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Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

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…

Methodology · Statistics 2022-10-11 Luke J. Kelly , Robin J. Ryder , Grégoire Clarté

Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings,…

Statistics Theory · Mathematics 2015-09-08 Eunho Yang , Pradeep Ravikumar , Genevera I. Allen , Zhandong Liu

We represent affine sub-manifolds of exponential family distributions as minimum relative entropy sub-manifolds. With such representation we derive analytical formulas for the inference from partial information on expectations and…

Machine Learning · Statistics 2020-07-14 Marcello Colasante , Attilio Meucci

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

Computation · Statistics 2023-09-25 Sifan Liu

Biological tools such as genetic lineage tracing, three dimensional confocal microscopy and next generation DNA sequencing are providing new ways to quantify the distribution of clones of normal and mutated cells. Population-wide clone size…

Quantitative Methods · Quantitative Biology 2013-11-25 Roshan A , Jones PH , Greenman CD

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

Applications · Statistics 2018-07-10 Siuli Mukhopadhyay , V. Sathish

Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman

Repetitions within a given genealogical tree provides some information about the degree of consanguineity of a population. They can be analyzed with techniques usually employed in statistical physics when dealing with fixed point…

Statistical Mechanics · Physics 2009-10-31 Paolo De Los Rios , Oscar Pla

Copulas are a powerful tool for modeling multivariate distributions as they allow to separately estimate the univariate marginal distributions and the joint dependency structure. However, known parametric copulas offer limited flexibility…

Machine Learning · Statistics 2021-11-11 Tim Janke , Mohamed Ghanmi , Florian Steinke

We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…

Machine Learning · Computer Science 2026-02-03 Dmitrij Schlesinger , Boris Flach , Alexander Shekhovtsov

As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes Monte Carlo testing, which may appear deceptively simple: as…

Methodology · Statistics 2015-04-13 Egil Ferkingstad , Lars Holden , Geir Kjetil Sandve

Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a…

Probability · Mathematics 2012-02-15 Randal Douc , Aurélien Garivier , Eric Moulines , Jimmy Olsson

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

A large number of statistical models are "doubly-intractable": the likelihood normalising term, which is a function of the model parameters, is intractable, as well as the marginal likelihood (model evidence). This means that standard…

Methodology · Statistics 2015-12-11 Anne-Marie Lyne , Mark Girolami , Yves Atchadé , Heiko Strathmann , Daniel Simpson

Missing data are often dealt with multiple imputation. A crucial part of the multiple imputation process is selecting sensible models to generate plausible values for incomplete data. A method based on posterior predictive checking is…

Computation · Statistics 2026-05-14 Mingyang Cai , Stef van Buuren , Gerko Vink

While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways…

Machine Learning · Statistics 2016-08-23 Farideh Fazayeli , Arindam Banerjee

A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about…

Data Analysis, Statistics and Probability · Physics 2011-05-26 Nikolai Gagunashvili

Phylogenetics has seen an steady increase in substitution model complexity, which requires increasing amounts of computational power to compute likelihoods. This model complexity motivates strategies to approximate the likelihood functions…

Populations and Evolution · Quantitative Biology 2017-06-05 Brian C. Claywell , Vu C. Dinh , Connor O. McCoy , Frederick A. Matsen

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

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