Related papers: Sparse Approximate Inference for Spatio-Temporal P…
Posterior sampling in contextual bandits with a Gaussian prior can be implemented exactly or approximately using the Laplace approximation. The Gaussian prior is computationally efficient but it cannot describe complex distributions. In…
Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…
We study the approximate message-passing decoder for sparse superposition coding on the additive white Gaussian noise channel and extend our preliminary work [1]. We use heuristic statistical-physics-based tools such as the cavity and the…
We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…
In employing spatial regression models for counts, we usually meet two issues. First, ignoring the inherent collinearity between covariates and the spatial effect would lead to causal inferences. Second, real count data usually reveal over…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
We model messaging activities as a hierarchical doubly stochastic point process with three main levels, and develop an iterative algorithm for inferring actors' relative latent positions from a stream of messaging activity data. Each of the…
In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…
We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…
Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…
The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…
We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity…
Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…
We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…
Sparse Gaussian Processes are a key component of high-throughput Bayesian optimisation (BO) loops -- an increasingly common setting where evaluation budgets are large and highly parallelised. By using representative subsets of the available…
This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…
We present a novel approach for the analysis of multivariate case-control georeferenced data using Bayesian inference in the context of disease mapping, where the spatial distribution of different types of cancers is analyzed. Extending…
Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…
Topic sparsity refers to the observation that individual documents usually focus on several salient topics instead of covering a wide variety of topics, and a real topic adopts a narrow range of terms instead of a wide coverage of the…