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We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…
Detecting shared neural activity from functional magnetic resonance imaging (fMRI) across individuals exposed to the same stimulus can reveal synchronous brain responses, functional roles of regions, and potential clinical biomarkers.…
Mean Field Variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is its (sometimes severe) underestimates of the…
Bayesian inference methods such as Markov Chain Monte Carlo (MCMC) typically require repeated computations of the likelihood function, but in some scenarios this is infeasible and alternative methods are needed. Simulation-based inference…
We apply the hybrid Monte Carlo (HMC) algorithm to the financial time sires analysis of the stochastic volatility (SV) model for the first time. The HMC algorithm is used for the Markov chain Monte Carlo (MCMC) update of volatility…
Lifetime data with spatial correlations are often collected for analysis in modern engineering, clinical, and medical applications. For such spatial lifetime data, statistical models usually account for the spatial dependence through…
While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical MCMC algorithms are prohibitively slow when both the…
Traditional regression models assume stationary relationships between predictors and responses, failing to capture the spatial heterogeneity present in many environmental, epidemiological, and ecological processes. To address this…
Recent variational Bayes methods for geospatial regression, proposed as an alternative to computationally expensive Markov chain Monte Carlo (MCMC) sampling, have leveraged Nearest Neighbor Gaussian processes (NNGP) to achieve scalability.…
Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…
Functional magnetic resonance imaging (fMRI) plays a crucial role in neuroimaging, enabling the exploration of brain activity through complex-valued signals. These signals, composed of magnitude and phase, offer a rich source of information…
Magnetic resonance imaging (MRI) plays a vital role in the scientific investigation and clinical management of multiple sclerosis. Analyses of binary multiple sclerosis lesion maps are typically "mass univariate" and conducted with standard…
We investigate the performance and characteristics of currently available VB and MCMC software to explore the practicability of available approaches and provide guidance for clinical practitioners. Two case studies are used to fully explore…
Variational Bayes (VB), also known as independent mean-field approximation, has become a popular method for Bayesian network inference in recent years. Its application is vast, e.g. in neural network, compressed sensing, clustering, etc. to…
We present a novel Bayesian approach to analysing multiple time-series with the aim of detecting abnormal regions. These are regions where the properties of the data change from some normal or baseline behaviour. We allow for the…
In the past three decades, neuroimaging has provided important insights into structure-function relationships in the human brain. Recently, however, the methods for analyzing functional magnetic resonance imaging (fMRI) data have come under…
The effects of different parametrizations on the convergence of Bayesian computational algorithms for hierarchical models are well explored. Techniques such as centering, noncentering and partial noncentering can be used to accelerate…
Capturing dynamic spatiotemporal neural activity is essential for understanding large-scale brain mechanisms. Functional magnetic resonance imaging (fMRI) provides high-resolution cortical representations that form a strong basis for…
Functional magnetic resonance imaging (fMRI) data provides information concerning activity in the brain and in particular the interactions between brain regions. Resting state fMRI data is widely used for inferring connectivities in the…
We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…