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Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…

Methodology · Statistics 2019-04-29 Mevin B. Hooten , Devin S. Johnson , Brian M. Brost

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

Bayesian profile regression mixture models (BPRM) allow to assess a health risk in a multi-exposed population. These mixture models cluster individuals according to their exposure profile and their health risk. However, their results, based…

Methodology · Statistics 2025-12-30 Fendler Julie , Guihenneuc Chantal , Ancelet Sophie

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Computation · Statistics 2026-03-30 Yujie Chen , Antik Chakraborty , Anindya Bhadra

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the…

Methodology · Statistics 2014-10-16 Ewan Cameron , Anthony Pettitt

The latent position cluster model is a popular model for the statistical analysis of network data. This approach assumes that there is an underlying latent space in which the actors follow a finite mixture distribution. Moreover, actors…

Computation · Statistics 2013-08-23 Nial Friel , Caitriona Ryan , Jason Wyse

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

The reversible jump Markov chain Monte Carlo (RJMCMC) method offers an across-model simulation approach for Bayesian estimation and model comparison, by exploring the sampling space that consists of several models of possibly varying…

Methodology · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Clustering multivariate binary data is of interest in many scientific fields, including ecology, biomedicine, and social policy. Beyond heuristic clustering algorithms, such data can be modelled using multivariate Bernoulli mixture models.…

Methodology · Statistics 2026-04-24 Luisa Ferrari , Maria Franco Villoria , Garritt L. Page , Alex Laini

Although the Bayesian paradigm offers a formal framework for estimating the entire probability distribution over uncertain parameters, its online implementation can be challenging due to high computational costs. We suggest the Adaptive…

Machine Learning · Computer Science 2023-10-23 Pedram Agand , Mo Chen , Hamid D. Taghirad

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

Computation · Statistics 2021-07-20 Luca Martino , Víctor Elvira

The mixture extension of exponential family principal component analysis (EPCA) was designed to encode much more structural information about data distribution than the traditional EPCA does. For example, due to the linearity of EPCA's…

Machine Learning · Computer Science 2020-04-08 Maoying Qiao , Tongliang Liu , Jun Yu , Wei Bian , Dacheng Tao

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

We propose the CliPS procedure when fitting Bayesian mixture models in the context of model-based clustering to identify the cluster distributions while simultaneously assessing the suitability of a cluster solution and validating the…

Methodology · Statistics 2026-03-03 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

Computation · Statistics 2014-10-23 Jamie Owen , Darren J. Wilkinson , Colin S. Gillespie

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka