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To account for measurement error (ME) in explanatory variables, Bayesian approaches provide a flexible framework, as expert knowledge about unobserved covariates can be incorporated in the prior distributions. However, given the analytic…

Methodology · Statistics 2013-08-19 Stefanie Muff , Andrea Riebler , Havard Rue , Philippe Saner , Leonhard Held

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

Approximate Bayesian Computation (ABC) provides methods for Bayesian inference in simulation-based stochastic models which do not permit tractable likelihoods. We present a new ABC method which uses probabilistic neural emulator networks to…

Machine Learning · Statistics 2019-05-21 Jan-Matthis Lueckmann , Giacomo Bassetto , Theofanis Karaletsos , Jakob H. Macke

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Many parameter estimation problems arising in applications are best cast in the framework of Bayesian inversion. This allows not only for an estimate of the parameters, but also for the quantification of uncertainties in the estimates.…

Computation · Statistics 2020-10-28 Emmet Cleary , Alfredo Garbuno-Inigo , Shiwei Lan , Tapio Schneider , Andrew M Stuart

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

Computation · Statistics 2026-05-22 Kostas Tsampourakis , Víctor Elvira

This is a tutorial and survey paper for Locally Linear Embedding (LLE) and its variants. The idea of LLE is fitting the local structure of manifold in the embedding space. In this paper, we first cover LLE, kernel LLE, inverse LLE, and…

Machine Learning · Statistics 2020-11-24 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the…

Methodology · Statistics 2023-02-20 Jackson Zhou , Clara Grazian , John Ormerod

In this paper we study generative modeling via autoencoders while using the elegant geometric properties of the optimal transport (OT) problem and the Wasserstein distances. We introduce Sliced-Wasserstein Autoencoders (SWAE), which are…

Machine Learning · Computer Science 2018-06-28 Soheil Kolouri , Phillip E. Pope , Charles E. Martin , Gustavo K. Rohde

Bayesian deep learning (BDL) is a promising approach to achieve well-calibrated predictions on distribution-shifted data. Nevertheless, there exists no large-scale survey that evaluates recent SOTA methods on diverse, realistic, and…

Machine Learning · Computer Science 2023-10-26 Florian Seligmann , Philipp Becker , Michael Volpp , Gerhard Neumann

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-$\ell_1$-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection…

Methodology · Statistics 2016-09-02 Amir Sepehri

We develop an ultrawideband (UWB) inverse scattering technique for reconstructing continuous random media based on Bayesian compressive sensing. In addition to providing maximum a posteriori estimates of the unknown weights, Bayesian…

Data Analysis, Statistics and Probability · Physics 2014-11-27 A. E. Fouda , F. L. Teixeira

PET requires accurate, precise, and efficient scatter correction techniques. Conventional scatter estimation typically relies on tail-fitted single-scatter simulation (SSS) strategy. However, the accuracy of tail-fitted SSS is limited, for…

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

Methodology · Statistics 2014-08-06 Umberto Picchini

There is an increasing amount of literature focused on Bayesian computational methods to address problems with intractable likelihood. One approach is a set of algorithms known as Approximate Bayesian Computational (ABC) methods. One of the…

Methodology · Statistics 2015-10-27 Weixuan Zhu , Juan Miguel Marin , Fabrizio Leisen

This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze