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We investigate the class of $\sigma$-stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular…

Computation · Statistics 2018-02-22 María Lomelí , Stefano Favaro , Yee Whye Teh

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

In this paper, we consider the supervised pre-trained transformer for a class of sequential decision-making problems. The class of considered problems is a subset of the general formulation of reinforcement learning in that there is no…

Machine Learning · Computer Science 2024-10-03 Hanzhao Wang , Yu Pan , Fupeng Sun , Shang Liu , Kalyan Talluri , Guanting Chen , Xiaocheng Li

Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent…

Statistics Theory · Mathematics 2025-02-06 Juho Lee , Xenia Miscouridou , François Caron

Graphs are ubiquitous in modelling relational structures. Recent endeavours in machine learning for graph-structured data have led to many architectures and learning algorithms. However, the graph used by these algorithms is often…

Machine Learning · Statistics 2020-06-25 Soumyasundar Pal , Saber Malekmohammadi , Florence Regol , Yingxue Zhang , Yishi Xu , Mark Coates

In this paper, a Convolution-Based Converter (CBC) is proposed to develop a methodology for removing the strong or fixed priors in estimating the probability distribution of targets based on observations in the stochastic process.…

Machine Learning · Computer Science 2025-04-04 Chaoran Pang , Lin Wang , Shuangrong Liu , Shikun Tian , WenHao Yue , Xingshen Zhang , Bo Yang

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…

Logic in Computer Science · Computer Science 2015-07-01 Johannes Borgström , Andrew D Gordon , Michael Greenberg , James Margetson , Jurgen Van Gael

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li

While Bayesian neural networks have many appealing characteristics, current priors do not easily allow users to specify basic properties such as expected lengthscale or amplitude variance. In this work, we introduce Poisson Process Radial…

Machine Learning · Computer Science 2019-12-13 Beau Coker , Melanie F. Pradier , Finale Doshi-Velez

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

Probabilistic representations, such as Bayesian and Markov networks, are fundamental to much of statistical machine learning. Thus, learning probabilistic representations directly from data is a deep challenge, the main computational…

Machine Learning · Computer Science 2020-06-16 Amelie Levray , Vaishak Belle

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2018-01-31 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

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…

Computation · Statistics 2018-11-01 Xi Chen , Mike Hobson , Saptarshi Das , Paul Gelderblom

Time-Series Mining (TSM) is an important research area since it shows great potential in practical applications. Deep learning models that rely on massive labeled data have been utilized for TSM successfully. However, constructing a…

Machine Learning · Computer Science 2024-10-07 Qianli Ma , Zhen Liu , Zhenjing Zheng , Ziyang Huang , Siying Zhu , Zhongzhong Yu , James T. Kwok

Bayesian variable selection often assumes normality, but the effects of model misspecification are not sufficiently understood. There are sound reasons behind this assumption, particularly for large $p$: ease of interpretation, analytical…

Methodology · Statistics 2017-08-07 David Rossell , Francisco J. Rubio

The use of non-differentiable priors in Bayesian statistics has become increasingly popular, in particular in Bayesian imaging analysis. Current state of the art methods are approximate in the sense that they replace the posterior with a…

Methodology · Statistics 2021-03-17 Jacob Vorstrup Goldman , Torben Sell , Sumeetpal Sidhu Singh

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Decision Trees are some of the most popular machine learning models today due to their out-of-the-box performance and interpretability. Often, Decision Trees models are constructed greedily in a top-down fashion via heuristic search…

Machine Learning · Computer Science 2023-02-16 Colin Sullivan , Mo Tiwari , Sebastian Thrun , Chris Piech

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

Statistics Theory · Mathematics 2024-06-03 Veronika Rockova