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A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Mixtures of experts models provide a framework in which covariates may be included in mixture models. This is achieved by modelling the parameters of the mixture model as functions of the concomitant covariates. Given their mixture model…

Methodology · Statistics 2018-06-22 Isobel Claire Gormley , Sylvia Frühwirth-Schnatter

We present Bayesian Mixture of Experts (Bayesian-MoE), a post-hoc uncertainty estimation framework for fine-tuned large language models (LLMs) based on Mixture-of-Experts architectures. Our method applies a structured Laplace approximation…

Machine Learning · Computer Science 2025-11-13 Maryam Dialameh , Hossein Rajabzadeh , Weiwei Zhang , Walid Ahmed , Hyock Ju Kwon

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

Mixture of Experts (MoE) models constitute a widely utilized class of ensemble learning approaches in statistics and machine learning, known for their flexibility and computational efficiency. They have become integral components in…

Machine Learning · Statistics 2025-05-26 Tuan Thai , TrungTin Nguyen , Dat Do , Nhat Ho , Christopher Drovandi

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

Methodology · Statistics 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

Inspired by recent advances in the field of expert-based approximations of Gaussian processes (GPs), we present an expert-based approach to large-scale multi-output regression using single-output GP experts. Employing a deeply structured…

Machine Learning · Computer Science 2021-08-03 Zhongjie Yu , Mingye Zhu , Martin Trapp , Arseny Skryagin , Kristian Kersting

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

Methodology · Statistics 2026-02-12 Hilde Vinje , Lars Erik Gangsei

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

Computation · Statistics 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…

Machine Learning · Computer Science 2012-07-19 Joseph Kahn