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We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

When performing Bayesian computations in practice, one is often faced with the challenge that the constituent model components and/or the data are only available in a distributed fashion, e.g. due to privacy concerns or sheer volume. While…

Computation · Statistics 2022-10-26 Joris Bierkens , Andrew Duncan

Unexpected stimuli induce "error" or "surprise" signals in the brain. The theory of predictive coding promises to explain these observations in terms of Bayesian inference by suggesting that the cortex implements variational inference in a…

Machine Learning · Statistics 2024-10-18 Eli Sennesh , Hao Wu , Tommaso Salvatori

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

Computation · Statistics 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Learning the embedding space, where semantically similar objects are located close together and dissimilar objects far apart, is a cornerstone of many computer vision applications. Existing approaches usually learn a single metric in the…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Artsiom Sanakoyeu , Vadim Tschernezki , Uta Büchler , Björn Ommer

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

Computation · Statistics 2013-05-29 Simon R. White , Theodore Kypraios , Simon P. Preston

In this article, we advance divide-and-conquer strategies for solving the community detection problem in networks. We propose two algorithms which perform clustering on a number of small subgraphs and finally patches the results into a…

Machine Learning · Statistics 2017-08-21 Soumendu Sundar Mukherjee , Purnamrita Sarkar , Peter J. Bickel

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Machine Learning · Computer Science 2012-07-19 Iain Murray , Zoubin Ghahramani

We consider the modeling of data generated by a latent continuous-time Markov jump process with a state space of finite but unknown dimensions. Typically in such models, the number of states has to be pre-specified, and Bayesian inference…

Methodology · Statistics 2021-08-12 Yu Luo , David A. Stephens

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

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

We consider the learning of algorithmic tasks by mere observation of input-output pairs. Rather than studying this as a black-box discrete regression problem with no assumption whatsoever on the input-output mapping, we concentrate on tasks…

Machine Learning · Computer Science 2018-10-16 Alex Nowak-Vila , David Folqué , Joan Bruna

We present a federated learning approach for Bayesian model-based clustering of large-scale binary and categorical datasets. We introduce a principled 'divide and conquer' inference procedure using variational inference with local merge and…

Machine Learning · Statistics 2025-11-13 Jackie Rao , Francesca L. Crowe , Tom Marshall , Sylvia Richardson , Paul D. W. Kirk

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

While MCMC methods have become a main work-horse for Bayesian inference, scaling them to large distributed datasets is still a challenge. Embarrassingly parallel MCMC strategies take a divide-and-conquer stance to achieve this by writing…

Machine Learning · Computer Science 2021-06-16 Diego Mesquita , Paul Blomstedt , Samuel Kaski

Dynamic Bayesian Networks (DBNs), renowned for their interpretability, have become increasingly vital in representing complex stochastic processes in various domains such as gene expression analysis, healthcare, and traffic prediction.…

Machine Learning · Computer Science 2023-12-05 Hui Ouyang , Cheng Chen , Ke Tang

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi