Related papers: Bayesian Structure Learning in Sparse Gaussian Gra…
Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical…
Network data arises through observation of relational information between a collection of entities. Recent work in the literature has independently considered when (i) one observes a sample of networks, connectome data in neuroscience being…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
We propose a network structure discovery model for continuous observations that generalizes linear causal models by incorporating a Gaussian process (GP) prior on a network-independent component, and random sparsity and weight matrices as…
We develop a novel Bayesian method to select important predictors in regression models with multiple responses of diverse types. A sparse Gaussian copula regression model is used to account for the multivariate dependencies between any…
The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…
In this article we consider Bayesian inference for partially observed Andersson-Madigan-Perlman (AMP) Gaussian chain graph (CG) models. Such models are of particular interest in applications such as biological networks and financial time…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…
We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…
Decision trees have found widespread application within the machine learning community due to their flexibility and interpretability. This paper is directed towards learning decision trees from data using a Bayesian approach, which is…
Gaussian graphical models provide a powerful framework for uncovering conditional dependence relationships between sets of nodes; they have found applications in a wide variety of fields including sensor and communication networks, physics,…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…
Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…
We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing…
Graphical model learning and inference are often performed using Bayesian techniques. In particular, learning is usually performed in two separate steps. First, the graph structure is learned from the data; then the parameters of the model…
Graphical models are widely used in scienti fic and engineering research to represent conditional independence structures between random variables. In many controlled experiments, environmental changes or external stimuli can often alter…
Graphs are ubiquitous in modelling relational structures. Recent endeavours in machine learning for graph-structured data have led to many architectures and learning algorithms. However, the graph used by these algorithms is often…