series data. We…

Methodology · Statistics 2020-02-18 Witold Wiecek , Frederic Y. Bois , Ghislaine Gayraud

We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

Methodology · Statistics 2025-11-06 Andrea Cremaschi , Manuele Leonelli , Gherardo Varando
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