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Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

This paper proposes a novel Bayesian framework for solving Poisson inverse problems by devising a Monte Carlo sampling algorithm which accounts for the underlying non-Euclidean geometry. To address the challenges posed by the Poisson…

In the domain of 3D scene representation, 3D Gaussian Splatting (3DGS) has emerged as a pivotal technology. However, its application to large-scale, high-resolution scenes (exceeding 4k$\times$4k pixels) is hindered by the excessive…

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…

Gaussian graphical regressions have emerged as a powerful approach for regressing the precision matrix of a Gaussian graphical model on covariates, which, unlike traditional Gaussian graphical models, can help determine how graphs are…

Inverse problems in image and audio, and super-resolution in particular, can be seen as high-dimensional structured prediction problems, where the goal is to characterize the conditional distribution of a high-resolution output given its…

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

We study the problem of performing automated experiment design for drug screening through Bayesian inference and optimisation. In particular, we compare and contrast the behaviour of linear-Gaussian models and Gaussian processes, when used…

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g.,…

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…

Sparse regression based on global-local shrinkage priors are increasingly used for Bayesian modeling of modern high-dimensional data, but scaling up the Gibbs sampler for posterior inference remains a challenge. While much effort has gone…

Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…

One of the key advantages of 3D rendering is its ability to simulate intricate scenes accurately. One of the most widely used methods for this purpose is Gaussian Splatting, a novel approach that is known for its rapid training and…