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Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…
Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo…
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Benefiting from prompt tuning, recent years have witnessed the promising performance of pre-trained vision-language models, e.g., CLIP, on versatile downstream tasks. In this paper, we focus on a particular setting of learning adaptive…
We investigate different ways of generating approximate solutions to the pairwise Markov random field (MRF) selection problem. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem…
Bayesian methods constitute a popular approach for estimating the conditional independence structure in Gaussian graphical models, since they can quantify the uncertainty through the posterior distribution. Inference in this framework is…
We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…
Bayesian inference, while foundational to probabilistic reasoning, is often hampered by the computational intractability of posterior distributions, particularly through the challenging evidence integral. Conventional approaches like Markov…
Although theoretically compelling, Bayesian learning with modern machine learning models is computationally challenging since it requires approximating a high dimensional posterior distribution. In this work, we (i) introduce posteriors, an…
Bayesian A/B testing investigates metric changes using the joint posterior distribution of two (or more) experimentally-derived datasets. The construction of said joint posterior is often a time-consuming process requiring specialized…
We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard deterministic approaches, the focus in the Bayesian compressed sensing…
We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…
Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…
In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…