Related papers: A Factor Graph Approach to Automated Design of Bay…
Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…
In federated learning problems, data is scattered across different servers and exchanging or pooling it is often impractical or prohibited. We develop a Bayesian nonparametric framework for federated learning with neural networks. Each data…
In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix…
This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…
Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…
The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…
In various practical situations, matrix factorization methods suffer from poor data quality, such as high data sparsity and low signal-to-noise ratio (SNR). Here, we consider a matrix factorization problem by utilizing auxiliary…
We introduce factorize sum split product networks (FSPNs), a new class of probabilistic graphical models (PGMs). FSPNs are designed to overcome the drawbacks of existing PGMs in terms of estimation accuracy and inference efficiency.…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
Federated learning is a contemporary machine learning paradigm where locally trained models are distilled into a global model. Due to the intrinsic permutation invariance of neural networks, Probabilistic Federated Neural Matching (PFNM)…
The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…
Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…
Probabilistic programming frameworks are powerful tools for statistical modelling and inference. They are not immediately generalisable to phylogenetic problems due to the particular computational properties of the phylogenetic tree object.…
Graph neural networks (GNNs) excel at predictive tasks on graph-structured data but often lack the ability to incorporate symbolic domain knowledge and perform general reasoning. Relational Bayesian Networks (RBNs), in contrast, enable…
Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…
Sequential algorithms are popular for experimental design, enabling emulation, optimisation and inference to be efficiently performed. For most of these applications bespoke software has been developed, but the approach is general and many…
In this manuscript, a general method for deriving filtering algorithms that involve a network of interconnected Bayesian filters is proposed. This method is based on the idea that the processing accomplished inside each of the Bayesian…
Liesel is a new probabilistic programming framework developed with the aim of supporting research on Bayesian inference based on Markov chain Monte Carlo (MCMC) simulations in general and semi-parametric regression specifications in…