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It is widely known that the performance of Markov chain Monte Carlo (MCMC) can degrade quickly when targeting computationally expensive posterior distributions, such as when the sample size is large. This has motivated the search for MCMC…

Computation · Statistics 2024-12-02 James E. Johndrow , Natesh S. Pillai , Aaron Smith

Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in Bayesian computations. However, they need to access the full data set in order to evaluate the posterior density at every step of the algorithm. This results in a great…

Machine Learning · Statistics 2016-09-21 Mike Giles , Tigran Nagapetyan , Lukasz Szpruch , Sebastian Vollmer , Konstantinos Zygalakis

This paper addresses the problem of estimating the Potts parameter B jointly with the unknown parameters of a Bayesian model within a Markov chain Monte Carlo (MCMC) algorithm. Standard MCMC methods cannot be applied to this problem because…

Computation · Statistics 2015-06-05 Marcelo Pereyra , Nicolas Dobigeon , Hadj Batatia , Jean-Yves Tourneret

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

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…

Methodology · Statistics 2019-01-21 Zheng Wei , Erin M. Conlon

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Evaluating classifications is crucial in statistics and machine learning, as it influences decision-making across various fields, such as patient prognosis and therapy in critical conditions. The Matthews correlation coefficient (MCC) is…

Methodology · Statistics 2024-06-18 Yuki Itaya , Jun Tamura , Kenichi Hayashi , Kouji Yamamoto

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…

Methodology · Statistics 2022-09-05 Mikkel B. Lykkegaard , Tim J. Dodwell , Colin Fox , Grigorios Mingas , Robert Scheichl

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Machine Learning · Statistics 2016-10-19 Wenbo Hu , Jun Zhu , Bo Zhang

Many real-world applications reveal difficulties in learning classifiers from imbalanced data. The rising big data era has been witnessing more classification tasks with large-scale but extremely imbalance and low-quality datasets. Most of…

Machine Learning · Computer Science 2020-10-20 Zhining Liu , Wei Cao , Zhifeng Gao , Jiang Bian , Hechang Chen , Yi Chang , Tie-Yan Liu

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

Machine Learning · Statistics 2025-05-16 Conor Rosato , Harvinder Lehal , Simon Maskell , Lee Devlin , Malcolm Strens

For several years till date, the major issues in terms of solving for classification problems are the issues of Imbalanced data. Because majority of the machine learning algorithms by default assumes all data are balanced, the algorithms do…

Machine Learning · Statistics 2020-10-12 Richmond Addo Danquah

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

Computation · Statistics 2020-05-19 Zexi Song , Zhiqiang Tan

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…

Computation · Statistics 2019-05-27 Alessandro Varsi , Lykourgos Kekempanos , Jeyarajan Thiyagalingam , Simon Maskell

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

Methodology · Statistics 2023-02-27 Daniel R. Kowal , Bohan Wu

Machine learning (ML) models have difficulty generalizing when the number of training class instances are numerically imbalanced. The problem of generalization in the face of data imbalance has largely been attributed to the lack of…

Machine Learning · Computer Science 2024-07-16 Damien A. Dablain , Nitesh V. Chawla

Microplastic particle ingestion or inhalation by humans is a problem of growing concern. Unfortunately, current research methods that use machine learning to understand their potential harms are obstructed by a lack of available data. Deep…

Machine Learning · Computer Science 2024-05-02 Daniel Platnick , Sourena Khanzadeh , Alireza Sadeghian , Richard Anthony Valenzano

Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…

Computation · Statistics 2020-02-10 Qifan Song , Yan Sun , Mao Ye , Faming Liang