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With the rise in edge-computing devices, there has been an increasing demand to deploy energy and resource-efficient models. A large body of research has been devoted to developing methods that can reduce the size of the model considerably…
We prove a theorem justifying the regularity conditions which are needed for Path Sampling in Factor Models. We then show that the remaining ingredient, namely, MCMC for calculating the integrand at each point in the path, may be seriously…
Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and…
Bayesian deep learning counts on the quality of posterior distribution estimation. However, the posterior of deep neural networks is highly multi-modal in nature, with local modes exhibiting varying generalization performance. Given a…
A Bayesian approach termed BAyesian Least Squares Optimization with Nonnegative L1-norm constraint (BALSON) is proposed. The error distribution of data fitting is described by Gaussian likelihood. The parameter distribution is assumed to be…
Confounding bias, missing data, and selection bias are three common obstacles to valid causal inference in the data sciences. Covariate adjustment is the most pervasive technique for recovering casual effects from confounding bias. In this…
Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…
In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…
Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…
Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…
Background: Mendelian randomization (MR) is a useful approach to causal inference from observational studies when randomised controlled trials are not feasible. However, study heterogeneity of two association studies required in MR is often…
Maximum simulated likelihood estimation of mixed multinomial logit (MMNL) or probit models requires evaluation of a multidimensional integral. Quasi-Monte Carlo (QMC) methods such as shuffled and scrambled Halton sequences and modified…
Bayesian design of experiments and sample size calculations usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power therefore often lack closed-form or…
Two-tower neural networks are a popular architecture for the retrieval stage in recommender systems. These models are typically trained with a softmax loss over the item catalog. However, in web-scale settings, the item catalog is often…
Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…
Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters $\boldsymbol{\theta}$ given a set of observables $\mathbf{x}$. In some applications, training data are available only for discrete…
Obtaining a reliable estimate of the joint probability mass function (PMF) of a set of random variables from observed data is a significant objective in statistical signal processing and machine learning. Modelling the joint PMF as a tensor…
The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…
A new method is presented for the analysis of small angle neutron scattering data from quasi-2D systems such as flux lattices, Skyrmion lattices, and aligned liquid crystals. A significant increase in signal to noise ratio, and a natural…
Empirical substitution matrices represent the average tendencies of substitutions over various protein families by sacrificing gene-level resolution. We develop a codon-based model, in which mutational tendencies of codon, a genetic code,…