Related papers: Bayesian Fused Lasso regression for dynamic binary…
We introduce a new empirical Bayes approach for large-scale multiple linear regression. Our approach combines two key ideas: (i) the use of flexible "adaptive shrinkage" priors, which approximate the nonparametric family of scale mixture of…
Motivated by the need of the linking records across various databases, we propose a novel graphical model based classifier that uses a mixture of Poisson distributions with latent variables. The idea is to derive insight into each pair of…
We introduce Bayesian additive regression trees (BART) for log-linear models including multinomial logistic regression and count regression with zero-inflation and overdispersion. BART has been applied to nonparametric mean regression and…
The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial…
The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…
Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…
We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…
In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model is a restraint on sparsity of precision matrices, and a…
Multivariate binary distributions can be decomposed into products of univariate conditional distributions. Recently popular approaches have modeled these conditionals through neural networks with sophisticated weight-sharing structures. It…
Neural networks with binary weights are computation-efficient and hardware-friendly, but their training is challenging because it involves a discrete optimization problem. Surprisingly, ignoring the discrete nature of the problem and using…
We propose a Bayesian methodology for one-mode projecting a bipartite network that is being observed across a series of discrete time steps. The resulting one mode network captures the uncertainty over the presence/absence of each link and…
This paper introduces a new type of probabilistic semiparametric model that takes advantage of data binning to reduce the computational cost of kernel density estimation in nonparametric distributions. Two new conditional probability…
We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…
We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…
Logistic regression models for binomial responses are routinely used in statistical practice. However, the maximum likelihood estimate may not exist due to data separability. We address this issue by considering a conjugate prior penalty…
We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…
We propose a scalable temporal latent space model for link prediction in dynamic social networks, where the goal is to predict links over time based on a sequence of previous graph snapshots. The model assumes that each user lies in an…
We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…
The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…
Many real-world complex systems are well represented as multilayer networks; predicting interactions in those systems is one of the most pressing problems in predictive network science. To address this challenge, we introduce two stochastic…