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We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…
Variational Bayes (VB) has shown itself to be a powerful approximation method in many application areas. This paper describes some diagnostics methods which can assess how well the VB approximates the true posterior, particularly with…
We introduce varbvs, a suite of functions written in R and MATLAB for regression analysis of large-scale data sets using Bayesian variable selection methods. We have developed numerical optimization algorithms based on variational…
Variational Bayes (VB) is a popular and computationally efficient method to approximate the posterior distribution in Bayesian inference, especially when the exact posterior is analytically intractable and sampling-based approaches are…
Variational Bayes (VB) is a popular scalable alternative to Markov chain Monte Carlo for Bayesian inference. We study a mean-field spike and slab VB approximation of widely used Bayesian model selection priors in sparse high-dimensional…
Bayesian inference has been broadly applied to statistical network analysis, but suffers from the expensive computational costs due to the nature of Markov chain Monte Carlo sampling algorithms. This paper proposes a novel and…
Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…
Non-linear hierarchical models are commonly used in many disciplines. However, inference in the presence of non-nested effects and on large datasets is challenging and computationally burdensome. This paper provides two contributions to…
Spatial whole-brain Bayesian modeling of task-related functional magnetic resonance imaging (fMRI) is a great computational challenge. Most of the currently proposed methods therefore do inference in subregions of the brain separately or do…
We consider exact algorithms for Bayesian inference with model selection priors (including spike-and-slab priors) in the sparse normal sequence model. Because the best existing exact algorithm becomes numerically unstable for sample sizes…
The Variational Bayesian method (VB) is used to solve the probability distributions of latent variables with the minimum free energy criterion. This criterion is not easy to understand, and the computation is complex. For these reasons,…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…
Variable selection is crucial in high-dimensional omics-based analyses, since it is biologically reasonable to assume only a subset of non-noisy features contributes to the data structures. However, the task is particularly hard in an…
Bayesian neural networks (BNN) can estimate the uncertainty in predictions, as opposed to non-Bayesian neural networks (NNs). However, BNNs have been far less widely used than non-Bayesian NNs in practice since they need iterative NN…
In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…
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…
RNA sequencing (RNA-seq) has been rapidly adopted for the profiling of transcriptomes in many areas of biology, including studies into gene regulation, development and disease. Of particular interest is the discovery of differentially…
Reconstructing the evolutionary history relating a collection of molecular sequences is the main subject of modern Bayesian phylogenetic inference. However, the commonly used Markov chain Monte Carlo methods can be inefficient due to the…