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We consider the joint sparse estimation of regression coefficients and the covariance matrix for covariates in a high-dimensional regression model, where the predictors are both relevant to a response variable of interest and functionally…

Statistics Theory · Mathematics 2020-04-21 Xuan Cao , Kyoungjae Lee

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…

Machine Learning · Statistics 2019-06-03 Martin Jankowiak , Jacob Gardner

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

Methodology · Statistics 2023-01-12 Barry C. Arnold , Indranil Ghosh

Multivariate compositional count data arise in many applications including ecology, microbiology, genetics, and paleoclimate. A frequent question in the analysis of multivariate compositional count data is what values of a covariate(s) give…

Methodology · Statistics 2019-03-13 John R. Tipton , Mevin B. Hooten , Connor Nolan , Robert K. Booth , Jason McLachlan

Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…

Machine Learning · Statistics 2017-11-30 Vincent Adam

Predictive models for binary data are fundamental in various fields, and the growing complexity of modern applications has motivated several flexible specifications for modeling the relationship between the observed predictors and the…

Computation · Statistics 2022-01-31 Jian Cao , Daniele Durante , Marc G. Genton

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Generative Flow Networks (GFlowNets), a class of generative models over discrete and structured sample spaces, have been previously applied to the problem of inferring the marginal posterior distribution over the directed acyclic graph…

Classification can be performed using either a discriminative or a generative learning approach. Discriminative learning consists of constructing the conditional probability of the outputs given the inputs, while generative learning…

Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to…

Statistics Theory · Mathematics 2014-05-26 Antonio Canale , David B. Dunson

Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, these methods serve also as building blocks in more complex formulations, such as density regression, nonparametric…

Methodology · Statistics 2019-11-19 Daniele Durante

Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…

Machine Learning · Statistics 2016-12-16 Theofanis Karaletsos

Much of the causal discovery literature prioritises guaranteeing the identifiability of causal direction in statistical models. For structures within a Markov equivalence class, this requires strong assumptions which may not hold in…

Machine Learning · Statistics 2024-05-29 Anish Dhir , Samuel Power , Mark van der Wilk

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Machine Learning · Statistics 2024-10-29 Hanwen Huang , Peng Zeng

We study Bayesian discriminative inference given a model family $p(c,\x, \theta)$ that is assumed to contain all our prior information but still known to be incorrect. This falls in between "standard" Bayesian generative modeling and…

Machine Learning · Statistics 2008-11-18 Jarkko Salojärvi , Kai Puolamäki , Eerika Savia , Samuel Kaski

Gaussian distributions are widely used in Bayesian variational inference to approximate intractable posterior densities, but the ability to accommodate skewness can improve approximation accuracy significantly, when data or prior…

Methodology · Statistics 2025-02-05 Linda S. L. Tan , Aoxiang Chen

We deal with Bayesian generative and discriminative classifiers. Given a model distribution $p(x, y)$, with the observation $y$ and the target $x$, one computes generative classifiers by firstly considering $p(x, y)$ and then using the…

Machine Learning · Statistics 2022-07-25 Elie Azeraf , Emmanuel Monfrini , Wojciech Pieczynski

The linear classifier is widely used in various image classification tasks. It works by optimizing the distance between a sample and its corresponding class center. However, in real-world data, one class can contain several local clusters,…

Computer Vision and Pattern Recognition · Computer Science 2024-01-30 Zhemin Zhang , Xun Gong

In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…

Methodology · Statistics 2018-08-28 Zhenke Wu , Livia Casciola-Rosen , Antony Rosen , Scott L. Zeger
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