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In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…

Computation · Statistics 2026-02-16 Masahiro Tanaka

We introduce and characterise the performance of the Markov chain Monte Carlo (MCMC) inference method Prune Sampling for discrete and deterministic Bayesian networks (BNs). We developed a procedure to obtain the performance of a MCMC…

Computation · Statistics 2019-08-20 Frank Phillipson , Jurriaan Parie , Ron Weikamp

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

Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…

Methodology · Statistics 2016-01-06 Alexey Miroshnikov , Erin M. Conlon

The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…

Machine Learning · Computer Science 2022-10-25 Xiongwen Ke , Yanan Fan

Bayesian Neural Networks(BNNs) with high-dimensional parameters pose a challenge for posterior inference due to the multi-modality of the posterior distributions. Stochastic Gradient MCMC(SGMCMC) with cyclical learning rate scheduling is a…

Machine Learning · Computer Science 2024-08-20 SeungHyun Kim , Seohyeon Jung , Seonghyeon Kim , Juho Lee

We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…

Numerical Analysis · Mathematics 2025-05-30 Jan Glaubitz , Youssef Marzouk

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Manifold-valued parameters routinely arise in modern statistical applications such as in medical imaging, robotics, and computer vision, to name a few. While traditional Bayesian approaches are applicable to such settings by considering an…

Methodology · Statistics 2026-01-27 Rong Tang , Anirban Bhattacharya , Debdeep Pati , Yun Yang

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Bayesian Neural Networks represent a fascinating confluence of deep learning and probabilistic reasoning, offering a compelling framework for understanding uncertainty in complex predictive models. In this paper, we investigate the use of…

Machine Learning · Computer Science 2025-03-11 Lucia Pezzetti , Stefano Favaro , Stefano Peluchetti

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Geophysics · Physics 2021-05-19 M. Amaya , N. Linde , E. Laloy

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

Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

Econometrics · Economics 2025-12-22 Toru Kitagawa , Yizhou Kuang

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson