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We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the…
Phylogenetic inference is an intractable statistical problem on a complex space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference but it is challenging to construct efficient schemes to explore the…
Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…
Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…
We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…
We introduce a family of multiscale stick-breaking mixture models for Bayesian nonparametric density estimation. The Bayesian nonparametric literature is dominated by single scale methods, exception made for P\`olya trees and allied…
Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…
Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…
For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…
In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…
Time-series data classification is central to the analysis and control of autonomous systems, such as robots and self-driving cars. Temporal logic-based learning algorithms have been proposed recently as classifiers of such data. However,…
The Bradley-Terry model is a popular approach to describe probabilities of the possible outcomes when elements of a set are repeatedly compared with one another in pairs. It has found many applications including animal behaviour, chess…
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…
We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…
We present here a general framework and a specific algorithm for predicting the destination, route, or more generally a pattern, of an ongoing journey, building on the recent work of [Y. Lassoued, J. Monteil, Y. Gu, G. Russo, R. Shorten,…
Previous studies have demonstrated that encoding a Bayesian network into a SAT formula and then performing weighted model counting using a backtracking search algorithm can be an effective method for exact inference. In this paper, we…
Bayesian inference has predominantly relied on the Markov chain Monte Carlo (MCMC) algorithm for many years. However, MCMC is computationally laborious, especially for complex phylogenetic models of time trees. This bottleneck has led to…
This article proposes a Bayesian nonparametric method for forecasting, imputation, and clustering in sparsely observed, multivariate time series data. The method is appropriate for jointly modeling hundreds of time series with widely…
In this work, dynamic Bayesian multinets are introduced where a Markov chain state at time t determines conditional independence patterns between random variables lying within a local time window surrounding t. It is shown how…