Related papers: Streaming Variational Inference for Bayesian Nonpa…
To improve the identification of potential anomaly patterns in complex user behavior, this paper proposes an anomaly detection method based on a deep mixture density network. The method constructs a Gaussian mixture model parameterized by a…
Bayesian neural networks (BNNs) can account for both aleatoric and epistemic uncertainty. However, in BNNs the priors are often specified over the weights which rarely reflects true prior knowledge in large and complex neural network…
This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…
State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…
The aim of this work is to enable inference of deep networks that retain high accuracy for the least possible model complexity, with the latter deduced from the data during inference. To this end, we revisit deep networks that comprise…
The prediction of future insurance claims based on observed risk factors, or covariates, help the actuary set insurance premiums. Typically, actuaries use parametric regression models to predict claims based on the covariate information.…
The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration motivates the VAR developed in this paper which uses a Dirichlet…
Examining most streaming clustering algorithms leads to the understanding that they are actually incremental classification models. They model existing and newly discovered structures via summary information that we call footprints.…
In this paper, we consider Hybrid Mixed Networks (HMN) which are Hybrid Bayesian Networks that allow discrete deterministic information to be modeled explicitly in the form of constraints. We present two approximate inference algorithms for…
We consider the probabilistic analogue to neural network matrix factorization (Dziugaite & Roy, 2015), which we construct with Bayesian neural networks and fit with variational inference. We find that a linear model fit with variational…
We present Bayesian Diffusion Models (BDM), a prediction algorithm that performs effective Bayesian inference by tightly coupling the top-down (prior) information with the bottom-up (data-driven) procedure via joint diffusion processes. We…
The increasing availability of multiple network data has highlighted the need for statistical models for heterogeneous populations of networks. A convenient framework makes use of metrics to measure similarity between networks. In this…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
Ensembles of networks arise in many scientific fields, but there are few statistical tools for inferring their generative processes, particularly in the presence of both dyadic dependence and cross-graph heterogeneity. To fill in this gap,…
Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…
The streaming model describes the mapping between real and redshift space for 2-point clustering statistics. Its key element is the probability density function (PDF) of line-of-sight pairwise peculiar velocities. Following a kinetic-theory…
We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…
We propose a method for online news stream clustering that is a variant of the non-parametric streaming K-means algorithm. Our model uses a combination of sparse and dense document representations, aggregates document-cluster similarity…
Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better…
We present a new inference method based on approximate Bayesian computation for estimating parameters governing an entire network based on link-traced samples of that network. To do this, we first take summary statistics from an observed…