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Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

A nonlinear-dynamical algorithm for city planning is proposed as an Impulse Pattern Formulation (IPF) for predicting relevant parameters like health, artistic freedom, or financial developments of different social or political stakeholders…

Adaptation and Self-Organizing Systems · Physics 2024-06-18 Rolf Bader , Simon Linke , Stefanie Gernert

We derive an exact probabilistic representation for the evolution of a Hubbard model with site- and spin-dependent hopping coefficients and site-dependent interactions in terms of an associated stochastic dynamics of a collection of Poisson…

We present a probabilistic model for learning from dynamic relational data, wherein the observed interactions among networked nodes are modeled via the Bernoulli Poisson link function, and the underlying network structure are characterized…

Social and Information Networks · Computer Science 2018-05-29 Sikun Yang , Heinz Koeppl

We extend our BDI (birth-death-immigration) process based stochastic model of an infectious disease to time-nonhomogeneous cases. First, we discuss the deterministic model, and derive the expected value of the infection process. Then as an…

Methodology · Statistics 2021-01-25 Hisashi Kobayashi

We propose a novel class of dynamic shrinkage processes for Bayesian time series and regression analysis. Building upon a global-local framework of prior construction, in which continuous scale mixtures of Gaussian distributions are…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

We describe the combinatorial stochastic process underlying a sequence of conditionally independent Bernoulli processes with a shared beta process hazard measure. As shown by Thibaux and Jordan [TJ07], in the special case when the…

Probability · Mathematics 2015-01-05 Daniel M. Roy

We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…

Machine Learning · Statistics 2018-03-13 Hongyi Ding , Young Lee , Issei Sato , Masashi Sugiyama

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Methodology · Statistics 2024-04-02 Michele Peruzzi , David B. Dunson

Constraining the many biological parameters that govern cortical dynamics is computationally and conceptually difficult because of the curse of dimensionality. This paper addresses these challenges by proposing (1) a novel data-informed…

Neurons and Cognition · Quantitative Biology 2021-12-30 Zhuo-Cheng Xiao , Kevin K. Lin , Lai-Sang Young

We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…

Statistics Theory · Mathematics 2016-11-23 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

Bayesian inference provides principled uncertainty quantification but is often limited by the challenges of prior and likelihood elicitation. The martingale posterior (MGP) (Fong et al., 2023) offers an alternative by replacing these…

Methodology · Statistics 2026-05-29 Kenyon Ng , Edwin Fong , David T. Frazier , Jeremias Knoblauch , Susan Wei

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

We present a general framework, the coupled compound Poisson factorization (CCPF), to capture the missing-data mechanism in extremely sparse data sets by coupling a hierarchical Poisson factorization with an arbitrary data-generating model.…

Machine Learning · Computer Science 2017-01-10 Mehmet E. Basbug , Barbara E. Engelhardt

This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…

Probability · Mathematics 2016-04-19 R. Garra , E. Orsingher , M. Scavino

Model-based testing (MBT) is a well-known technology, which allows for automatic test case generation, execution and evaluation. To test non-functional properties, a number of test MBT frameworks have been developed to test systems with…

Logic in Computer Science · Computer Science 2015-04-10 Marcus Gerhold , Mariëlle Stoelinga

Many properties of perceptual decision making are well-modeled by deep neural networks. However, such architectures typically treat decisions as instantaneous readouts, overlooking the temporal dynamics of the decision process. We present…

Neurons and Cognition · Quantitative Biology 2025-11-25 Hayden R. Johnson , Anastasia N. Krouglova , Hadi Vafaii , Jacob L. Yates , Pedro J. Gonçalves

We define a family of probability distributions for random count matrices with a potentially unbounded number of rows and columns. The three distributions we consider are derived from the gamma-Poisson, gamma-negative binomial, and…

Methodology · Statistics 2015-07-14 Mingyuan Zhou , Oscar Hernan Madrid Padilla , James G. Scott

We consider the Ising model on a supercritical Galton-Watson tree $\mathbf{T}_n$ of depth $n$ with a sparse random external field, given by a collection of i.i.d. Bernouilli random variables with vanishing parameter $p_n$. This may me…

Probability · Mathematics 2024-10-24 Irene Ayuso Ventura , Quentin Berger