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Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…

Numerical Analysis · Mathematics 2016-04-12 Zhe Feng , Jinglai Li

This article presents the results of investigations using topic modeling of the Voynich Manuscript (Beinecke MS408). Topic modeling is a set of computational methods which are used to identify clusters of subjects within text. We use latent…

Computation and Language · Computer Science 2021-07-08 Rachel Sterneck , Annie Polish , Claire Bowern

We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…

Methodology · Statistics 2017-08-03 Matias Quiroz , Mattias Villani , Robert Kohn

Understanding how stochastic gene expression is regulated in biological systems using snapshots of single-cell transcripts requires state-of-the-art methods of computational analysis and statistical inference. A Bayesian approach to…

Quantitative Methods · Quantitative Biology 2018-12-10 Yen Ting Lin , Nicolas E. Buchler

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Many practical approximations in physics and engineering invoke a relatively long physical domain with a relatively thin cross-section. In this scenario we typically expect the system to have structures that vary slowly in the long…

Dynamical Systems · Mathematics 2013-12-10 A. J. Roberts

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in probability theory in general and in machine learning in particular. A Markov chain is devised so that its stationary distribution is some probability distribution of interest.…

Machine Learning · Computer Science 2017-11-02 Johan Jonasson

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

This paper presents a contribution to the study of bibliographic corpora in the context of science mapping. Starting from a graph representation of documents and their textual dimension, we observe that stochastic block models (SBMs) can…

Digital Libraries · Computer Science 2021-01-26 Alexandre Hannud Abdo , Jean-Philippe Cointet , Pascale Bourret , Alberto Cambrosio

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

Machine Learning · Statistics 2014-03-31 Elaine Angelino , Eddie Kohler , Amos Waterland , Margo Seltzer , Ryan P. Adams

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

Topic modelling was mostly dominated by Bayesian graphical models during the last decade. With the rise of transformers in Natural Language Processing, however, several successful models that rely on straightforward clustering approaches in…

Machine Learning · Computer Science 2024-03-07 Arik Reuter , Anton Thielmann , Christoph Weisser , Benjamin Säfken , Thomas Kneib

Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…

Methodology · Statistics 2014-03-14 Xiaoquan Wen

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

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…

Methodology · Statistics 2019-10-21 Anwesha Bhattacharyya , Yves Atchade

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing constants in the likelihood function, traditional MCMC…

Computation · Statistics 2008-04-22 Yves Atchade , Nicolas Lartillot , Christian P. Robert

Topic models are a family of statistical-based algorithms to summarize, explore and index large collections of text documents. After a decade of research led by computer scientists, topic models have spread to social science as a new…

Computation and Language · Computer Science 2018-04-04 Ryan Wesslen