Related papers: The Sparse Latent Position Model for nonnegative w…
This paper develops alternative hyperparameters for specifying sparse Recurrent Neural Networks (RNNs). These hyperparameters allow for varying sparsity within the trainable weight matrices of the model while improving overall performance.…
In complex systems, networks represent connectivity relationships between nodes through edges. Latent space models are crucial in analyzing network data for tasks like community detection and link prediction due to their interpretability…
We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…
Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
Dynamic multilayer networks frequently represent the structure of multiple co-evolving relations; however, statistical models are not well-developed for this prevalent network type. Here, we propose a new latent space model for dynamic…
This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
In this paper, we present an infinite hierarchical non-parametric Bayesian model to extract the hidden factors over observed data, where the number of hidden factors for each layer is unknown and can be potentially infinite. Moreover, the…
In recent years, network embedding methods have garnered increasing attention because of their effectiveness in various information retrieval tasks. The goal is to learn low-dimensional representations of vertexes in an information network…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
The centrality in a network is often used to measure nodes' importance and model network effects on a certain outcome. Empirical studies widely adopt a two-stage procedure, which first estimates the centrality from the observed noisy…
Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…
The paper exposes a non-parametric approach to latent and co-latent modeling of bivariate data, based upon alternating minimization of the Kullback-Leibler divergence (EM algorithm) for complete log-linear models. For categorical data, the…
This paper addresses the problem of learning a sparse structure Bayesian network from high-dimensional discrete data. Compared to continuous Bayesian networks, learning a discrete Bayesian network is a challenging problem due to the large…
This paper begins with considering the identification of sparse linear time-invariant networks described by multivariable ARX models. Such models possess relatively simple structure thus used as a benchmark to promote further research. With…
Deep Neural Networks have been used in a wide variety of applications with significant success. However, their highly complex nature owing to comprising millions of parameters has lead to problems during deployment in pipelines with low…
In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…
Network analysis has played a key role in knowledge discovery and data mining. In many real-world applications in recent years, we are interested in mining multilayer networks, where we have a number of edge sets called layers, which encode…
The statistical mechanical approach to complex networks is the dominant paradigm in describing natural and societal complex systems. The study of network properties, and their implications on dynamical processes, mostly focus on locally…