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Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Bayesian nonparametric hierarchical priors are highly effective in providing flexible models for latent data structures exhibiting sharing of information between and across groups. Most prominent is the Hierarchical Dirichlet Process (HDP),…

Statistics Theory · Mathematics 2021-03-23 Lancelot F. James , Juho Lee , Abhinav Pandey

We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a…

Machine Learning · Computer Science 2018-01-08 Olivier Gouvert , Thomas Oberlin , Cédric Févotte

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Methodology · Statistics 2020-08-13 Xingchen Yu , Abel Rodriguez

Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…

Methodology · Statistics 2022-06-07 Isaac Lavine , Andrew Cron , Mike West

We present new results on Boolean matrix factorization and a new algorithm based on these results. The results emphasize the significance of factorizations that provide from-below approximations of the input matrix. While the previously…

Numerical Analysis · Computer Science 2015-06-26 Radim Belohlavek , Martin Trnecka

We develop a Bayesian nonparametric approach to a general family of latent class problems in which individuals can belong simultaneously to multiple classes and where each class can be exhibited multiple times by an individual. We introduce…

Methodology · Statistics 2013-06-11 Tamara Broderick , Lester Mackey , John Paisley , Michael I. Jordan

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Numerical Analysis · Mathematics 2024-01-05 Khalil A Hall-Hooper , Arvind K Saibaba , Julianne Chung , Scot M Miller

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for…

Methodology · Statistics 2025-04-23 Lorenzo Mauri , David B. Dunson

Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index…

Methodology · Statistics 2025-01-07 Yanmei Shi , Meiling Hao , Yanlin Tang , Heng Lian , Xu Guo

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

The analysis of comorbidity is an open and complex research field in the branch of psychiatry, where clinical experience and several studies suggest that the relation among the psychiatric disorders may have etiological and treatment…

Machine Learning · Statistics 2014-01-30 Francisco J. R. Ruiz , Isabel Valera , Carlos Blanco , Fernando Perez-Cruz

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

The vast majority of current machine learning algorithms are designed to predict single responses or a vector of responses, yet many types of response are more naturally organized as matrices or higher-order tensor objects where…

Machine Learning · Statistics 2016-12-23 Nathan H Lazar , Mehmet Gönen , Kemal Sönmez

A common approach to analyze a covariate-sample count matrix, an element of which represents how many times a covariate appears in a sample, is to factorize it under the Poisson likelihood. We show its limitation in capturing the tendency…

Methodology · Statistics 2017-10-06 Mingyuan Zhou
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