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L1-ball-type priors are a recent generalization of the spike-and-slab priors. By transforming a continuous precursor distribution to the L1-ball boundary, it induces exact zeros with positive prior and posterior probabilities. With great…
We consider Bayesian inference from multiple time series described by a common state-space model (SSM) structure, but where different subsets of parameters are shared between different submodels. An important example is disease-dynamics,…
Over the last decade, a large variety of clustering algorithms have been developed to detect coregulatory relationships among genes from microarray gene expression data. Model based clustering approaches have emerged as statistically well…
\emph{Sampling} constitutes an important tool in a variety of areas: from machine learning and combinatorial optimization to computational physics and biology. A central class of sampling algorithms is the \emph{Markov Chain Monte Carlo}…
For large-scale testing with graph-associated data, we present an empirical Bayes mixture technique to score local false discovery rates. Compared to empirical Bayes procedures that ignore the graph, the proposed method gains power in…
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…
Kelly (2007, hereafter K07) described an efficient algorithm, using Gibbs sampling, for performing linear regression in the fairly general case where non-zero measurement errors exist for both the covariates and response variables, where…
Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…
Mixed data refers to a type of data in which variables can be of multiple types, such as continuous, discrete, or categorical. This data is routinely collected in various fields, including healthcare and social sciences. A common goal in…
Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…
Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…
This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…
Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…
We present a graph-regularized learning of Gaussian Mixture Models (GMMs) in distributed settings with heterogeneous and limited local data. The method exploits a provided similarity graph to guide parameter sharing among nodes, avoiding…
Graphical model selection is a seemingly impossible task when many pairs of variables are never jointly observed; this requires inference of conditional dependencies with no observations of corresponding marginal dependencies. This…
We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…
Weakly supervised text-to-person image matching, as a crucial approach to reducing models' reliance on large-scale manually labeled samples, holds significant research value. However, existing methods struggle to predict complex one-to-many…
Maximum weight matching is one of the most fundamental combinatorial optimization problems with a wide range of applications in data mining and bioinformatics. Developing distributed weighted matching algorithms is challenging due to the…
In this paper, we introduce a new and efficient data augmentation approach to the posterior inference of the models with shape parameters when the reciprocal gamma function appears in full conditional densities. Our approach is to…
Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…