Related papers: Bayesian Allocation Model: Inference by Sequential…
This paper introduces Bayesian Flow Networks (BFNs), a new class of generative model in which the parameters of a set of independent distributions are modified with Bayesian inference in the light of noisy data samples, then passed as input…
We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the…
Density estimation is essential for generative modeling, particularly with the rise of modern neural networks. While existing methods capture complex data distributions, they often lack interpretability and uncertainty quantification.…
Complex dynamic systems can be investigated by fitting mechanistic stochastic dynamic models to time series data. In this context, commonly used Monte Carlo inference procedures for model selection and parameter estimation quickly become…
This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…
We present a Bayesian nonparametric Poisson factorization model for modeling network data with an unknown and potentially growing number of overlapping communities. The construction is based on completely random measures and allows the…
We introduce a comprehensive Bayesian multivariate predictive inference framework. The basis for our framework is a hierarchical Bayesian model, that is a mixture of finite Polya trees corresponding to multiple dyadic partitions of the unit…
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 the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…
We consider the problem of discriminative factor analysis for data that are in general non-Gaussian. A Bayesian model based on the ranks of the data is proposed. We first introduce a new {\em max-margin} version of the rank-likelihood. A…
Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such…
We introduce a new class of semiparametric latent variable models for long memory discretized event data. The proposed methodology is motivated by a study of bird vocalizations in the Amazon rain forest; the timings of vocalizations exhibit…
In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB)…
We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…
It has become routine to collect data that are structured as multiway arrays (tensors). There is an enormous literature on low rank and sparse matrix factorizations, but limited consideration of extensions to the tensor case in statistics.…
The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In…
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…
Traditional Bayesian random partition models assume that the size of each cluster grows linearly with the number of data points. While this is appealing for some applications, this assumption is not appropriate for other tasks such as…