Related papers: Monte Carlo Information Geometry: The dually flat …
The primary objects of study in information geometry are statistical manifolds, which are parametrized families of probability measures, induced with the Fisher-Rao metric and a pair of torsion-free conjugate connections. In recent work,…
Estimating the model evidence - or mariginal likelihood of the data - is a notoriously difficult task for finite and infinite mixture models and we reexamine here different Monte Carlo techniques advocated in the recent literature, as well…
Monte Carlo (MC) generators are crucial for analyzing data in particle collider experiments. However, often even a small mismatch between the MC simulations and the measurements can undermine the interpretation of the results. This is…
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…
We propose a new space of phylogenetic trees which we call wald space. The motivation is to develop a space suitable for statistical analysis of phylogenies, but with a geometry based on more biologically principled assumptions than…
Random non-commutative geometries are introduced by integrating over the space of Dirac operators that form a spectral triple with a fixed algebra and Hilbert space. The cases with the simplest types of Clifford algebra are investigated…
Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…
The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…
We propose a novel method to learn intractable distributions from their samples. The main idea is to use a parametric distribution model, such as a Gaussian Mixture Model (GMM), to approximate intractable distributions by minimizing the…
The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…
We develop a generally applicable full-information inference method for heterogeneous agent models, combining aggregate time series data and repeated cross sections of micro data. To handle unobserved aggregate state variables that affect…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
The paper exposes a non-parametric approach to latent and co-latent modeling of bivariate data, based upon alternating minimization of the Kullback-Leibler divergence (EM algorithm) for complete log-linear models. For categorical data, the…
The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…
In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…
We investigate the geometry of the maximal a posteriori (MAP) partition in the Bayesian Mixture Model where the component and the base distributions are chosen from conjugate exponential families. We prove that in this case the clusters are…
We study mixed models with a single grouping factor, where inference about unknown parameters requires optimizing a marginal likelihood defined by an intractable integral. Low-dimensional numerical integration techniques are regularly used…
Continuous mixtures of distributions are widely employed in the statistical literature as models for phenomena with highly divergent outcomes; in particular, many familiar heavy-tailed distributions arise naturally as mixtures of…
We describe a Monte Carlo method to approximate the maximum likelihood estimate (MLE), when there are missing data and the observed data likelihood is not available in closed form. This method uses simulated missing data that are…