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This paper concerns differentially private Bayesian estimation of the parameters of a population distribution, when a statistic of a sample from that population is shared in noise to provide differential privacy. This work mainly addresses…

Methodology · Statistics 2023-01-09 Baris Alparslan , Sinan Yildirim

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Machine Learning · Computer Science 2012-07-19 Iain Murray , Zoubin Ghahramani

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

In many real-world applications of machine learning, data are distributed across many clients and cannot leave the devices they are stored on. Furthermore, each client's data, computational resources and communication constraints may be…

Machine Learning · Statistics 2019-12-02 Mrinank Sharma , Michael Hutchinson , Siddharth Swaroop , Antti Honkela , Richard E. Turner

Markov chain Monte Carlo (MCMC) is widely used for Bayesian inference in models of complex systems. Performance, however, is often unsatisfactory in models with many latent variables due to so-called poor mixing, necessitating development…

Methodology · Statistics 2019-10-25 C. M. Pooley , S. C. Bishop , A. Doeschl-Wilson , G. Marion

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

Machine Learning · Computer Science 2024-10-11 Mengjing Wu , Junyu Xuan , Jie Lu

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

Mathematical Software · Computer Science 2025-09-16 Jasper M. Everink , Chao Zhang , Amal M. A. Alghamdi , Rémi Laumont , Nicolai A. B. Riis , Jakob S. Jørgensen

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

We view the penalty algorithm of Ceperley and Dewing (1999), a Markov chain Monte Carlo (MCMC) algorithm for Bayesian inference, in the context of data privacy. Specifically, we study differential privacy of the penalty algorithm and…

Computation · Statistics 2016-04-26 Sinan Yıldırım

For large model spaces, the potential entrapment of Markov chain Monte Carlo (MCMC) based methods with spike-and-slab priors poses significant challenges in posterior computation in regression models. On the other hand, maximum a posteriori…

Methodology · Statistics 2026-02-25 Shamriddha De , Joyee Ghosh

Most works on federated learning (FL) focus on the most common frequentist formulation of learning whereby the goal is minimizing the global empirical loss. Frequentist learning, however, is known to be problematic in the regime of limited…

Information Theory · Computer Science 2022-06-13 Dongzhu Liu , Osvaldo Simeone

When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…

Methodology · Statistics 2021-11-19 Yuling Yao , Aki Vehtari , Andrew Gelman

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…

Computation · Statistics 2016-06-22 Will Landau , Jarad Niemi