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In this paper, we propose new sampling approaches for the Shrinkage Inverse-Wishart (SIW) distribution, a generalized family of the Inverse-Wishart distribution originally proposed by Berger et al. (2020, Annals of Statistics). It offers a…

Bayesian feature allocation models are a popular tool for modelling data with a combinatorial latent structure. Exact inference in these models is generally intractable and so practitioners typically apply Markov Chain Monte Carlo (MCMC)…

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Weighted model integration (WMI) extends weighted model counting (WMC) in providing a computational abstraction for probabilistic inference in mixed discrete-continuous domains. WMC has emerged as an assembly language for state-of-the-art…

Graph Convolutional Networks (GCNs) have made significant advances in semi-supervised learning, especially for classification tasks. However, existing GCN based methods have two main drawbacks. First, to increase the receptive field and…

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

Graph condensation reduces the size of large graphs while preserving performance, addressing the scalability challenges of Graph Neural Networks caused by computational inefficiencies on large datasets. Existing methods often rely on…

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Posterior inference on the more than a dozen parameters governing a gravitational wave (GW) event is challenging. A typical MCMC analysis can take around $100$ CPU hours, and next generation GW observatories will detect many thousands of…

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Tasks such as record linkage and multi-target tracking, which involve reconstructing the set of objects that underlie some observed data, are particularly challenging for probabilistic inference. Recent work has achieved efficient and…

We address the task of identifying densely connected subsets of multivariate Gaussian random variables within a graphical model framework. We propose two novel estimators based on the Ordered Weighted $\ell_1$ (OWL) norm: 1) The Graphical…

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

Markov chain Monte Carlo methods for exponential family models with intractable normalizing constant, such as the exchange algorithm, require simulations of the sufficient statistics at every iteration of the Markov chain, which often…