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We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and…

Probability · Mathematics 2019-01-18 Sarat B. Moka , Dirk P. Kroese

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

Autonomous vehicles are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, thus posing a great…

Robotics · Computer Science 2019-10-24 Yaohui Guo , Vinay Varma Kalidindi , Mansur Arief , Wenshuo Wang , Jiacheng Zhu , Huei Peng , Ding Zhao

This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…

Methodology · Statistics 2014-07-14 Flore Harlé , Florent Chatelain , Cédric Gouy-Pailler , Sophie Achard

Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…

Machine Learning · Statistics 2018-04-20 Mark Kozdoba , Shie Mannor

Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…

Machine Learning · Computer Science 2024-07-01 Maksim Sinelnikov , Manuel Haussmann , Harri Lähdesmäki

Occupancy models are frequently used by ecologists to quantify spatial variation in species distributions while accounting for observational biases in the collection of detection-nondetection data. However, the common assumption that a…

We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a…

Social and Information Networks · Computer Science 2014-05-02 Yoon-Sik Cho , Aram Galstyan , P. Jeffrey Brantingham , George Tita

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Particle dynamics and multi-agent systems provide accurate dynamical models for studying and forecasting the behavior of complex interacting systems. They often take the form of a high-dimensional system of differential equations…

Machine Learning · Computer Science 2023-08-09 Yuxuan Liu , Scott G. McCalla , Hayden Schaeffer

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

Second-order statistics play a crucial role in analysing point processes. Previous research has specifically explored locally weighted second-order statistics for point processes, offering diagnostic tests in various spatial domains.…

Methodology · Statistics 2024-04-17 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

The explosion of activity in finding interactions in complex systems is driven by availability of copious observations of complex natural systems. However, such systems, e.g. the human brain, are rarely completely observable. Interaction…

Data Analysis, Statistics and Probability · Physics 2019-04-17 Danh-Tai Hoang , Junghyo Jo , Vipul Periwal

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

We develop a Gaussian process framework for learning interaction kernels in multi-species interacting particle systems from trajectory data. Such systems provide a canonical setting for multiscale modeling, where simple microscopic…

Machine Learning · Statistics 2025-11-05 Jinchao Feng , Charles Kulick , Sui Tang

Logistic Regression (LR) is a widely used statistical method in empirical binary classification studies. However, real-life scenarios oftentimes share complexities that prevent from the use of the as-is LR model, and instead highlight the…

Machine Learning · Computer Science 2024-05-15 Michela C. Massi , Nicola R. Franco , Francesca Ieva , Andrea Manzoni , Anna Maria Paganoni , Paolo Zunino

Interacting systems are ubiquitous in nature and engineering, ranging from particle dynamics in physics to functionally connected brain regions. These interacting systems can be modeled by graphs where edges correspond to the interactions…

Machine Learning · Computer Science 2024-01-25 Zhichao Han , Olga Fink , David S. Kammer

The quality of generalized linear models (GLMs), frequently used by insurance companies, depends on the choice of interacting variables. The search for interactions is time-consuming, especially for data sets with a large number of…

Machine Learning · Statistics 2025-05-21 Yevhen Havrylenko , Julia Heger