Related papers: Fitting latent non-Gaussian models using variation…

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…

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…

Generalized additive models (GAMs) are a widely used class of models of interest to statisticians as they provide a flexible way to design interpretable models of data beyond linear models. We here propose a scalable and well-calibrated…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than…

Latent Gaussian process (GP) models are widely used in neuroscience to uncover hidden state evolutions from sequential observations, mainly in neural activity recordings. While latent GP models provide a principled and powerful solution in…

Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Nonstationary and non-Gaussian spatial data are common in various fields, including ecology (e.g., counts of animal species), epidemiology (e.g., disease incidence counts in susceptible regions), and environmental science (e.g.,…

This study presents the development and application of a scalable non-ergodic ground motion model (NGMM) for the Los Angeles area. The NGMM is trained and validated on physics-based simulated ground-motion data from a recent Statewide…

Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function…

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

The generalized Gauss-Newton (GGN) approximation is often used to make practical Bayesian deep learning approaches scalable by replacing a second order derivative with a product of first order derivatives. In this paper we argue that the…

Robust time series analysis is an important subject in statistical modeling. Models based on Gaussian distribution are sensitive to outliers, which may imply in a significant degradation in estimation performance as well as in prediction…

Most real world phenomena such as sunlight distribution under a forest canopy, minerals concentration, stock valuation, exhibit nonstationary dynamics i.e. phenomenon variation changes depending on the locality. Nonstationary dynamics pose…

Bayesian multinomial logistic-normal (MLN) models are popular for the analysis of sequence count data (e.g., microbiome or gene expression data) due to their ability to model multivariate count data with complex covariance structure.…