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We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the…
Persistence diagrams offer a way to summarize topological and geometric properties latent in datasets. While several methods have been developed that utilize persistence diagrams in statistical inference, a full Bayesian treatment remains…
Deep Q-learning has achieved significant success in single-agent decision making tasks. However, it is challenging to extend Q-learning to large-scale multi-agent scenarios, due to the explosion of action space resulting from the complex…
To model recurrent interaction events in continuous time, an extension of the stochastic block model is proposed where every individual belongs to a latent group and interactions between two individuals follow a conditional inhomogeneous…
In many applications, ideas that are described by a set of words often flow between different groups. To facilitate users in analyzing the flow, we present a method to model the flow behaviors that aims at identifying the lead-lag…
Most popular word embedding techniques involve implicit or explicit factorization of a word co-occurrence based matrix into low rank factors. In this paper, we aim to generalize this trend by using numerical methods to factor higher-order…
Sparse Gaussian processes and various extensions thereof are enabled through inducing points, that simultaneously bottleneck the predictive capacity and act as the main contributor towards model complexity. However, the number of inducing…
Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…
Many application domains such as ecology or genomics have to deal with multivariate non Gaussian observations. A typical example is the joint observation of the respective abundances of a set of species in a series of sites, aiming to…
Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…
The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a…
Beta process is the standard nonparametric Bayesian prior for latent factor model. In this paper, we derive a structured mean-field variational inference algorithm for a beta process non-negative matrix factorization (NMF) model with…
This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…
Model-based Bayesian reinforcement learning has generated significant interest in the AI community as it provides an elegant solution to the optimal exploration-exploitation tradeoff in classical reinforcement learning. Unfortunately, the…
Probabilistic matrix factorization (PMF) is a powerful method for modeling data associated with pairwise relationships, finding use in collaborative filtering, computational biology, and document analysis, among other areas. In many…
Tensor decomposition is a fundamental framework to analyze data that can be represented by multi-dimensional arrays. In practice, tensor data is often accompanied by temporal information, namely the time points when the entry values were…
Latent factor models are increasingly popular for modeling multi-relational knowledge graphs. By their vectorial nature, it is not only hard to interpret why this class of models works so well, but also to understand where they fail and how…
We are interested in learning customers' video preferences from their historic viewing patterns and geographical location. We consider a Bayesian latent factor modeling approach for this task. In order to tune the complexity of the model to…
With the proliferation of knowledge graphs, modeling data with complex multirelational structure has gained increasing attention in the area of statistical relational learning. One of the most important goals of statistical relational…
The increasing availability of interventional data offers new opportunities for causal discovery, with gene perturbation studies providing a prominent example. Such data are typically count-valued and subject to substantial measurement…