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Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…
In recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of…
Individual-based models of contagious processes are useful for predicting epidemic trajectories and informing intervention strategies. In such models, the incorporation of contact network information can capture the non-randomness and…
We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…
Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…
This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rapidly developed in the past decades. In this work, we focus…
In this work, we address the problem of solving a series of underdetermined linear inverse problems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of the…
We introduce a general Bayesian framework for graph matching grounded in a new theory of exchangeable random permutations. Leveraging the cycle representation of permutations and the literature on exchangeable random partitions, we define,…
Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
There have been rapid developments in model-based clustering of graphs, also known as block modelling, over the last ten years or so. We review different approaches and extensions proposed for different aspects in this area, such as the…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…
We consider Bayesian estimation of a $p\times p$ precision matrix, when $p$ can be much larger than the available sample size $n$. It is well known that consistent estimation in such ultra-high dimensional situations requires regularization…
We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…
The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution…
This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…
Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…