Related papers: Prior Specification for Bayesian Matrix Factorizat…
Which neural networks are similar is a fundamental question for both machine learning and neuroscience. Here, it is proposed to base comparisons on the predictive distributions of linear readouts from intermediate representations. In…
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…
In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…
In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…
Spurred on by recent successes in causal inference competitions, Bayesian nonparametric (and high-dimensional) methods have recently seen increased attention in the causal inference literature. In this paper, we present a comprehensive…
Various Non-negative Matrix factorization (NMF) based methods add new terms to the cost function to adapt the model to specific tasks, such as clustering, or to preserve some structural properties in the reduced space (e.g., local…
Bayesian model selection provides a natural alternative to classical hypothesis testing based on p-values. While many papers mention that Bayesian model selection is frequently sensitive to prior specification on the parameters, there are…
The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
The advances in variational inference are providing promising paths in Bayesian estimation problems. These advances make variational phylogenetic inference an alternative approach to Markov Chain Monte Carlo methods for approximating the…
This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…
Variable selection methods with nonlocal priors have been widely studied in linear regression models, and their theoretical and empirical performances have been reported. However, the crucial model selection properties for hierarchical…
In this paper we leverage on probability over Riemannian manifolds to rethink the interpretation of priors and posteriors in Bayesian inference. The main mindshift is to move away from the idea that "a prior distribution establishes a…
Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…
We advocate for a new statistical principle that combines the most desirable aspects of both parameter inference and density estimation. This leads us to the predictively oriented (PrO) posterior, which expresses uncertainty as a…
Meta-learning aims to extract useful inductive biases from a set of related datasets. In Bayesian meta-learning, this is typically achieved by constructing a prior distribution over neural network parameters. However, specifying families of…