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We provide a novel statistical perspective on a classical problem at the intersection of computer science and information theory: recovering the empirical frequency of a symbol in a large discrete dataset using only a compressed…

Methodology · Statistics 2025-04-11 Mario Beraha , Stefano Favaro , Matteo Sesia

Conservative Count-Min, an improved version of Count-Min sketch [Cormode, Muthukrishnan 2005], is an online-maintained hashing-based data structure summarizing element frequency information without storing elements themselves. Although…

Data Structures and Algorithms · Computer Science 2023-09-08 Éric Fusy , Gregory Kucherov

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Computation · Statistics 2017-03-01 Maria Lomeli

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

Statistics Theory · Mathematics 2012-02-17 Wray Buntine , Marcus Hutter

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

We show that the two-stage minimum description length (MDL) criterion widely used to estimate linear change-point (CP) models corresponds to the marginal likelihood of a Bayesian model with a specific class of prior distributions. This…

Methodology · Statistics 2023-06-09 David Ardia , Arnaud Dufays , Carlos Ordas Criado

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

Methodology · Statistics 2016-12-22 P. Choppala , D. Gunawan , J. Chen , M. -N. Tran , R. Kohn

Bayesian methods provide an elegant framework for estimating parameter posteriors and quantification of uncertainty associated with probabilistic models. However, they often suffer from slow inference times. To address this challenge,…

Machine Learning · Computer Science 2024-05-10 Piyush Tiwary , Kumar Shubham , Vivek V. Kashyap , Prathosh A. P

The compressive learning framework reduces the computational cost of training on large-scale datasets. In a sketching phase, the data is first compressed to a lightweight sketch vector, obtained by mapping the data samples through a…

Machine Learning · Statistics 2022-04-20 Vincent Schellekens , Laurent Jacques

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

Markov Chain Monte Carlo (MCMC) algorithms do not scale well for large datasets leading to difficulties in Neural Network posterior sampling. In this paper, we propose Penalty Bayesian Neural Networks - PBNNs, as a new algorithm that allows…

Machine Learning · Statistics 2024-09-24 Eiji Kawasaki , Markus Holzmann , Lawrence Adu-Gyamfi

The Count-Min sketch is an important and well-studied data summarization method. It allows one to estimate the count of any item in a stream using a small, fixed size data sketch. However, the accuracy of the sketch depends on…

Data Structures and Algorithms · Computer Science 2018-11-13 Daniel Ting

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network…

Machine Learning · Statistics 2020-12-02 Liu Yang , Xuhui Meng , George Em Karniadakis

The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for…

Methodology · Statistics 2020-03-18 Joshua Daniel Loyal , Yuguo Chen

Spikes are the currency in central nervous systems for information transmission and processing. They are also believed to play an essential role in low-power consumption of the biological systems, whose efficiency attracts increasing…

Neural and Evolutionary Computing · Computer Science 2020-05-05 Qiang Yu , Shenglan Li , Huajin Tang , Longbiao Wang , Jianwu Dang , Kay Chen Tan

Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…

Machine Learning · Statistics 2026-04-07 Ethan Goan , Dimitri Perrin , Kerrie Mengersen , Clinton Fookes

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

Statistics Theory · Mathematics 2020-05-21 Shota Gugushvili , Ester Mariucci , Frank van der Meulen

Score-based algorithms that learn the structure of Bayesian networks can be used for both exact and approximate solutions. While approximate learning scales better with the number of variables, it can be computationally expensive in the…

Machine Learning · Computer Science 2022-02-22 Zhigao Guo , Anthony C. Constantinou

This paper introduces a Bayesian nonparametric approach to frequency recovery from lossy-compressed discrete data, leveraging all information contained in a sketch obtained through random hashing. By modeling the data points as random…

Statistics Theory · Mathematics 2024-06-05 Mario Beraha , Stefano Favaro , Matteo Sesia