Related papers: Dirichlet Process Hidden Markov Multiple Change-po…

This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrated nested Laplace approximations are used to approximate…

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

Bayesian filtering aims at tracking sequentially a hidden process from an observed one. In particular, sequential Monte Carlo (SMC) techniques propagate in time weighted trajectories which represent the posterior probability density…

Consider observations $y_1,\dots,y_n$ on nodes of a connected graph, where the $y_i$ independently come from $N(\theta_i, \sigma^2)$ distributions and an unknown partition divides the $n$ observations into blocks. One well-studied class of…

Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…

This work addresses the problem of segmentation in time series data with respect to a statistical parameter of interest in Bayesian models. It is common to assume that the parameters are distinct within each segment. As such, many Bayesian…

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…

We propose a unified framework that extends the inference methods for classical hidden Markov models to continuous settings, where both the hidden states and observations occur in continuous time. Two different settings are analyzed: hidden…

We present a Bayesian method for multivariate changepoint detection that allows for simultaneous inference on the location of a changepoint and the coefficients of a logistic regression model for distinguishing pre-changepoint data from…

Developing effective multimodal fusion approaches has become increasingly essential in many real-world scenarios, such as health care and finance. The key challenge is how to preserve the feature expressiveness in each modality while…

This article introduces a novel Bayesian method for asynchronous change-point detection in multivariate time series. This method allows for change-points to occur earlier in some (leading) series followed, after a short delay, by…

Measure-valued Markov chains have raised interest in Bayesian nonparametrics since the seminal paper by (Math. Proc. Cambridge Philos. Soc. 105 (1989) 579--585) where a Markov chain having the law of the Dirichlet process as unique…

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Loss development modelling is the actuarial practice of predicting the total 'ultimate' losses incurred on a set of policies once all claims are reported and settled. This poses a challenging prediction task as losses frequently take years…

We introduce a new multivariate circular linear distribution suitable for modeling direction and speed in (multiple) animal movement data. To properly account for specific data features, such as heterogeneity and time dependence, a hidden…

Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…

Discrete choice models with non-monotonic response functions are important in many areas of application, especially political sciences and marketing. This paper describes a novel unfolding model for binary data that allows for heavy-tailed…

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Micro and survey datasets often contain private information about individuals, like their health status, income or political preferences. Previous studies have shown that, even after data anonymization, a malicious intruder could still be…