Related papers: Robust profile decomposition for large extragalact…
We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…
We propose an approach to lossy source coding, utilizing ideas from Gibbs sampling, simulated annealing, and Markov Chain Monte Carlo (MCMC). The idea is to sample a reconstruction sequence from a Boltzmann distribution associated with an…
Decision trees have found widespread application within the machine learning community due to their flexibility and interpretability. This paper is directed towards learning decision trees from data using a Bayesian approach, which is…
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…
This paper studies a new and highly efficient Markov chain Monte Carlo (MCMC) methodology to perform Bayesian inference in low-photon imaging problems, with particular attention to situations involving observation noise processes that…
Computational inference of causal relationships underlying complex networks, such as gene-regulatory pathways, is NP-complete due to its combinatorial nature when permuting all possible interactions. Markov chain Monte Carlo (MCMC) has been…
Brute force cross-validation (CV) is a method for predictive assessment and model selection that is general and applicable to a wide range of Bayesian models. Naive or `brute force' CV approaches are often too computationally costly for…
This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…
In this contribution, we consider the problem of the blind separation of noisy instantaneously mixed images. The images are modelized by hidden Markov fields with unknown parameters. Given the observed images, we give a Bayesian formulation…
Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…
The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some…
The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…
Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…
We consider the problem of estimating a temperature-dependent thermal conductivity model (curve) from temperature measurements. We apply a Bayesian estimation approach that takes into account measurement errors and limited prior information…
This paper proposes a new approach for Bayesian and maximum likelihood parameter estimation for stationary Gaussian processes observed on a large lattice with missing values. We propose an MCMC approach for Bayesian inference, and a Monte…
Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…
The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…
Bayesian inference under a set of priors, called robust Bayesian analysis, allows for estimation of parameters within a model and quantification of epistemic uncertainty in quantities of interest by bounded (or imprecise) probability.…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…