Related papers: Improved Bayesian Logistic Supervised Topic Models…
Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…
Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…
Many domain experts do not have the time or expertise to write formal Bayesian models. This paper takes an informal problem description as input, and combines a large language model and a probabilistic programming language to define a joint…
The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…
Bayesian Optimization is ubiquitous in experimental design and black-box optimization for improving search efficiency. However, most existing approaches rely on regression models which are limited to fixed search spaces and structured,…
We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…
Imbalanced classification and spurious correlation are common challenges in data science and machine learning. Both issues are linked to data imbalance, with certain groups of data samples significantly underrepresented, which in turn would…
Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…
Supervisory signals can help topic models discover low-dimensional data representations that are more interpretable for clinical tasks. We propose a framework for training supervised latent Dirichlet allocation that balances two goals:…
In this paper, we introduce a new and efficient data augmentation approach to the posterior inference of the models with shape parameters when the reciprocal gamma function appears in full conditional densities. Our approach is to…
Despite strong performance in many sequence-to-sequence tasks, autoregressive models trained with maximum likelihood estimation suffer from exposure bias, i.e. the discrepancy between the ground-truth prefixes used during training and the…
We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…
Additive spatial statistical models with weakly stationary process assumptions have become standard in spatial statistics. However, one disadvantage of such models is the computation time, which rapidly increases with the number of data…
Recently, topic modeling has been widely used to discover the abstract topics in text corpora. Most of the existing topic models are based on the assumption of three-layer hierarchical Bayesian structure, i.e. each document is modeled as a…
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
We propose automated augmented conjugate inference, a new inference method for non-conjugate Gaussian processes (GP) models. Our method automatically constructs an auxiliary variable augmentation that renders the GP model conditionally…
Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging.…
Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…
In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB)…