Related papers: Poisson Random Fields for Dynamic Feature Models

In competitive industries, a reliable yield forecasting is a prime factor to accurately determine the production costs and therefore ensure profitability. Indeed, quantifying the risks long before the effective manufacturing process enables…

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

Advances in data collection are producing growing volumes of temporal count observations, making adapted modeling increasingly necessary. In this work, we introduce a generative framework for independent component analysis of temporal count…

Gibbs random fields (GRF) are polymorphous statistical models that can be used to analyse different types of dependence, in particular for spatially correlated data. However, when those models are faced with the challenge of selecting a…

Analyzing the underlying structure of multiple time-sequences provides insights into the understanding of social networks and human activities. In this work, we present the \emph{Bayesian nonparametric Poisson process allocation} (BaNPPA),…

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

The Rapid Iterative FiTting (RIFT) parameter inference algorithm provides a simulation-based inference approach to efficient, highly-parallelized parameter inference for GW sources. Previous editions of RIFT have conservatively optimized…

In Das and Politis(2020), a model-free bootstrap(MFB) paradigm was proposed for generating prediction intervals of univariate, (locally) stationary time series. Theoretical guarantees for this algorithm was resolved in Wang and…

We propose Predictive Permutation Feature Selection (PPFS), a novel wrapper-based feature selection method based on the concept of Markov Blanket (MB). Unlike previous MB methods, PPFS is a universal feature selection technique as it can…

The distribution of genetic polymorphisms in a population contains information about the mutation rate and the strength of natural selection at a locus. Here, we show that the Poisson Random Field (PRF) method of population-genetic…

We propose a scale-free network model with a tunable power-law exponent. The Poisson growth model, as we call it, is an offshoot of the celebrated model of Barab\'{a}si and Albert where a network is generated iteratively from a small seed…

The world is evolving and so is the vocabulary used to discuss topics in speech. Analysing political speech data from more than 30 years requires the use of flexible topic models to uncover the latent topics and their change in prevalence…

Bayesian Poisson Non-Negative Matrix Factorization (NMF) is widely used to model count data, including in cancer mutational signature analysis. However, standard Gibbs samplers rely on computationally expensive Poisson augmentation, and…

An algorithm for automated construction of a sparse Bayesian network given an unstructured probabilistic model and causal domain information from an expert has been developed and implemented. The goal is to obtain a network that explicitly…

We introduce a flexible and scalable class of Bayesian geostatistical models for discrete data, based on the class of nearest neighbor mixture transition distribution processes (NNMP), referred to as discrete NNMP. The proposed class…

Inference and testing in general point process models such as the Hawkes model is predominantly based on asymptotic approximations for likelihood-based estimators and tests. As an alternative, and to improve finite sample performance, this…

We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider…

A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…