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Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-within-Gibbs sampler, from the theoretical and practical…

The exact determination of ground states of small systems is used in a scaling study of the random-field Ising model. While three variants of the model are found to be in the same universality class in 3 dimensions, the Gaussian and bimodal…

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Random field models are mathematical structures used in the study of stochastic complex systems. In this paper, we compute the shape operator of Gaussian random field manifolds using the first and second fundamental forms (Fisher…

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and…

Latent Gaussian Models (LGMs) are a subset of Bayesian Hierarchical models where Gaussian priors, conditional on variance parameters, are assigned to all effects in the model. LGMs are employed in many fields for their flexibility and…

In this paper we propose a new approach for constructing \emph{multivariate} Gaussian random fields (GRFs) with oscillating covariance functions through systems of stochastic partial differential equations (SPDEs). We discuss how to build…

We study how the posterior contraction rate under a Gaussian process (GP) prior depends on the intrinsic dimension of the predictors and the smoothness of the regression function. An open question is whether a generic GP prior that does not…

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference…

The plurigaussian model is particularly suited to describe categorical regionalized variables. Starting from a simple principle, the thresh-olding of one or several Gaussian random fields (GRFs) to obtain categories, the plurigaussian model…

Many problems in real-world applications involve predicting several random variables which are statistically related. Markov random fields (MRFs) are a great mathematical tool to encode such relationships. The goal of this paper is to…

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

Gaussian variational approximations are widely used for summarizing posterior distributions in Bayesian models, especially in high-dimensional settings. However, a drawback of such approximations is the inability to capture skewness or more…

In various geosciences branches, including mineral exploration, geometallurgical characterization on established mining operations, and remote sensing, the regionalized input variables are spatially well-sampled across the domain of…

Gaussian random fields (GFs) are fundamental tools in spatial modeling and can be represented flexibly and efficiently as solutions to stochastic partial differential equations (SPDEs). The SPDEs depend on specific parameters, which enforce…

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by…

In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most of the existing methods for the inference of time-varying…

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)…