Related papers: Algorithms of the LDA model [REPORT]
Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…
Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…
We propose a novel interpretation of the collapsed variational Bayes inference with a zero-order Taylor expansion approximation, called CVB0 inference, for latent Dirichlet allocation (LDA). We clarify the properties of the CVB0 inference…
We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of deep generative models (DGMs) in a collapsed continuous parameter space. At each MCMC sampling step, the algorithm randomly…
Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…
We develop a computationally efficient framework for quasi-Bayesian inference based on linear moment conditions. The approach employs a delayed acceptance Markov chain Monte Carlo (DA-MCMC) algorithm that uses a surrogate target kernel and…
We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Variational autoencoders (VAEs) are popular likelihood-based generative models which can be efficiently trained by maximizing an Evidence Lower Bound (ELBO). There has been much progress in improving the expressiveness of the variational…
Linear discriminant analysis (LDA) is an important classification tool in statistics and machine learning. This paper investigates the varying coefficient LDA model for dynamic data, with Bayes' discriminant direction being a function of…
Latent Dirichlet allocation (LDA) obtains essential information from data by using Bayesian inference. It is applied to knowledge discovery via dimension reducing and clustering in many fields. However, its generalization error had not been…
We develop a privatised stochastic variational inference method for Latent Dirichlet Allocation (LDA). The iterative nature of stochastic variational inference presents challenges: multiple iterations are required to obtain accurate…
Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…
Latent Dirichlet allocation (LDA) is widely used for unsupervised topic modelling on sets of documents. No temporal information is used in the model. However, there is often a relationship between the corresponding topics of consecutive…
We develop a fully discriminative learning approach for supervised Latent Dirichlet Allocation (LDA) model using Back Propagation (i.e., BP-sLDA), which maximizes the posterior probability of the prediction variable given the input…
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 demonstrate the use of automatic Bayesian inference for the analysis of LISA data sets. In particular we describe a new automatic Reversible Jump Markov Chain Monte Carlo method to evaluate the posterior probability density functions of…
There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…