Related papers: A tractable class of multivariate phase-type distr…
Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…
We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…
Multivariate probit models (MPM) have the appealing feature of capturing some of the dependence structure between the components of multidimensional binary responses. The key for the dependence modelling is the covariance matrix of an…
There is a growing need for flexible statistical distributions that can accurately model data defined on the unit interval. This paper introduces a new unit distribution, termed the unit Shiha (USh) distribution, which is derived from the…
We show how Markov mixed membership models (MMMM) can be used to predict the degradation of assets. We model the degradation path of individual assets, to predict overall failure rates. Instead of a separate distribution for each hidden…
Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…
A fundamental challenge in probabilistic modeling is to balance expressivity and inference efficiency. Tractable probabilistic models (TPMs) aim to directly address this tradeoff by imposing constraints that guarantee efficient inference of…
Probabilistic models based on continuous latent spaces, such as variational autoencoders, can be understood as uncountable mixture models where components depend continuously on the latent code. They have proven to be expressive tools for…
Circular variables such as phase or orientation have received considerable attention throughout the scientific and engineering communities and have recently been quite prominent in the field of neuroscience. While many analytic techniques…
The Pairwise Markov Chain (PMC) is a probabilistic graphical model extending the well-known Hidden Markov Model. This model, although highly effective for many tasks, has been scarcely utilized for continuous value prediction. This is…
Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the…
Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations…
The conditions of multi-phase equilibrium are solved for generic polydisperse systems. The case of multiple polydispersity is treated, where several properties (e.g. size, charge, shape) simultaneously vary from one particle to another. By…
A multi-factor extension of the Hobson and Rogers (HR) model, incorporating a quadratic variance function (QHR model), is proposed and analysed. The QHR model allows for greater flexibility in defining the moving average filter while…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
In decision modelling with time to event data, parametric models are often used to extrapolate the survivor function. One such model is the piecewise exponential model whereby the hazard function is partitioned into segments, with the…
Diffusion probabilistic models have been recently used in a variety of tasks, including speech enhancement and synthesis. As a generative approach, diffusion models have been shown to be especially suitable for imputation problems, where…
Linear functions of the site frequency spectrum (SFS) play a major role for understanding and investigating genetic diversity. Estimators of the mutation rate (e.g. based on the total number of segregating sites or average of the pairwise…
In the framework of model-based clustering, a model allowing several latent class variables is proposed. This model assumes that the distribution of the observed data can be factorized into several independent blocks of variables. Each…
Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…