Related papers: Heron Inference for Bayesian Graphical Models
Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…
We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…
Gaussian graphical models, where it is assumed that the variables of interest jointly follow a multivariate normal distribution with a sparse precision matrix, have been used to study intrinsic dependence among variables, but the normality…
Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…
In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed that is able to capture strong trends and volatility in time…
Bayesian belief networks can be used to represent and to reason about complex systems with uncertain, incomplete and conflicting information. Belief networks are graphs encoding and quantifying probabilistic dependence and conditional…
Bayesian inference is an effective approach for solving statistical learning problems especially with uncertainty and incompleteness. However, inference efficiencies are physically limited by the bottlenecks of conventional computing…
A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…
Over the past 10 years Bayesian methods have rapidly grown more popular as several computationally intensive statistical algorithms have become feasible with increased computer power. In this paper, we begin with a general description of…
This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…
This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…
Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…
The Bayesian evidence, crucial ingredient for model selection, is arguably the most important quantity in Bayesian data analysis: at the same time, however, it is also one of the most difficult to compute. In this paper we present a…
Joint modeling of multiview graphs with a common set of nodes between views and auxiliary predictors is an essential, yet less explored, area in statistical methodology. Traditional approaches often treat graphs in different views as…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
Humans rely on effective representations to learn from few examples and abstract useful information from sensory data. Inducing such representations in machine learning models has been shown to improve their performance on various…
Graph convolutional neural networks (GCNN) have numerous applications in different graph based learning tasks. Although the techniques obtain impressive results, they often fall short in accounting for the uncertainty associated with the…
Restricted Boltzmann Machines and Deep Belief Networks have been successfully used in probabilistic generative model applications such as image occlusion removal, pattern completion and motion synthesis. Generative inference in such…
In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…
Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…