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Discovering causal structures among latent factors from observed data is a particularly challenging problem. Despite some efforts for this problem, existing methods focus on the single-domain data only. In this paper, we propose…

Machine Learning · Computer Science 2022-04-26 Yan Zeng , Shohei Shimizu , Ruichu Cai , Feng Xie , Michio Yamamoto , Zhifeng Hao

We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

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…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Nayely Vélez-Cruz , Manfred D. Laubichler

We develop a Bayesian non-parametric framework based on multi-task Gaussian processes, appropriate for temporal shrinkage. We focus on a particular class of dynamic hierarchical models to obtain evidence-based knowledge of infectious…

Causal learning has long concerned itself with the accurate recovery of underlying causal mechanisms. Such causal modelling enables better explanations of out-of-distribution data. Prior works on causal learning assume that the high-level…

Estimating causal models from observational data is a crucial task in data analysis. For continuous-valued data, Shimizu et al. have proposed a linear acyclic non-Gaussian model to understand the data generating process, and have shown that…

Machine Learning · Computer Science 2018-02-19 Chao Li , Shohei Shimizu

This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…

Artificial Intelligence · Computer Science 2013-01-18 Gregory F. Cooper

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

Systems and Control · Computer Science 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…

Methodology · Statistics 2025-06-10 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

In many statistical problems, a more coarse-grained model may be suitable for population-level behaviour, whereas a more detailed model is appropriate for accurate modelling of individual behaviour. This raises the question of how to…

Machine Learning · Statistics 2015-11-02 Mingjun Zhong , Nigel Goddard , Charles Sutton

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…

Statistics Theory · Mathematics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Methodology · Statistics 2026-04-15 Roberto Casarin , Matteo Iacopini , Antonio Peruzzi

One of the key objectives in many fields in machine learning is to discover causal relationships among a set of variables from observational data. In linear non-Gaussian acyclic models (LiNGAM), it can be shown that the true underlying…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-06 Amirhossein Shahbazinia , Saber Salehkaleybar , Matin Hashemi

We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…

Machine Learning · Computer Science 2020-08-26 Burak Çakmak , Manfred Opper

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in…

Machine Learning · Statistics 2016-04-19 Alan D. Saul , James Hensman , Aki Vehtari , Neil D. Lawrence

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Machine Learning · Statistics 2022-07-15 Ingvild M. Helgøy , Yushu Li