Related papers: Simple Root Cause Analysis by Separable Likelihood…
The COVID-19 pandemic provides new motivation for a classic problem in epidemiology: estimating the empirical rate of transmission during an outbreak (formally, the time-varying reproduction number) from case counts. While standard methods…
Causal discovery, i.e., learning the causal graph from data, is often the first step toward the identification and estimation of causal effects, a key requirement in numerous scientific domains. Causal discovery is hampered by two main…
In this paper, we develop a family of bivariate beta distributions that encapsulate both positive and negative correlations, and which can be of general interest for Bayesian inference. We then invoke a use of these bivariate distributions…
Learning a Bayesian network (BN) from data can be useful for decision-making or discovering causal relationships. However, traditional methods often fail in modern applications, which exhibit a larger number of observed variables than data…
We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…
We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive…
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…
Causal discovery is a difficult problem that typically relies on strong assumptions on the data-generating model, such as non-Gaussianity. In practice, many modern applications provide multiple related views of the same system, which has…
Robust principal component analysis (RPCA) seeks a low-rank component and a sparse component from their summation. Yet, in many applications of interest, the sparse foreground actually replaces, or occludes, elements from the low-rank…
Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…
Recent advances in molecular biology allow the quantification of the transcriptome and scoring transcripts as differentially or equally expressed between two biological conditions. Although these two tasks are closely linked, the available…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
This paper presents an approach for side channel cryptanalysis with iterative approximate Bayesian inference, based on sequential decoding methods. Reliability information about subkey hypotheses is generated in the form of likelihoods, and…
In both observational data and randomized control trials, researchers select statistical models to articulate how the outcome of interest varies with combinations of observable covariates. Choosing a model that is too simple can obfuscate…
Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…
There are several existing algorithms that under appropriate assumptions can reliably identify a subset of the underlying causal relationships from observational data. This paper introduces the first computationally feasible score-based…
Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…
We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…
The aim of this paper is to discuss a recent result which shows that probabilistic inference in the presence of (unknown) causal mechanisms can be tractable for models that have traditionally been viewed as intractable. This result was…