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We introduce the Poisson Hierarchical Indian Buffet Process (PHIBP), a new class of species sampling models designed to address the challenges of complex, sparse count data by facilitating information sharing across and within groups. Our…

Machine Learning · Statistics 2025-08-26 Lancelot F. James , Juho Lee , Abhinav Pandey

We consider a statistical model for matrix factorization in a regime where the rank of the two hidden matrix factors grows linearly with their dimension and their product is corrupted by additive noise. Despite various approaches,…

Information Theory · Computer Science 2023-06-08 Farzad Pourkamali , Nicolas Macris

We characterize the combinatorial structure of conditionally-i.i.d. sequences of negative binomial processes with a common beta process base measure. In Bayesian nonparametric applications, such processes have served as models for latent…

Statistics Theory · Mathematics 2016-06-24 Creighton Heaukulani , Daniel M. Roy

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Bayesian inference provides principled uncertainty quantification but is often limited by the challenges of prior and likelihood elicitation. The martingale posterior (MGP) (Fong et al., 2023) offers an alternative by replacing these…

Methodology · Statistics 2026-05-29 Kenyon Ng , Edwin Fong , David T. Frazier , Jeremias Knoblauch , Susan Wei

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

Computer Vision and Pattern Recognition · Computer Science 2016-06-21 Qibin Zhao , Guoxu Zhou , Liqing Zhang , Andrzej Cichocki , Shun-ichi Amari

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Probabilistic approaches for tensor factorization aim to extract meaningful structure from incomplete data by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to large…

Machine Learning · Computer Science 2014-10-01 Beyza Ermis , A. Taylan Cemgil

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Matrix factorization from a small number of observed entries has recently garnered much attention as the key ingredient of successful recommendation systems. One unresolved problem in this area is how to adapt current methods to handle…

Machine Learning · Computer Science 2012-08-07 John Z. Sun , Kush R. Varshney , Karthik Subbian

Boolean matrix factorization (BMF) is a popular and powerful technique for inferring knowledge from data. The mining result is the Boolean product of two matrices, approximating the input dataset. The Boolean product is a disjunction of…

Machine Learning · Computer Science 2019-07-02 Sibylle Hess , Nico Piatkowski , Katharina Morik

Bayesian factor models are widely used for dimensionality reduction and pattern discovery in high-dimensional datasets across diverse fields. These models typically focus on imposing priors on factor loading to induce sparsity and improve…

Methodology · Statistics 2025-04-08 Yingjie Huang , Dafne Zorzetto , Roberta De Vito

Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…

Machine Learning · Computer Science 2024-12-05 Zerui Tao , Toshihisa Tanaka , Qibin Zhao

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Methodology · Statistics 2013-01-22 Yun Yang , David B. Dunson

In this paper, we study the effects of different prior and likelihood choices for Bayesian matrix factorisation, focusing on small datasets. These choices can greatly influence the predictive performance of the methods. We identify four…

Machine Learning · Statistics 2017-12-04 Thomas Brouwer , Pietro Lio'

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper

We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dynamical behaviors. Using a beta process prior, the size of the…

Methodology · Statistics 2011-11-21 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to…

Machine Learning · Statistics 2018-03-19 M. Arjumand Masood , Finale Doshi-Velez