Related papers: Criticality of mostly informative samples: A Bayes…
Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…
Much of the causal discovery literature prioritises guaranteeing the identifiability of causal direction in statistical models. For structures within a Markov equivalence class, this requires strong assumptions which may not hold in…
This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…
Information criteria such as Akaike's (AIC) and Bayes' (BIC) are widely used for model selection in physics and beyond, quantifying the tradeoff between model complexity and goodness-of-fit to enforce parsimony. However, their derivation…
In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…
Fueled by the call for formative assessments, diagnostic classification models (DCMs) have recently gained popularity in psychometrics. Despite their potential for providing diagnostic information that aids in classroom instruction and…
Traditional epidemic detection algorithms make decisions using only local information. We propose a novel approach that explicitly models spatial information fusion from several metapopulations. Our method also takes into account…
Configurational entropy is an important factor in the free energy change of many macromolecular recognition and binding processes, and has been intensively studied. Despite great progresses that have been made, the global sampling remains…
In this paper we address the problem of discretization in the context of learning Bayesian networks (BNs) from data containing both continuous and discrete variables. We describe a new technique for <EM>multivariate</EM> discretization,…
This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…
We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the shared information between the two subsystems. If the…
Message importance measure (MIM) is applicable to characterize the importance of information in the scenario of big data, similar to entropy in information theory. In fact, MIM with a variable parameter can make an effect on the…
Unstructured data from diverse sources, such as social media and aerial imagery, can provide valuable up-to-date information for intelligent situation assessment. Mining these different information sources could bring major benefits to…
We consider the challenges that arise when fitting complex ecological models to 'large' data sets. In particular, we focus on random effect models which are commonly used to describe individual heterogeneity, often present in ecological…
Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…
Selective classification, in which models can abstain on uncertain predictions, is a natural approach to improving accuracy in settings where errors are costly but abstentions are manageable. In this paper, we find that while selective…
Sensitivity Analysis is a framework to assess how conclusions drawn from missing outcome data may be vulnerable to departures from untestable underlying assumptions. We extend the E-value, a popular metric for quantifying robustness of…
In this paper, we introduce a new algorithm for rare event estimation based on adaptive importance sampling. We consider a smoothed version of the optimal importance sampling density, which is approximated by an ensemble of interacting…