Related papers: Probabilistic Bisection with Spatial Metamodels
Bayesian inference for spatial point patterns is often hindered computationally by intractable likelihoods. In the frequentist literature, estimating equations utilizing pseudolikelihoods have long been used for simulation-free parameter…
Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…
Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based…
Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…
Regression for spatially dependent outcomes poses many challenges, for inference and for computation. Non-spatial models and traditional spatial mixed-effects models each have their advantages and disadvantages, making it difficult for…
In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…
Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…
In this paper we introduce a novel Bayesian data augmentation approach for estimating the parameters of the generalised logistic regression model. We propose a P\'olya-Gamma sampler algorithm that allows us to sample from the exact…
We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and…
Recent studies have empirically investigated different methods to train stochastic neural networks on a classification task by optimising a PAC-Bayesian bound via stochastic gradient descent. Most of these procedures need to replace the…
We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…
We consider a novel challenge: approximating a distribution without the ability to randomly sample from that distribution. We study how such an approximation can be obtained using *weight queries*. Given some data set of examples, a weight…
We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Polya-Gamma distributions, which are constructed in detail. A variety of examples are…
Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that…
We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random…
Theorems relating permutations with objects in other fields of mathematics are often stated in terms of avoided patterns. Examples include various classes of Schubert varieties from algebraic geometry (Billey and Abe 2013), commuting…
Statistical inference based on moment conditions and estimating equations is of substantial interest when it is difficult to specify a full probabilistic model. We propose a Bayesian flavored model selection framework based on…
Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…
Spatial count data models are used to explain and predict the frequency of phenomena such as traffic accidents in geographically distinct entities such as census tracts or road segments. These models are typically estimated using Bayesian…
This study presents a Bayesian hierarchical model for analyzing spatially correlated functional data and handling irregularly spaced observations. The model uses Bernstein polynomial (BP) bases combined with autoregressive random effects,…