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Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows the description of…

Machine Learning · Statistics 2024-02-20 Enrico Giudice , Jack Kuipers , Giusi Moffa

We propose Bayesian methods for Gaussian graphical models that lead to sparse and adaptively shrunk estimators of the precision (inverse covariance) matrix. Our methods are based on lasso-type regularization priors leading to parsimonious…

Methodology · Statistics 2013-10-07 Rajesh Talluri , Veerabhadran Baladandayuthapani , Bani K. Mallick

In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed…

Machine Learning · Statistics 2018-06-08 Tatjana Pavlenko , Felix Leopoldo Rios

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…

Methodology · Statistics 2019-10-21 Anwesha Bhattacharyya , Yves Atchade

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and…

Machine Learning · Statistics 2016-05-19 Shaobo Han , Xuejun Liao , David B. Dunson , Lawrence Carin

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables…

Methodology · Statistics 2013-01-14 Jared S. Murray , David B. Dunson , Lawrence Carin , Joseph E. Lucas

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

We revisit the replica method for analyzing inference and learning in parametric models, considering situations where the data-generating distribution is unknown or analytically intractable. Instead of assuming idealized distributions to…

Disordered Systems and Neural Networks · Physics 2025-11-17 Takashi Takahashi

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…

Statistics Theory · Mathematics 2014-07-16 Sergios Agapiou , Johnathan M. Bardsley , Omiros Papaspiliopoulos , Andrew M. Stuart

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Graphical model learning and inference are often performed using Bayesian techniques. In particular, learning is usually performed in two separate steps. First, the graph structure is learned from the data; then the parameters of the model…

Statistics Theory · Mathematics 2013-09-09 Marco Scutari

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann