Related papers: A Bayesian Heteroscedastic GLM with Application to…

We propose a sparse vector autoregressive (VAR) hidden semi-Markov model (HSMM) for modeling temporal and contemporaneous (e.g. spatial) dependencies in multivariate nonstationary time series. The HSMM's generic state distribution is…

We describe a Bayesian approach to estimating luminosity functions. We derive the likelihood function and posterior probability distribution for the luminosity function, given the observed data, and we compare the Bayesian approach with…

Now over 20 years old, functional MRI (fMRI) has a large and growing literature that is best synthesised with meta-analytic tools. As most authors do not share image data, only the peak activation coordinates (foci) reported in the paper…

Background: Biomedical data are usually collections of longitudinal data assessed at certain points in time. Clinical observations assess the presences and severity of symptoms, which are the basis for description and modeling of disease…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Estimation of spatially-varying parameters for computationally expensive forward models governed by partial differential equations is addressed. A novel multiscale Bayesian inference approach is introduced based on deep probabilistic…

Neuronal brain activity in response to repeated stimuli can be perceived using functional magnetic resonance imaging (fMRI). In this paper, we develop a statistical model for fMRI data that estimates both the associated haemodynamic…

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…

A simple approach to obtaining uncertainty-aware neural networks for regression is to do Bayesian linear regression (BLR) on the representation from the last hidden layer. Recent work [Riquelme et al., 2018, Azizzadenesheli et al., 2018]…

A novel approach of accurately reconstructing storage ring's linear optics from turn-by-turn (TbT) data containing measurement error is introduced. This approach adopts a Bayesian inference based on the Markov Chain Monte-Carlo (MCMC)…

We introduce repriorisation, a data-dependent reparameterisation which transforms a Bayesian neural network (BNN) posterior to a distribution whose KL divergence to the BNN prior vanishes as layer widths grow. The repriorisation map acts…

In cohort studies binary outcomes are very often analyzed by logistic regression. However, it is well-known that when the goal is to estimate a risk ratio, the logistic regression is inappropriate if the outcome is common. In these cases, a…

The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…

The reversible jump Markov chain Monte Carlo (RJMCMC) method offers an across-model simulation approach for Bayesian estimation and model comparison, by exploring the sampling space that consists of several models of possibly varying…

Motivated by the needs of selecting important features for massive neuroimaging data, we propose a spatially varying coefficient model (SVCMs) with sparsity and piecewise smoothness imposed on the coefficient functions. A new class of…

Functional magnetic resonance imaging (fMRI) time series are known to exhibit long-range temporal dependencies that challenge traditional modeling approaches. In this study, we propose a novel computational pipeline to characterize and…

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Human brains exhibit highly organized multiscale neurophysiological dynamics. Understanding those dynamic changes and the neuronal networks involved is critical for understanding how the brain functions in health and disease. Functional…

Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…