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Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a…

Methodology · Statistics 2014-07-02 Jonathan H. Huggins , Frank Wood

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…

Machine Learning · Statistics 2021-11-24 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…

Computation · Statistics 2019-03-14 Konstantin Posch , Maximilian Arbeiter , Jürgen Pilz

This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a…

Methodology · Statistics 2013-09-27 Yuefeng Wu , Giles Hooker

Defining the number of latent factors has been one of the most challenging problems in factor analysis. Infinite factor models offer a solution to this problem by applying increasing shrinkage on the columns of factor loading matrices, thus…

Methodology · Statistics 2023-09-25 Margarita Grushanina

Here we develop a method for performing nonparametric Bayesian inference on quantiles. Relying on geometric measure theory and employing a Hausdorff base measure, we are able to specify meaningful priors for the quantile while treating the…

Methodology · Statistics 2016-05-12 Luke Bornn , Neil Shephard , Reza Solgi

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

Methodology · Statistics 2019-02-06 Abhra Sarkar , David B. Dunson

Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…

Methodology · Statistics 2019-03-05 Thomas A. Metzger , Christopher T. Franck

Deep linear networks have been extensively studied, as they provide simplified models of deep learning. However, little is known in the case of finite-width architectures with multiple outputs and convolutional layers. In this manuscript,…

Machine Learning · Statistics 2025-06-26 Federico Bassetti , Marco Gherardi , Alessandro Ingrosso , Mauro Pastore , Pietro Rotondo

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

Machine Learning · Computer Science 2013-01-30 Hagai Attias

We show at a physics level of rigor that Bayesian inference with a fully connected neural network and a shaped nonlinearity of the form $\phi(t) = t + \psi t^3/L$ is (perturbatively) solvable in the regime where the number of training…

Machine Learning · Statistics 2024-05-28 Boris Hanin , Alexander Zlokapa

Modeling of the dependence structure across heterogeneous data is crucial for Bayesian inference since it directly impacts the borrowing of information. Despite the extensive advances over the last two decades, most available proposals…

Methodology · Statistics 2026-02-03 Filippo Ascolani , Beatrice Franzolini , Antonio Lijoi , Igor Prünster

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…

Machine Learning · Computer Science 2016-06-13 Furong Huang

This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…

Methodology · Statistics 2018-08-29 Riccardo Rastelli

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

Feature extraction - the ability to identify relevant properties of data - is a key factor underlying the success of deep learning. Yet, it has proved difficult to elucidate its nature within existing predictive theories, to the extent that…

Disordered Systems and Neural Networks · Physics 2025-08-29 Andrea Corti , Rosalba Pacelli , Pietro Rotondo , Marco Gherardi

We propose a novel Bayesian neural network architecture that can learn invariances from data alone by inferring a posterior distribution over different weight-sharing schemes. We show that our model outperforms other non-invariant…

Machine Learning · Statistics 2021-11-04 Nikolaos Mourdoukoutas , Marco Federici , Georges Pantalos , Mark van der Wilk , Vincent Fortuin

Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…

Methodology · Statistics 2024-03-27 Jinming Li , Gongjun Xu , Ji Zhu