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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…

Machine Learning · Statistics 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed…

Machine Learning · Statistics 2018-06-08 Tatjana Pavlenko , Felix Leopoldo Rios

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

Generative learning generates high dimensional data based on low dimensional conditions, also called prompts. Therefore, generative learning algorithms are eligible for solving (Bayesian) inverse problems. In this article we compare a…

Machine Learning · Computer Science 2026-02-02 Patrick Krüger , Patrick Materne , Werner Krebs , Hanno Gottschalk

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of…

Machine Learning · Statistics 2025-06-25 Anish Dhir , Ruby Sedgwick , Avinash Kori , Ben Glocker , Mark van der Wilk

Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in…

Machine Learning · Statistics 2017-10-31 Dustin Tran , David M. Blei

Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…

Methodology · Statistics 2019-08-29 Panagiotis Papastamoulis

Probabilistic generative models can be used for compression, denoising, inpainting, texture synthesis, semi-supervised learning, unsupervised feature learning, and other tasks. Given this wide range of applications, it is not surprising…

Machine Learning · Statistics 2016-04-26 Lucas Theis , Aäron van den Oord , Matthias Bethge

In this paper we address the problem of learning the structure of a Bayesian network in domains with continuous variables. This task requires a procedure for comparing different candidate structures. In the Bayesian framework, this is done…

Artificial Intelligence · Computer Science 2013-01-18 Nir Friedman , Iftach Nachman

The inference of deep hierarchical models is problematic due to strong dependencies between the hierarchies. We investigate a specific transformation of the model parameters based on the multivariate distributional transform. This…

Machine Learning · Statistics 2018-12-12 Jakob Knollmüller , Torsten A. Enßlin

The Gaussian mixture model is widely used in unsupervised learning, owing to its simplicity and interpretability. However, a fundamental limitation of the classical Gaussian mixture model is that it forces each observation to belong to…

Machine Learning · Statistics 2026-04-27 Huan Qing

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…

Methodology · Statistics 2007-06-12 Helen Armstrong , Christopher K. Carter , Kevin F. Wong , Robert Kohn

Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…

Methodology · Statistics 2013-12-19 Elisabeth Waldmann , Fabian Sobotka , Thomas Kneib

We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…

Machine Learning · Computer Science 2018-11-20 Samuel Murray , Hedvig Kjellström

We develop a generative model-based approach to Bayesian inverse problems, such as image reconstruction from noisy and incomplete images. Our framework addresses two common challenges of Bayesian reconstructions: 1) It makes use of complex,…

Machine Learning · Statistics 2019-10-24 Vanessa Böhm , François Lanusse , Uroš Seljak

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Machine Learning · Computer Science 2026-04-08 Kevin Zhang , Yixin Wang