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This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…

Computation · Statistics 2011-11-01 Nimalan Mahendran , Ziyu Wang , Firas Hamze , Nando de Freitas

Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid over-fitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of…

Machine Learning · Computer Science 2015-03-11 Sungjin Ahn , Anoop Korattikara , Nathan Liu , Suju Rajan , Max Welling

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…

Methodology · Statistics 2011-01-25 Gonzalo Garcia-Donato , Miguel Angel Martinez-Beneito

In this paper, we propose a new Bayesian inference method for a high-dimensional sparse factor model that allows both the factor dimensionality and the sparse structure of the loading matrix to be inferred. The novelty is to introduce a…

Machine Learning · Statistics 2023-05-31 Ilsang Ohn , Lizhen Lin , Yongdai Kim

Identifying informative components in binary data is an essential task in many research areas, including life sciences, social sciences, and recommendation systems. Boolean matrix factorization (BMF) is a family of methods that performs…

Machine Learning · Computer Science 2024-07-03 Sebastian Dalleiger , Jilles Vreeken , Michael Kamp

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

Numerical Analysis · Mathematics 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…

Computation · Statistics 2017-01-17 Jack Davis , Steven K. Thompson

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

Separable Bayesian Networks, or the Influence Model, are dynamic Bayesian Networks in which the conditional probability distribution can be separated into a function of only the marginal distribution of a node's neighbors, instead of the…

Artificial Intelligence · Computer Science 2012-07-02 Chalee Asavathiratham

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

Bayesian network classifiers provide a feasible solution to tabular data classification, with a number of merits like high time and memory efficiency, and great explainability. However, due to the parameter explosion and data sparsity…

Machine Learning · Computer Science 2025-08-18 Huan Zhang , Daokun Zhang , Kexin Meng , Geoffrey I. Webb

We develop a Bayesian Poisson matrix factorization model for forming recommendations from sparse user behavior data. These data are large user/item matrices where each user has provided feedback on only a small subset of items, either…

Information Retrieval · Computer Science 2014-05-21 Prem Gopalan , Jake M. Hofman , David M. Blei

Hierarchical Bayesian networks and neural networks with stochastic hidden units are commonly perceived as two separate types of models. We show that either of these types of models can often be transformed into an instance of the other, by…

Machine Learning · Computer Science 2015-01-23 Diederik P. Kingma , Max Welling

Network models are applied across many domains where data can be represented as a network. Two prominent paradigms for modeling networks are statistical models (probabilistic models for the observed network) and mechanistic models (models…

Methodology · Statistics 2019-06-20 Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

Bayesian inference involves the specification of a statistical model by a statistician or practitioner, with careful thought about what each parameter represents. This results in particularly interpretable models which can be used to…

Computation · Statistics 2019-08-07 Jonathan Law , Darren Wilkinson

Typical Bayesian inference requires parameter identification via likelihood parameterization, which has invited criticism for being less flexible than the Frequentist framework and subject to misspecification. Though misspecification may be…

Methodology · Statistics 2022-11-29 Vivian Y. Meng , David A. Stephens