Related papers: Efficient Variational Bayes Learning of Graphical …

Spatial-temporal graph models are prevailing for abstracting and modelling spatial and temporal dependencies. In this work, we ask the following question: whether and to what extent can we localise spatial-temporal graph models? We limit…

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

The attention mechanism has demonstrated superior performance for inference over nodes in graph neural networks (GNNs), however, they result in a high computational burden during both training and inference. We propose FastGAT, a method to…

Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse…

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…

Selecting regularization parameters in penalized high-dimensional graphical models in a principled, data-driven, and computationally efficient manner continues to be one of the key challenges in high-dimensional statistics. We present…

Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…

Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

In this paper, the causal bandit problem is investigated, with the objective of maximizing the long-term reward by selecting an optimal sequence of interventions on nodes in an unknown causal graph. It is assumed that both the causal…

Heteroscedasticity -- where the variance of a variable changes with other variables -- is pervasive in real data, and elucidating why it arises from the perspective of statistical moments is crucial in scientific knowledge discovery and…

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are…

Learning the directed acyclic graph (DAG) structure of a Bayesian network from observational data is a notoriously difficult problem for which many hardness results are known. In this paper we propose a provably polynomial-time algorithm…

A non-Bayesian, regression-based or generalized least squares (GLS)-based approach is formally proposed to estimate a class of time-varying AR parameter models. This approach has partly been used by Ito et al. (2014, 2016a,b), and is proven…

Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…