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Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows the description of…

Machine Learning · Statistics 2024-02-20 Enrico Giudice , Jack Kuipers , Giusi Moffa

We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and…

Machine Learning · Computer Science 2022-01-19 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…

Machine Learning · Computer Science 2024-10-29 Zihan Zhou , Muhammad Qasim Elahi , Murat Kocaoglu

Shifts in environment between development and deployment cause classical supervised learning to produce models that fail to generalize well to new target distributions. Recently, many solutions which find invariant predictive distributions…

Machine Learning · Statistics 2020-02-21 Adarsh Subbaswamy , Suchi Saria

We introduce an innovative method for incremental nonparametric probabilistic inference in high-dimensional state spaces. Our approach leverages \slices from high-dimensional surfaces to efficiently approximate posterior distributions of…

Artificial Intelligence · Computer Science 2024-05-28 Moshe Shienman , Ohad Levy-Or , Michael Kaess , Vadim Indelman

Relational data-like graphs, networks, and matrices-is often dynamic, where the relational structure evolves over time. A fundamental problem in the analysis of time-varying network data is to extract a summary of the common structure and…

Social and Information Networks · Computer Science 2013-11-12 Myunghwan Kim , Jure Leskovec

In this paper we propose a class of prior distributions on decomposable graphs, allowing for improved modeling flexibility. While existing methods solely penalize the number of edges, the proposed work empowers practitioners to control…

Methodology · Statistics 2013-01-22 Luke Bornn , François Caron

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Machine Learning · Computer Science 2021-02-26 Juan Maroñas , Oliver Hamelijnck , Jeremias Knoblauch , Theodoros Damoulas

A discrete Bayesian network is a directed acyclic graph (DAG) consisting of categorical variables. Two popular approaches for DBN modeling include classification and nonparametric methods. However, both methods often require a large number…

Methodology · Statistics 2026-04-29 Alexander Dombowsky , David B. Dunson

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Sinead Williamson

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

Mathematical Software · Computer Science 2025-09-16 Jasper M. Everink , Chao Zhang , Amal M. A. Alghamdi , Rémi Laumont , Nicolai A. B. Riis , Jakob S. Jørgensen

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such…

Machine Learning · Statistics 2014-11-12 Johan Pensar , Henrik Nyman , Timo Koski , Jukka Corander

We observe an undirected graph $G$ without multiple edges and self-loops, which is to represent a protein-protein interaction (PPI) network. We assume that $G$ evolved under the duplication-mutation with complementarity (DMC) model from a…

Computation · Statistics 2015-04-09 Ajay Jasra , Adam Persing , Alexandros Beskos , Kari Heine , Maria De Iorio

The distance dependent Chinese Restaurant Process (ddCRP) provides a flexible prior distribution for clustering observations, incorporating covariate information through pairwise distances and accommodating a rich variety of cluster…

Methodology · Statistics 2026-05-18 Joseph Marsh , Theodore Kypraios , Rowland G. Seymour

We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural…

Machine Learning · Computer Science 2019-10-29 William Harvey , Andreas Munk , Atılım Güneş Baydin , Alexander Bergholm , Frank Wood

As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP) has performed a significant role in Bayesian optimization and signal processing. GPs have also advanced online decision-making systems because their posterior…

Machine Learning · Computer Science 2022-10-27 Tianyu Liu , Jie Lu , Zheng Yan , Guangquan Zhang

This paper presents a methodology for creating streaming, distributed inference algorithms for Bayesian nonparametric (BNP) models. In the proposed framework, processing nodes receive a sequence of data minibatches, compute a variational…

Machine Learning · Computer Science 2015-11-02 Trevor Campbell , Julian Straub , John W. Fisher , Jonathan P. How

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

Given discrete time observations over a growing time interval, we consider a nonparametric Bayesian approach to estimation of the L\'evy density of a L\'evy process belonging to a flexible class of infinite activity subordinators. Posterior…

Statistics Theory · Mathematics 2019-09-10 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij