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In this paper we address the problem of Monte Carlo approximation of posterior probability distributions in stochastic kinetic models (SKMs). SKMs are multivariate Markov jump processes that model the interactions among species in…

Methodology · Statistics 2014-04-22 Eugenia Koblents , Joaquín Míguez

In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…

Computation · Statistics 2025-12-16 Xuefei Cao , Shijia Wang , Yongdao Zhou

The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly…

Machine Learning · Statistics 2015-10-27 Xiangyu Wang , Fangjian Guo , Katherine A. Heller , David B. Dunson

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Machine Learning · Computer Science 2012-07-19 Iain Murray , Zoubin Ghahramani

We introduce a framework for efficient Markov Chain Monte Carlo (MCMC) algorithms targeting discrete-valued high-dimensional distributions, such as posterior distributions in Bayesian variable selection (BVS) problems. We show that many…

Computation · Statistics 2021-10-28 Xitong Liang , Samuel Livingstone , Jim Griffin

In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered…

Computation · Statistics 2011-10-11 James L. Beck , Konstantin M. Zuev

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

There is a lack of simple and scalable algorithms for uncertainty quantification. Bayesian methods quantify uncertainty through posterior and predictive distributions, but it is difficult to rapidly estimate summaries of these…

Computation · Statistics 2016-12-28 Cheng Li , Sanvesh Srivastava , David B. Dunson

Functional Magnetic Resonance Imaging (fMRI) is a primary modality for studying brain activity. Modeling spatial dependence of imaging data at different scales is one of the main challenges of contemporary neuroimaging, and it could allow…

Applications · Statistics 2016-06-16 Stefano Castruccio , Hernando Ombao , Marc G. Genton

Mean-field Variational Bayes (MFVB) is an approximate Bayesian posterior inference technique that is increasingly popular due to its fast runtimes on large-scale datasets. However, even when MFVB provides accurate posterior means for…

Methodology · Statistics 2018-10-18 Ryan Giordano , Tamara Broderick , Michael I. Jordan

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith

Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

Machine Learning · Statistics 2018-02-22 Christian A. Naesseth , Scott W. Linderman , Rajesh Ranganath , David M. Blei

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

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

For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…

High Energy Physics - Phenomenology · Physics 2025-09-03 Joshua Albert , Csaba Balazs , Andrew Fowlie , Will Handley , Nicholas Hunt-Smith , Roberto Ruiz de Austri , Martin White

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…

Methodology · Statistics 2019-10-03 Johan Alenlöv , Arnaud Doucet , Fredrik Lindsten

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Instrumentation and Methods for Astrophysics · Physics 2014-10-01 Benjamin Farr , Vicky Kalogera , Erik Luijten

Deep learning (DL)-based methods have achieved state-of-the-art performance for many medical image segmentation tasks. Nevertheless, recent studies show that deep neural networks (DNNs) can be miscalibrated and overconfident, leading to…

Image and Video Processing · Electrical Eng. & Systems 2024-06-28 Yidong Zhao , Joao Tourais , Iain Pierce , Christian Nitsche , Thomas A. Treibel , Sebastian Weingärtner , Artur M. Schweidtmann , Qian Tao

Bayesian Image-on-Scalar Regression (ISR) provides flexible, uncertainty-aware neuroimaging analysis. However, applying ISR to large-scale datasets such as the UK Biobank is challenging due to intensive computational demands and the need to…

Applications · Statistics 2026-02-09 Yuliang Xu , Timothy D. Johnson , Thomas E. Nichols , Jian Kang