Related papers: Collapsed Variational Bayes Inference of Infinite …

The cluster-weighted model (CWM) is a mixture model with random covariates which allows for flexible clustering and density estimation of a random vector composed by a response variable and by a set of covariates. In this class of models,…

In recent several years, the information bottleneck (IB) principle provides an information-theoretic framework for deep multi-view clustering (MVC) by compressing multi-view observations while preserving the relevant information of multiple…

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities a significant computational challenge for complex real-world…

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

The Coherent Ising Machine (CIM) is a non-conventional architecture that takes inspiration from physical annealing processes to solve Ising problems heuristically. Its dynamics are naturally continuous and described by a set of ordinary…

Evidence accumulation models (EAMs) are an important class of cognitive models used to analyze both response time and response choice data recorded from decision-making tasks. Developments in estimation procedures have helped EAMs become…

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…

Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…

We introduce Conformal Interquantile Regression (CIR), a conformal regression method that efficiently constructs near-minimal prediction intervals with guaranteed coverage. CIR leverages black-box machine learning models to estimate outcome…

Multi-view clustering (MvC) utilizes information from multiple views to uncover the underlying structures of data. Despite significant advancements in MvC, mitigating the impact of missing samples in specific views on the integration of…

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the…

Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Large-scale vision-language models (VLMs) like CLIP successfully find correspondences between images and text. Through the standard deterministic mapping process, an image or a text sample is mapped to a single vector in the embedding…

In this work, we propose Cell Variational Information Bottleneck Network (cellVIB), a convolutional neural network using information bottleneck mechanism, which can be combined with the latest feedforward network architecture in an…

In econometrics and finance, the vector error correction model (VECM) is an important time series model for cointegration analysis, which is used to estimate the long-run equilibrium variable relationships. The traditional analysis and…

Continuous response variables often need to be transformed to meet regression modeling assumptions; however, finding the optimal transformation is challenging and results may vary with the choice of transformation. When a continuous…