Related papers: Change-point Detection and Segmentation of Discret…
This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specification of the number of change-points a priori. Hence our…
We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory model with unknown periodicities, where our goal is to estimate…
We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our model discovers a latent set of dynamical behaviors shared among the sequences, and segments each time series into regions…
Phylogenetic analyses which include fossils or molecular sequences that are sampled through time require models that allow one sample to be a direct ancestor of another sample. As previously available phylogenetic inference tools assume…
Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…
Motivated by the problem of exploring discrete but very complex state spaces in Bayesian models, we propose a novel Markov Chain Monte Carlo search algorithm: the taxicab sampler. We describe the construction of this sampler and discuss how…
Network data arises through observation of relational information between a collection of entities. Recent work in the literature has independently considered when (i) one observes a sample of networks, connectome data in neuroscience being…
Full Bayesian computational inference for model determination in undirected graphical models is currently restricted to decomposable graphs, except for problems of very small scale. In this paper we develop new, more efficient methodology…
Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…
We present a deep learning framework for probabilistic pixel-wise semantic segmentation, which we term Bayesian SegNet. Semantic segmentation is an important tool for visual scene understanding and a meaningful measure of uncertainty is…
We propose a Bayesian approach to detect multiple change-points in a piecewise-constant signal corrupted by a functional part corresponding to environmental or experimental disturbances. The piecewise constant part (also called segmentation…
Bayesian averaging over classification models allows the uncertainty of classification outcomes to be evaluated, which is of crucial importance for making reliable decisions in applications such as financial in which risks have to be…
Change-point detection studies the problem of detecting the changes in the underlying distribution of the data stream as soon as possible after the change happens. Modern large-scale, high-dimensional, and complex streaming data call for…
Bayesian networks provide a language for qualitatively representing the conditional independence properties of a distribution. This allows a natural and compact representation of the distribution, eases knowledge acquisition, and supports…
Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…
Bayesian model-based spatial clustering methods are widely used for their flexibility in estimating latent clusters with an unknown number of clusters while accounting for spatial proximity. Many existing methods are designed for clustering…
This article introduces a flexible and adaptive nonparametric method for estimating the association between multiple covariates and power spectra of multiple time series. The proposed approach uses a Bayesian sum of trees model to capture…