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We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…
An alias table is a data structure that allows for efficiently drawing weighted random samples in constant time and can be constructed in linear time. The PSA algorithm by H\"ubschle-Schneider and Sanders is able to construct alias tables…
In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be…
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…
We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…
The ubiquity of multiscale interactions in complex systems is well-recognized, with development and heredity serving as a prime example of how processes at different temporal scales influence one another. This work introduces a novel…
Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…
Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…
Boltzmann sampling is a central component of many computational frameworks, including numerous algorithms in machine learning. Although quantum annealers have been investigated as potential fast Boltzmann samplers, their dependence on…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…
Advances in sampling schemes for Markov jump processes have recently enabled multiple inferential tasks. However, in statistical and machine learning applications, we often require that these continuous-time models find support on…
Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…
The United States Bureau of Labor Statistics collects data using survey instruments under informative sampling designs that assign probabilities of inclusion to be correlated with the response. The bureau extensively uses Bayesian…
Quantum Annealing (QA) was originally intended for accelerating the solution of combinatorial optimization tasks that have natural encodings as Ising models. However, recent experiments on QA hardware platforms have demonstrated that, in…
Neural simulation-based inference is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary…
Gibbs sampling is a widely popular Markov chain Monte Carlo algorithm that can be used to analyze intractable posterior distributions associated with Bayesian hierarchical models. There are two standard versions of the Gibbs sampler: The…
Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…
A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…
Over the last decade, a large variety of clustering algorithms have been developed to detect coregulatory relationships among genes from microarray gene expression data. Model based clustering approaches have emerged as statistically well…
For large scale on-line inference problems the update strategy is critical for performance. We derive an adaptive scan Gibbs sampler that optimizes the update frequency by selecting an optimum mini-batch size. We demonstrate performance of…