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Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Universal probabilistic programming systems (PPSs) provide a powerful framework for specifying rich probabilistic models. They further attempt to automate the process of drawing inferences from these models, but doing this successfully is…

Machine Learning · Statistics 2020-07-17 Yuan Zhou , Hongseok Yang , Yee Whye Teh , Tom Rainforth

Statistical research in real estate markets, particularly in understanding the spatio-temporal dynamics of house prices, has garnered significant attention in recent times. Although Bayesian methods are common in spatio-temporal modeling,…

Applications · Statistics 2024-07-24 Kapil Gupta , Soudeep Deb

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions…

Machine Learning · Statistics 2023-06-08 Barış Alparslan , Sinan Yıldırım , Ş. İlker Birbil

We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain…

Machine Learning · Computer Science 2012-07-02 Frank Wood , Thomas Griffiths , Zoubin Ghahramani

Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the posterior distribution becomes prohibitive due to the large…

Computation · Statistics 2015-12-07 Roberto Casarin , Radu V. Craiu , Fabrizio Leisen

Bayesian inference is an important technique throughout statistics. The essence of Beyesian inference is to derive the posterior belief updated from prior belief by the learned information, which is a set of differentially private answers…

Databases · Computer Science 2012-11-12 Yonghui Xiao , Li Xiong

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

Computation · Statistics 2020-05-15 Hanyu Song , Yingjian Wang , David B. Dunson

We study how the divide and conquer principle --- partition the available data into subsamples, compute an estimate from each subsample and combine these appropriately to form the final estimator --- works in non-standard problems where…

Statistics Theory · Mathematics 2016-11-18 Moulinath Banerjee , Cecile Durot , Bodhisattva Sen

Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…

Methodology · Statistics 2019-01-21 Zheng Wei , Erin M. Conlon

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

In this paper, we discuss a class of distributed detection algorithms which can be viewed as implementations of Bayes' law in distributed settings. Some of the algorithms are proposed in the literature most recently, and others are first…

Methodology · Statistics 2015-11-10 Qipeng Liu , Jiuhua Zhao , Xiaofan Wang
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