Related papers: Gaussian Mixture Based Enhanced Sampling
As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…
For predictive modeling relying on Bayesian inversion, fully independent, or ``mean-field'', Gaussian distributions are often used as approximate probability density functions in variational inference since the number of variational…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
The computer simulation of many molecular processes is complicated by long time scales caused by rare transitions between long-lived states. Here, we propose a new approach to simulate such rare events, which combines transition path…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
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…
The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…
Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…
Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…
Multivariate Gaussian distributions enjoy Gaussian conditional distributions that makes conditioning easy: conditioning boils down to implementing analytical formulae for conditional means and covariances. For more general distributions,…
This paper develops a probabilistic anticipation algorithm for dynamic objects observed by an autonomous robot in an urban environment. Predictive Gaussian mixture models are used due to their ability to probabilistically capture continuous…
We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…
In the absence of impurities and boundary effects, first order phase transitions are initiated by the nucleation of critical bubbles. In thermally driven transitions many systems can remain metastable for an extended time, possibly tens of…
Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…
Metadynamics is an established sampling method aimed at reconstructing the free-energy surface relative to a set of appropriately chosen collective variables. In standard metadynamics the free-energy surface is filled by the addition of…
In learned image compression, probabilistic models play an essential role in characterizing the distribution of latent variables. The Gaussian model with mean and scale parameters has been widely used for its simplicity and effectiveness.…
In adaptive-bias enhanced sampling methods, a bias potential is added to the system to drive transitions between metastable states. The bias potential is a function of a few collective variables and is gradually modified according to the…
This paper introduces a novel family of geostatistical models designed to capture complex features beyond the reach of traditional Gaussian processes. The proposed family, termed the Poisson-Gaussian Mixture Process (POGAMP), is…
Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…
Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…