Related papers: Bayesian analysis for a class of beta mixed models
We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…
Latent variable models (LVMs) represent observed variables by parameterized functions of latent variables. Prominent examples of LVMs for unsupervised learning are probabilistic PCA or probabilistic SC which both assume a weighted linear…
We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…
The Bradley-Terry model is a popular approach to describe probabilities of the possible outcomes when elements of a set are repeatedly compared with one another in pairs. It has found many applications including animal behaviour, chess…
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…
We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…
A general challenge in statistics is prediction in the presence of multiple candidate models or learning algorithms. Model aggregation tries to combine all predictive distributions from individual models, which is more stable and flexible…
Exact MLE for generalized linear mixed models (GLMMs) is a long-standing problem unsolved until today. The proposed research solves the problem. In this problem, the main difficulty is caused by intractable integrals in the likelihood…
In this paper, we present a novel approach to fitting mixture models based on estimating first the posterior distribution of the auxiliary variables that assign each observation to a group in the mixture. The posterior distributions of the…
A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…
Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…
Latent Gaussian models are an extremely popular, flexible class of models. Bayesian inference for these models is, however, tricky and time consuming. Recently, Rue, Martino and Chopin introduced the Integrated Nested Laplace Approximation…
The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…
Non-gaussian spatial data are very common in many disciplines. For instance, count data are common in disease mapping, and binary data are common in ecology. When fitting spatial regressions for such data, one needs to account for…
State-space models are used to describe and analyse dynamical systems. They are ubiquitously used in many scientific fields such as signal processing, finance and ecology to name a few. Particle filters are popular inferential methods used…
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…
Large language models (LLMs) exhibit probabilistic output characteristics, yet conventional evaluation frameworks rely on deterministic scalar metrics. This study introduces a Bayesian approach for LLM capability assessment that integrates…
This paper introduces the multivariate beta mixture model (MBMM), a new probabilistic model for soft clustering. MBMM adapts to diverse cluster shapes because of the flexible probability density function of the multivariate beta…
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…
The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…