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Covariate-dependent graph learning has gained increasing interest in the graphical modeling literature for the analysis of heterogeneous data. This task, however, poses challenges to modeling, computational efficiency, and interpretability.…
In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…
We develop simple methods for constructing likelihoods and parameter priors for learning about the parameters and structure of a Bayesian network. In particular, we introduce several assumptions that permit the construction of likelihoods…
Federated Bayesian neural networks require fixing a prior on the model parameters together with a likelihood. Eliciting meaningful priors on the weight space of modern overparameterized models is notoriously difficult, and misspecification…
Clustering multivariate binary data is of interest in many scientific fields, including ecology, biomedicine, and social policy. Beyond heuristic clustering algorithms, such data can be modelled using multivariate Bernoulli mixture models.…
Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior…
Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…
We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…
In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…
The logistic normal distribution has recently been adapted via the transformation of multivariate Gaus- sian variables to model the topical distribution of documents in the presence of correlations among topics. In this paper, we propose a…
In the Bayesian analysis of contingency table data, the selection of a prior distribution for either the log-linear parameters or the cell probabilities parameter is a major challenge. Though the conjugate prior on cell probabilities has…
Gibbs-type priors are widely used as key components in several Bayesian nonparametric models. By virtue of their flexibility and mathematical tractability, they turn out to be predominant priors in species sampling problems, clustering and…
This paper introduces a novel theoretically sound approach for the celebrated CMA-ES algorithm. Assuming the parameters of the multi variate normal distribution for the minimum follow a conjugate prior distribution, we derive their optimal…
The analysis of large scale medical claims data has the potential to improve quality of care by generating insights which can be used to create tailored medical programs. In particular, the multivariate probit model can be used to…
In multi-parameter models, reference priors typically depend on the parameter or quantity of interest, and it is well known that this is necessary to produce objective posterior distributions with optimal properties. There are, however,…
Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…
Bayesian variable selection (BVS) depends critically on the specification of a prior distribution over the model space, particularly for controlling sparsity and multiplicity. This paper examines the practical consequences of different…
We introduce a new method for building classification models when we have prior knowledge of how the classes can be arranged in a hierarchy, based on how easily they can be distinguished. The new method uses a Bayesian form of the…
This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on…
In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…