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We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…
In this paper, we focus on weakly supervised learning with noisy training data for both classification and regression problems.We assume that the training outputs are collected from a mixture of a target and correlated noise…
Missing data is a ubiquitous challenge in data analysis, often leading to biased and inaccurate results. Traditional imputation methods usually assume that the missingness mechanism is missing-at-random (MAR), where the missingness is…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
Psychometric assessment instruments aid clinicians by providing methods of assessing the future risk of adverse events such as aggression. Existing machine learning approaches have treated this as a classification problem, predicting the…
In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…
Sensitivity analysis is popular in dealing with missing data problems particularly for non-ignorable missingness. It analyses how sensitively the conclusions may depend on assumptions about missing data e.g. missing data mechanism (MDM). We…
Conway-Maxwell-Poisson (CMP) distributions are flexible generalizations of the Poisson distribution for modelling overdispersed or underdispersed counts. The main hindrance to their wider use in practice seems to be the inability to…
In this paper we propose a multivariate ordinal regression model which allows the joint modeling of three-dimensional panel data containing both repeated and multiple measurements for a collection of subjects. This is achieved by a…
We study a correlated group testing model where items are infected according to a Markov chain, which creates bursty binfection patterns. Focusing on a very sparse infections regime, we propose a non adaptive testing strategy with an…
We present an approach for modeling and imputation of nonignorable missing data. Our approach uses Bayesian data integration to combine (1) a Gaussian copula model for all study variables and missingness indicators, which allows arbitrary…
On the basis of input-output time-domain data collected from a complex simulator, this paper proposes a constructive methodology to infer a reduced-order linear, bilinear or quadratic time invariant dynamical model reproducing the…
Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…
In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in which the mixing laws belong to the class of generalized…
We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…
This paper describes a method for a model-based analysis of clinical safety data called multivariate Bayesian logistic regression (MBLR). Parallel logistic regression models are fit to a set of medically related issues, or response…
Recently, multilayer bootstrap network (MBN) has demonstrated promising performance in unsupervised dimensionality reduction. It can learn compact representations in standard data sets, i.e. MNIST and RCV1. However, as a bootstrap method,…
We consider inference for M-estimators after model selection using a sparsity-inducing penalty. While existing methods for this task require bespoke inference procedures, we propose a simpler approach, which relies on two insights: (i)…
Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…
Natural images exhibit label diversity (clean vs. noisy) in noisy-labeled image classification and prevalence diversity (abundant vs. sparse) in long-tailed image classification. Similarly, medical images in universal lesion detection (ULD)…