Related papers: Fast Simulation-Based Bayesian Estimation of Heter…
This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…
In this paper we discuss a well known computing problem -- inference for models with intractable normalizing functions. Models with intractable normalizing functions arise in a wide variety of areas, for instance network models, models for…
This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…
We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…
We investigate nonlinear state-space models without a closed-form transition density, and propose reformulating such models over their latent noise variables rather than their latent state variables. In doing so the tractable noise density…
This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…
We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…
Generalized linear models play an essential role in a wide variety of statistical applications. This paper discusses an approximation of the likelihood in these models that can greatly facilitate computation. The basic idea is to replace a…
We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we…
Safe and reliable state estimation techniques are a critical component of next-generation robotic systems. Agents in such systems must be able to reason about the intentions and trajectories of other agents for safe and efficient motion…
Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…
The exponential growth of scientific knowledge has made the automated generation of scientific hypotheses that combine novelty, feasibility, and research value a core challenge. Existing methods based on large language models fail to…
Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…
We describe a class of algorithms for evaluating posterior moments of certain Bayesian linear regression models with a normal likelihood and a normal prior on the regression coefficients. The proposed methods can be used for hierarchical…
Extracting time-varying latent variables from computational cognitive models is a key step in model-based neural analysis, which aims to understand the neural correlates of cognitive processes. However, existing methods only allow…
This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…
Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…
A novel formalism for Bayesian learning in the context of complex inference models is proposed. The method is based on the use of the Stationary Fokker--Planck (SFP) approach to sample from the posterior density. Stationary Fokker--Planck…
Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…