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We introduce and develop moment propagation for approximate Bayesian inference. This method can be viewed as a variance correction for mean field variational Bayes which tends to underestimate posterior variances. Focusing on the case where…

Computation · Statistics 2022-11-22 John Ormerod , Weichang Yu

Belief propagation (BP) is a powerful tool to solve distributed inference problems, though it is limited by short cycles in the corresponding factor graph. Such cycles may lead to incorrect solutions or oscillatory behavior. Only for…

Systems and Control · Computer Science 2018-02-08 Christopher Lindberg , Julien M. Hendrickx , Henk Wymeersch

Expectation Propagation (EP) is a widely used message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions (beliefs) using intermediate functions (messages). While…

Information Theory · Computer Science 2026-01-30 Zilu Zhao , Fangqing Xiao , Dirk Slock

Data association, the problem of reasoning over correspondence between targets and measurements, is a fundamental problem in tracking. This paper presents a graphical model formulation of data association and applies an approximate…

Artificial Intelligence · Computer Science 2014-12-16 Jason L. Williams , Roslyn A. Lau

We study approximation methods for a large class of mixed models with a probit link function that includes mixed versions of the binomial model, the multinomial model, and generalized survival models. The class of models is special because…

Computation · Statistics 2021-10-28 Benjamin Christoffersen , Mark Clements , Hedvig Kjellström , Keith Humphreys

We show how to train the fast dependency parser of Smith and Eisner (2008) for improved accuracy. This parser can consider higher-order interactions among edges while retaining O(n^3) runtime. It outputs the parse with maximum expected…

Computation and Language · Computer Science 2015-08-11 Matthew R. Gormley , Mark Dredze , Jason Eisner

Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…

Computation · Statistics 2018-12-03 Suzanne Thornton , Wentao Li , Min-ge Xie

For a set of binary response variables, conditional mean models characterize the expected value of a response variable given the others and are popularly applied in longitudinal and network data analyses. The quadratic exponential binary…

Methodology · Statistics 2025-10-02 Ong Wei Yong , Lee Shao-Man , Hsueh Chia-Ming , Chang Sheng-Mao

Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the…

Methodology · Statistics 2026-03-13 Emanuele Aliverti

Expectation propagation is a general approach to fast approximate inference for graphical models. The existing literature treats models separately when it comes to deriving and coding expectation propagation inference algorithms. This comes…

Methodology · Statistics 2018-01-17 Wilson Y. Chen , Matt P. Wand

Linear mixed-effect models with two variance components are often used when variability comes from two sources. In genetics applications, variation in observed traits can be attributed to biological and environmental effects, and the…

Methodology · Statistics 2015-01-19 Qianshun Cheng , Xu Gao , Ryan Martin

Mixed Probit models are widely applied in many fields where prediction of a binary response is of interest. Typically, the random effects are assumed to be independent but this is seldom the case for many real applications. In the credit…

Applications · Statistics 2019-11-18 Elisa Tosetti , Veronica Vinciotti

Variational inference is a powerful concept that underlies many iterative approximation algorithms; expectation propagation, mean-field methods and belief propagations were all central themes at the school that can be perceived from this…

Machine Learning · Statistics 2014-09-23 Jack Raymond , Andre Manoel , Manfred Opper

We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…

Methodology · Statistics 2014-09-10 Zepu Zhang

Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general.…

Artificial Intelligence · Computer Science 2016-12-28 Wolfgang Gatterbauer

In this paper, we address the problem of finding a correspondence, or matching, between the functions of two programs in binary form, which is one of the most common task in binary diffing. We introduce a new formulation of this problem as…

Machine Learning · Computer Science 2022-01-03 Elie Mengin , Fabrice Rossi

Expectation propagation (EP) is a powerful approximate inference algorithm. However, a critical barrier in applying EP is that the moment matching in message updates can be intractable. Handcrafting approximations is usually tricky, and…

Machine Learning · Statistics 2019-11-11 Zheng Wang , Shandian Zhe

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

Efficient feature selection from high-dimensional datasets is a very important challenge in many data-driven fields of science and engineering. We introduce a statistical mechanics inspired strategy that addresses the problem of sparse…

Machine Learning · Statistics 2021-04-07 Alfredo Braunstein , Thomas Gueudré , Andrea Pagnani , Mirko Pieropan

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…

Methodology · Statistics 2015-03-19 Ryan Martin , Surya T. Tokdar