Related papers: An Empirical Comparison of Sampling Quality Metric…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are…
We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a…
The Nonnegative Matrix Factorization (NMF) of the rating matrix has shown to be an effective method to tackle the recommendation problem. In this paper we propose new methods based on the NMF of the rating matrix and we compare them with…
Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…
We present a new data-driven benchmark system to evaluate the performance of new MCMC samplers. Taking inspiration from the COCO benchmark in optimization, we view this task as having critical importance to machine learning and statistics…
We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…
We present a Bayesian nonparametric Poisson factorization model for modeling network data with an unknown and potentially growing number of overlapping communities. The construction is based on completely random measures and allows the…
One of the main current challenges in itemset mining is to discover a small set of high-quality itemsets. In this paper we propose a new and general approach for measuring the quality of itemsets. The method is solidly founded in Bayesian…
Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…
Source apportionment analysis, which aims to quantify the attribution of observed concentrations of multiple air pollutants to specific sources, can be formulated as a non-negative matrix factorization (NMF) problem. However, NMF is…
Non-negative Matrix Factorization (NMF) is one of the most popular techniques for data representation and clustering, and has been widely used in machine learning and data analysis. NMF concentrates the features of each sample into a…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
We consider filters for the detection and extraction of compact sources on a background. We make a one-dimensional treatment (though a generalization to two or more dimensions is possible) assuming that the sources have a Gaussian profile…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
Nonnegative matrix factorization (NMF) is a powerful class of feature extraction techniques that has been successfully applied in many fields, namely in signal and image processing. Current NMF techniques have been limited to a…
This paper surveys some well-established approaches on the approximation of Bayes factors used in Bayesian model choice, mostly as covered in Chen et al. (2000). Our focus here is on methods that are based on importance sampling strategies…
Nonnegative Matrix Factorization (NMF) is a widely-used data analysis technique, and has yielded impressive results in many real-world tasks. Generally, existing NMF methods represent each sample with several centroids, and find the optimal…
Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…