Related papers: MultiBUGS: A parallel implementation of the BUGS m…
Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…
Multidimensional scaling (MDS) is widely used to reconstruct a low-dimensional representation of high-dimensional data while preserving pairwise distances. However, Bayesian MDS approaches based on Markov chain Monte Carlo (MCMC) face…
Survival analysis is one of the most important fields of statistics in medicine and the biological sciences. In addition, the computational advances in the last decades have favoured the use of Bayesian methods in this context, providing a…
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,…
It is time-consuming and error-prone to implement inference procedures for each new probabilistic model. Probabilistic programming addresses this problem by allowing a user to specify the model and having a compiler automatically generate…
Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution. We build a rigorous foundational framework for pMCMC algorithms that situates these…
As the scale of models and training data continues to grow, there is an expanding reliance on more GPUs to train large-scale models, which inevitably increases the likelihood of encountering dynamic stragglers that some devices lag behind…
This work systematically compares parallel implementations of consistent (asymptotically unbiased) Bayesian deep learning algorithms: sequential Monte Carlo sampler (SMC$_\parallel$) or Markov chain Monte Carlo (MCMC$_\parallel$). We…
The R package BiDAG implements Markov chain Monte Carlo (MCMC) methods for structure learning and sampling of Bayesian networks. The package includes tools to search for a maximum a posteriori (MAP) graph and to sample graphs from the…
In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life…
There is an explosion of data, documents, and other content, and people require tools to analyze and interpret these, tools to turn the content into information and knowledge. Topic modeling have been developed to solve these problems.…
This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…
In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…
Developing foundation models in medical imaging requires continuous monitoring of downstream performance. Researchers are burdened with tracking numerous experiments, design choices, and their effects on performance, often relying on…
We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…
A parallel code has been written in FORTRAN90, C, and MPI for the analysis of biological simulation data. Using a master/slave algorithm, the software operates on AMBER generated trajectory data using either UNIX or MPI file IO, and it…
We deal with estimation of multiple dipoles from combined MEG and EEG time--series. We use a sequential Monte Carlo algorithm to characterize the posterior distribution of the number of dipoles and their locations. By considering three test…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…
Parallel real-time embedded applications can be modelled as directed acyclic graphs (DAGs) whose nodes model subtasks and whose edges model precedence constraints among subtasks. Efficiently scheduling such parallel tasks can be challenging…
Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…