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Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Machine Learning · Statistics 2021-10-05 Theodore Papamarkou , Jacob Hinkle , M. Todd Young , David Womble

This paper introduces a new neural network based prior for real valued functions on $\mathbb R^d$ which, by construction, is more easily and cheaply scaled up in the domain dimension $d$ compared to the usual Karhunen-Lo\`eve function space…

Methodology · Statistics 2022-09-09 Torben Sell , Sumeetpal S. Singh

Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…

Computation · Statistics 2017-10-13 Richard G. Everitt , Dennis Prangle , Philip Maybank , Mark Bell

Large efforts are currently under way to systematically map functional connectivity between all pairs of millimeter-scale brain regions using big volumes of neuroimaging data. Functional magnetic resonance imaging (fMRI) can produce these…

Neurons and Cognition · Quantitative Biology 2014-09-24 Enzo Tagliazucchi , Helmut Laufs , Dante R. Chialvo

Decision trees have found widespread application within the machine learning community due to their flexibility and interpretability. This paper is directed towards learning decision trees from data using a Bayesian approach, which is…

Machine Learning · Computer Science 2023-12-05 Jodie A. Cochrane , Adrian G. Wills , Sarah J. Johnson

In many inverse problems such as 3D X-ray Computed Tomography (CT), the estimation of an unknown quantity, such as a volume or an image, can be greatly enhanced, compared to maximum-likelihood techniques, by incorporating a prior model on…

Computation · Statistics 2018-09-03 Camille Chapdelaine

We tackle the problem of multiscale regression for predictors that are spatially or temporally indexed, or with a pre-specified multiscale structure, with a Bayesian modular approach. The regression function at the finest scale is expressed…

Methodology · Statistics 2018-09-18 Michele Peruzzi , David B. Dunson

Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

Econometrics · Economics 2025-12-22 Toru Kitagawa , Yizhou Kuang

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

Inference of brain functional connectivity networks from resting-state fMRI data is a key focus in neuroimaging. This paper introduces new Bayesian approaches for inferring a functional connectivity graph from multivariate resting-state…

In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…

Computer Vision and Pattern Recognition · Computer Science 2018-09-05 Ertunc Erdil , Sinan Yildirim , Tolga Tasdizen , Mujdat Cetin

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

Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior…

Machine Learning · Statistics 2013-08-26 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relatively simple settings where the data have specific forms of…

Methodology · Statistics 2020-02-18 Robert Salomone , Matias Quiroz , Robert Kohn , Mattias Villani , Minh-Ngoc Tran

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Computation · Statistics 2019-07-17 Christopher Nemeth , Paul Fearnhead

Modern neural recording techniques allow neuroscientists to obtain spiking activity of multiple neurons from different brain regions over long time periods, which requires new statistical methods to be developed for understanding structure…

Applications · Statistics 2023-12-29 Ganchao Wei

Monte Carlo methods, such as Markov chain Monte Carlo (MCMC), remain the most regularly-used approach for implementing Bayesian inference. However, the computational cost of these approaches usually scales worse than linearly with the…

Computation · Statistics 2024-11-12 Leonardo Ripoli , Richard G. Everitt

Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…

Machine Learning · Computer Science 2021-09-17 Rohitash Chandra , Ayush Bhagat , Manavendra Maharana , Pavel N. Krivitsky

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…

Computation · Statistics 2010-11-11 Nick Whiteley , Christophe Andrieu , Arnaud Doucet