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Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…
It is natural for probabilistic programs to use conditionals to express alternative substructures in models, and loops (recursion) to express repeated substructures in models. Thus, probabilistic programs with conditionals and recursion…
Recently, techniques for applying convolutional neural networks to graph-structured data have emerged. Graph convolutional neural networks (GCNNs) have been used to address node and graph classification and matrix completion. Although the…
We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to a large class of discrete inference problems, even with infinite support and continuous priors. To express such models, we…
A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…
We propose an approach to do learning in Gaussian factor graphs. We treat all relevant quantities (inputs, outputs, parameters, latents) as random variables in a graphical model, and view both training and prediction as inference problems…
The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…
The practice of stochastic sensitivity analysis described in the decision analysis literature is a testimonial to the need for considering deviations from precise point estimates of uncertainty. We propose the use of Bayesian fuzzy…
Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…
Bayesian models of cognition have gained considerable traction in computational neuroscience and psychiatry. Their scopes are now expected to expand rapidly to artificial intelligence, providing general inference frameworks to support…
This paper develops an autonomous framework for systematic factor investing via agentic AI. Rather than relying on sequential manual prompts, our approach operationalizes the model as a self-directed engine that endogenously formulates…
We propose a sampling algorithm to perform system identification from a set of input-output graph signal pairs. The dynamics of the systems we study are given by a partially known adjacency matrix and a generic parametric graph filter of…
We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement that mined factors be directly executable and auditable, and that the discovery process remain…
Learning data representations that capture task-related features, but are invariant to nuisance variations remains a key challenge in machine learning. We introduce an automated Bayesian inference framework, called AutoBayes, that explores…
Transfer learning where the behavior of extracting transferable knowledge from the source domain(s) and reusing this knowledge to target domain has become a research area of great interest in the field of artificial intelligence.…
In recent years, we have witnessed a surge of Graph Neural Networks (GNNs), most of which can learn powerful representations in an end-to-end fashion with great success in many real-world applications. They have resemblance to Probabilistic…
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,…
In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…
We propose a framework for the derivation and evaluation of distributed iterative algorithms for receiver cooperation in interference-limited wireless systems. Our approach views the processing within and collaboration between receivers as…
The problem of clock offset estimation in a two-way timing exchange regime is considered when the likelihood function of the observation time stamps is exponentially distributed. In order to capture the imperfections in node oscillators,…