Related papers: Bayesian Inference of Minimally Complex Models wit…
An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…
In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…
Many areas of research are characterised by the deluge of large-scale highly-dimensional time-series data. However, using the data available for prediction and decision making is hampered by the current lag in our ability to uncover and…
Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining.…
An extension of the latent class model is presented for clustering categorical data by relaxing the classical "class conditional independence assumption" of variables. This model consists in grouping the variables into inter-independent and…
Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…
The problem of inferring pair-wise and higher-order interactions in complex systems involving large numbers of interacting variables, from observational data, is fundamental to many fields. Known to the statistical physics community as the…
A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…
Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…
Generative models offer a direct way of modeling complex data. Energy-based models attempt to encode the statistical correlations observed in the data at the level of the Boltzmann weight associated with an energy function in the form of a…
We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…
Over the last two decades, the Latent Position Model (LPM) has become a prominent tool to obtain model-based visualizations of networks. However, the geometric structure of the LPM is inherently symmetric, in the sense that outgoing and…
Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…
Research on cluster analysis for categorical data continues to develop, with new clustering algorithms being proposed. However, in this context, the determination of the number of clusters is rarely addressed. In this paper, we propose a…
It is generally believed that ensemble approaches, which combine multiple algorithms or models, can outperform any single algorithm at machine learning tasks, such as prediction. In this paper, we propose Bayesian convex and linear…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an…
Many modern applications collect highly imbalanced categorical data, with some categories relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information, while also quantifying uncertainty. However, posterior…
Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the…