Related papers: Bayesian inference of infected patients in group t…
Identifying leading measurement units from a large collection is a common inference task in various domains of large-scale inference. Testing approaches, which measure evidence against a null hypothesis rather than effect magnitude, tend to…
We describe a new method for evaluating Bayes factors. The key idea is to introduce a hypermodel in which the competing models are components of a mixture distribution. Inference for the mixing probabilities then yields estimates of the…
Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…
This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…
The practice of pooling several individual test statistics to form aggregate tests is common in many statistical application where individual tests may be underpowered. While selection by aggregate tests can serve to increase power, the…
Cyber-security analysts face an increasingly large number of alerts received on any given day. This is mainly due to the low precision of many existing methods to detect threats, producing a substantial number of false positives. Usually,…
Cluster sampling is common in survey practice, and the corresponding inference has been predominantly design-based. We develop a Bayesian framework for cluster sampling and account for the design effect in the outcome modeling. We consider…
Gaussian belief propagation (BP) is a computationally efficient method to approximate the marginal distribution and has been widely used for inference with high dimensional data as well as distributed estimation in large-scale networks.…
In this paper we introduce the first application of the Belief Propagation (BP) algorithm in the design of recommender systems. We formulate the recommendation problem as an inference problem and aim to compute the marginal probability…
Modelling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model, and thus to obtain better predictions about the behavior of the corresponding…
We describe the Bedside Patient Rescue (BPR) project, the goal of which is risk prediction of adverse events for non-ICU patients using ~200 variables (vitals, lab results, assessments, ...). There are several missing predictor values for…
We consider the problem of diagnosing faults in a system represented by a Bayesian network, where diagnosis corresponds to recovering the most likely state of unobserved nodes given the outcomes of tests (observed nodes). Finding an optimal…
We present a framework for bridging the gap between sensor attack detection and recovery in cyber-physical systems. The proposed framework models modern-day, complex perception pipelines as bipartite graphs, which combined with anomaly…
We investigate the application of the factor graph framework for blind joint channel estimation and symbol detection on time-variant linear inter-symbol interference channels. In particular, we consider the expectation maximization (EM)…
Computer-Aided Diagnosis has shown stellar performance in providing accurate medical diagnoses across multiple testing modalities (medical images, electrophysiological signals, etc.). While this field has typically focused on fully…
This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…
Belief propagation is a widely used message passing method for the solution of probabilistic models on networks such as epidemic models, spin models, and Bayesian graphical models, but it suffers from the serious shortcoming that it works…
Following [Diggle 2011, Greenland 1995], we give a simple formula for the Bayesian posterior density of a prevalence parameter based on unreliable testing of a population. This problem is of particular importance when the false positive…
Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…
Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…