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Related papers: Bayesian Structural Inference for Hidden Processes

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In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…

Systems and Control · Computer Science 2019-03-18 Shengling Shi , Giulio Bottegal , Paul M. J. Van den Hof

We classify two types of Hierarchical Bayesian Model found in the literature as Hierarchical Prior Model (HPM) and Hierarchical Stochastic Model (HSM). Then, we focus on studying the theoretical implications of the HSM. Using examples of…

Applications · Statistics 2016-11-10 Stephen Wu , Panagiotis Angelikopoulos , James L. Beck , Petros Koumoutsakos

Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks…

Machine Learning · Statistics 2022-08-09 Simón Rodríguez Santana , Luis A. Ortega , Daniel Hernández-Lobato , Bryan Zaldívar

We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs),…

Machine Learning · Statistics 2013-07-16 Sebastien Bratieres , Novi Quadrianto , Zoubin Ghahramani

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

Methodology · Statistics 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller

High dimensional categorical data are routinely collected in biomedical and social sciences. It is of great importance to build interpretable parsimonious models that perform dimension reduction and uncover meaningful latent structures from…

Methodology · Statistics 2023-01-31 Yuqi Gu , David B. Dunson

We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…

Machine Learning · Statistics 2017-06-21 Jan Reubold , Thorsten Strufe , Ulf Brefeld

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

Methodology · Statistics 2016-12-22 P. Choppala , D. Gunawan , J. Chen , M. -N. Tran , R. Kohn

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…

Methodology · Statistics 2023-08-21 Ioannis Koune , Arpad Rozsas , Arthur Slobbe , Alice Cicirello

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

Finding an optimal parameter of a black-box function is important for searching stable material structures and finding optimal neural network structures, and Bayesian optimization algorithms are widely used for the purpose. However, most of…

Machine Learning · Computer Science 2019-02-27 Tatsuya Shiraishi , Tam Le , Hisashi Kashima , Makoto Yamada

Causal inference has recently gained notable attention across various fields like biology, healthcare, and environmental science, especially within explainable artificial intelligence (xAI) systems, for uncovering the causal relationships…

Machine Learning · Computer Science 2025-01-13 Xiaofeng Xiao , Khawlah Alharbi , Pengyu Zhang , Hantang Qin , Xubo Yue

This paper presents recent methodological advances to perform simulation-based inference (SBI) of a general class of Bayesian hierarchical models (BHMs), while checking for model misspecification. Our approach is based on a two-step…

Methodology · Statistics 2022-11-03 Florent Leclercq

Nanopore sensors detect the substructure of individual molecules from modulations in an ion current as molecules pass through them. In this work, we present the classification of features in the substructure as a case study to illustrate…

Biological Physics · Physics 2019-04-03 Niklas Ermann , Kaikai Chen , Ulrich F. Keyser

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman