Related papers: Bayesian inference for network Poisson models
In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…
Discrete choice models are commonly used by applied statisticians in numerous fields, such as marketing, economics, finance, and operations research. When agents in discrete choice models are assumed to have differing preferences, exact…
Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…
We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…
Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…
We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We…
Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…
Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…
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…
The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…
Bayesian inference is a powerful tool for parameter estimation and uncertainty quantification in dynamical systems. However, for nonlinear oscillator networks such as Kuramoto models, widely used to study synchronization phenomena in…
Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…
Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…
Network interference occurs when treatments assigned to some units affect the outcomes of others. Traditional approaches often assume that the observed network correctly specifies the interference structure. However, in practice,…
Quantile regression is a powerful data analysis tool that accommodates heterogeneous covariate-response relationships. We find that by coupling the asymmetric Laplace working likelihood with appropriate shrinkage priors, we can deliver…
As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…
Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the…
We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…
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…
Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…