Related papers: Distributed Bayesian Matrix Factorization with Lim…

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for…

This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

In recent years, a number of methods have been developed for the dimension reduction and decomposition of multiple linked high-content data matrices. Typically these methods assume that just one dimension, rows or columns, is shared among…

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

This paper tackles the problem of decomposing binary data using matrix factorization. We consider the family of mean-parametrized Bernoulli models, a class of generative models that are well suited for modeling binary data and enables…

Large Language Models (LLMs) demonstrate strong few-shot generalization through in-context learning, yet their reasoning in dynamic and stochastic environments remains opaque. Prior studies mainly focus on static tasks and overlook the…

Background: Mendelian randomization (MR) is a useful approach to causal inference from observational studies when randomised controlled trials are not feasible. However, study heterogeneity of two association studies required in MR is often…

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Inference of the marginal probability distribution is defined as the calculation of the probability of a subset of the variables and is relevant for handling missing data and hidden variables. While inference of the marginal probability…

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…

Matrix factorization (MF) discovers latent features from observations, which has shown great promises in the fields of collaborative filtering, data compression, feature extraction, word embedding, etc. While many problem-specific…

Matrix decomposition is a popular and fundamental approach in machine learning and data mining. It has been successfully applied into various fields. Most matrix decomposition methods focus on decomposing a data matrix from one single…

Deep matrix factorizations (deep MFs) are recent unsupervised data mining techniques inspired by constrained low-rank approximations. They aim to extract complex hierarchies of features within high-dimensional datasets. Most of the loss…

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation of the marginal likelihood from a simulated posterior distribution is central to Bayesian model selection but is computationally difficult. I argue that the marginal likelihood can be reliably computed from a posterior sample by…

Varying coefficient models (VCMs) are widely used for estimating nonlinear regression functions for functional data. Their Bayesian variants using Gaussian process priors on the functional coefficients, however, have received limited…

We present a matrix factorization algorithm that scales to input matrices that are large in both dimensions (i.e., that contains morethan 1TB of data). The algorithm streams the matrix columns while subsampling them, resulting in low…