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We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…

Methodology · Statistics 2024-11-19 Edgar C. Merkle , Oludare Ariyo , Sonja D. Winter , Mauricio Garnier-Villarreal

Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…

Computation · Statistics 2020-07-13 Alan Benson , Nial Friel

Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables…

Computation · Statistics 2020-06-09 Akihiko Nishimura , David Dunson , Jianfeng Lu

A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…

Statistics Theory · Mathematics 2024-08-02 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

The information bottleneck framework provides a systematic approach to learning representations that compress nuisance information in the input and extract semantically meaningful information about predictions. However, the choice of a…

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…

Populations and Evolution · Quantitative Biology 2023-09-12 Amine M. Remita , Golrokh Vitae , Abdoulaye Baniré Diallo

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

Data uncertainty in practical person reID is ubiquitous, hence it requires not only learning the discriminative features, but also modeling the uncertainty based on the input. This paper proposes to learn the sample posterior and the class…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Yan Zhang , Zhilin Zheng , Binyu He , Li Sun

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

Statistics Theory · Mathematics 2015-02-03 Jan Johannes , Anna Simoni , Rudolf Schenk

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales

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…

Methodology · Statistics 2025-06-05 Huw Llewelyn

We revisit the Bayesian Context Trees (BCT) modelling framework for discrete time series, which was recently found to be very effective in numerous tasks including model selection, estimation and prediction. A novel representation of the…

Methodology · Statistics 2023-03-21 Ioannis Papageorgiou , Ioannis Kontoyiannis

We investigate the Plackett-Luce (PL) model based listwise learning-to-rank (LTR) on data with partitioned preference, where a set of items are sliced into ordered and disjoint partitions, but the ranking of items within a partition is…

Machine Learning · Computer Science 2021-03-01 Jiaqi Ma , Xinyang Yi , Weijing Tang , Zhe Zhao , Lichan Hong , Ed H. Chi , Qiaozhu Mei

In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…

Methodology · Statistics 2023-10-30 Michael Jauch , Andrés F. Barrientos , Víctor Peña , David S. Matteson

In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…

Machine Learning · Computer Science 2013-01-18 Nir Friedman , Daphne Koller

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…

Methodology · Statistics 2019-10-21 Anwesha Bhattacharyya , Yves Atchade

Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are capable of describ- ing long-term dependencies in sequential data. Novel recurrent…

Machine Learning · Computer Science 2018-09-06 Kyriakos Tolias , Sotirios Chatzis