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We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on $\mathbf{Z}^d$ such that the…

Probability · Mathematics 2026-05-20 Corentin Faipeur

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…

Methodology · Statistics 2013-10-15 Mingyuan Zhou , Lawrence Carin

The analysis of practical probabilistic models on the computer demands a convenient representation for the available knowledge and an efficient algorithm to perform inference. An appealing representation is the influence diagram, a network…

Artificial Intelligence · Computer Science 2013-04-15 Ross D. Shachter

Understanding how stochastic gene expression is regulated in biological systems using snapshots of single-cell transcripts requires state-of-the-art methods of computational analysis and statistical inference. A Bayesian approach to…

Quantitative Methods · Quantitative Biology 2018-12-10 Yen Ting Lin , Nicolas E. Buchler

We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…

Machine Learning · Statistics 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

We extend the feature selection methodology to dependent data and propose a novel time series predictor selection scheme that accommodates statistical dependence in a more typical i.i.d sub-sampling based framework. Furthermore, the…

Methodology · Statistics 2019-05-21 Avleen S. Bijral

A novel formalism for Bayesian learning in the context of complex inference models is proposed. The method is based on the use of the Stationary Fokker--Planck (SFP) approach to sample from the posterior density. Stationary Fokker--Planck…

Disordered Systems and Neural Networks · Physics 2009-10-26 Arturo Berrones

We establish parameter inference for the Poisson canonical polyadic (PCP) model of tensor count data through a latent-variable formulation. Our approach exploits the property that any random tensor that follows the PCP model can be derived…

Statistics Theory · Mathematics 2025-11-26 Carlos Llosa-Vite , Daniel M. Dunlavy , Richard B. Lehoucq , Oscar López , Arvind Prasadan

Item response theory (IRT) is a non-linear generative probabilistic paradigm for using exams to identify, quantify, and compare latent traits of individuals, relative to their peers, within a population of interest. In pre-existing…

Machine Learning · Computer Science 2019-12-06 Joshua C. Chang , Shashaank Vattikuti , Carson C. Chow

We consider a bivariate first hitting-time model in which durations are the crossing times of dependent compound Poisson processes with fixed thresholds. The identifiability of the model is discussed, and likelihood estimators of the model…

Methodology · Statistics 2025-04-14 Mikael Escobar-Bach , Alexandre Popier , Malo Sahin

We introduce a dependent Bayesian nonparametric model for the probabilistic modeling of membership of subgroups in a community based on partially replicated data. The focus here is on species-by-site data, i.e. community data where…

Statistics Theory · Mathematics 2017-10-18 Julyan Arbel , Kerrie Mengersen , Judith Rousseau

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et…

Computation · Statistics 2022-11-02 Frank van der Meulen , Moritz Schauer

Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Joshua T. Berryman , Tanja Schilling

We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

The goal of item response theoretic (IRT) models is to provide estimates of latent traits from binary observed indicators and at the same time to learn the item response functions (IRFs) that map from latent trait to observed response.…

Machine Learning · Statistics 2020-12-23 JBrandon Duck-Mayr , Roman Garnett , Jacob M. Montgomery

We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…

Machine Learning · Computer Science 2025-01-10 Shai Feldman , Yaniv Romano

Models for recommender systems use latent factors to explain the preferences and behaviors of users with respect to a set of items (e.g., movies, books, academic papers). Typically, the latent factors are assumed to be static and, given…

Machine Learning · Computer Science 2015-09-16 Laurent Charlin , Rajesh Ranganath , James McInerney , David M. Blei

Individual Based Models (IBMs) and Agent Based Models (ABMs) have become widely used tools to understand complex biological systems. However, general methods of parameter inference for IBMs are not available. In this paper we show that it…

Quantitative Methods · Quantitative Biology 2010-11-10 Leah R. Johnson , Cheryl J. Briggs

Edge-caching is recognized as an efficient technique for future cellular networks to improve network capacity and user-perceived quality of experience. To enhance the performance of caching systems, designing an accurate content request…

Signal Processing · Electrical Eng. & Systems 2019-03-08 Sajad Mehrizi , Anestis Tsakmalis , Symeon Chatzinotas , Bjorn Ottersten

In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…

Methodology · Statistics 2020-04-08 M. Bevilacqua , C. Caamaño , C. Gaetan