Related papers: Prior specification of neighbourhood and interacti…

Although multivariate count data are routinely collected in many application areas, there is surprisingly little work developing flexible models for characterizing their dependence structure. This is particularly true when interest focuses…

In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…

A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…

Bhattacharya et al. (2015, Journal of the American Statistical Association 110(512): 1479-1490) introduce a novel prior, the Dirichlet-Laplace (DL) prior, and propose a Markov chain Monte Carlo (MCMC) method to simulate posterior draws…

We propose a new Markov chain Monte Carlo method in which trial configurations are generated by evolving a state, sampled from a prior distribution, using a Markov transition matrix. We present two prototypical algorithms and derive their…

Bayesian methods constitute a popular approach for estimating the conditional independence structure in Gaussian graphical models, since they can quantify the uncertainty through the posterior distribution. Inference in this framework is…

Statistical models for multivariate data often include a semi-orthogonal matrix parameter. In many applications, there is reason to expect that the semi-orthogonal matrix parameter satisfies a structural assumption such as sparsity or…

Restricted Boltzmann machines (RBM) and its variants have become hot research topics recently, and widely applied to many classification problems, such as character recognition and document categorization. Often, classification RBM ignores…

In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…

In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…

We propose a new class of learning algorithms that combines variational approximation and Markov chain Monte Carlo (MCMC) simulation. Naive algorithms that use the variational approximation as proposal distribution can perform poorly…

Gibbs random fields (GRF) are polymorphous statistical models that can be used to analyse different types of dependence, in particular for spatially correlated data. However, when those models are faced with the challenge of selecting a…

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

We determine an explicit Gr\"obner basis, consisting of linear forms and determinantal quadrics, for the prime ideal of Raftery's mixture transition distribution model for Markov chains. When the states are binary, the corresponding…

Incorporating information about the target distribution in proposal mechanisms generally produces efficient Markov chain Monte Carlo algorithms (or at least, algorithms that are more efficient than uninformed counterparts). For instance, it…

Tasks such as record linkage and multi-target tracking, which involve reconstructing the set of objects that underlie some observed data, are particularly challenging for probabilistic inference. Recent work has achieved efficient and…

We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…