Related papers: Poisson Random Fields for Dynamic Feature Models
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
Markov chain Monte Carlo (MCMC) is widely used for Bayesian inference in models of complex systems. Performance, however, is often unsatisfactory in models with many latent variables due to so-called poor mixing, necessitating development…
Traditionally, Hawkes processes are used to model time--continuous point processes with history dependence. Here we propose an extended model where the self--effects are of both excitatory and inhibitory type and follow a Gaussian Process.…
Probabilistic modeling is one of the foundations of modern machine learning and artificial intelligence. In this paper, we propose a novel type of probabilistic models named latent dependency forest models (LDFMs). A LDFM models the…
Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and…
We present a theory-guided generalized Bayesian methodology for spatio-temporal raster data, which we use to train an ensemble of stochastic feed-forward neural networks with Gaussian-distributed weights. The methodology incorporates the…
We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…
While deep representation learning has become increasingly capable of separating task-relevant representations from other confounding factors in the data, two significant challenges remain. First, there is often an unknown and potentially…
A Bayesian nonparametric method of James, Lijoi \& Prunster (2009) used to predict future values of observations from normalized random measures with independent increments is modified to a class of models based on negative binomial…
In the marked temporal point processes (MTPP), a core problem is to parameterize the conditional joint PDF (probability distribution function) $p^*(m,t)$ for inter-event time $t$ and mark $m$, conditioned on the history. The majority of…
Edge-caching is recognized as an efficient technique for future wireless cellular networks to improve network capacity and user-perceived quality of experience. Due to the random content requests and the limited cache memory, designing an…
Invariants are a set of properties over program attributes that are expected to be true during the execution of a program. Since developing those invariants manually can be costly and challenging, there are a myriad of approaches that…
The Dirichlet process (DP) is one of the most popular Bayesian nonparametric models. An open problem with the DP is how to choose its infinite dimensional parameter (base measure) in case of lack of prior information. In this work we…
Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
We propose a nonparametric method for dynamic prediction in event history analysis with high-dimensional, time-dependent covariates. The approach estimates future conditional hazards by combining landmarking supermodels with gradient…
Newsroom in online ecosystem is difficult to untangle. With prevalence of social media, interactions between journalists and individuals become visible, but lack of understanding to inner processing of information feedback loop in public…
Forecasting recruitments is a key component of the monitoring phase of multicenter studies. One of the most popular techniques in this field is the Poisson-Gamma recruitment model, a Bayesian technique built on a doubly stochastic Poisson…
Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…
While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…