Related papers: Linking Frequentist and Bayesian Change-Point Meth…

We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occurring in the same order for each…

Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

The frequentist method of profile likelihoods has recently received renewed attention in the field of cosmology. This is because the results of inferences based on the latter may differ from those of Bayesian inferences, either because of…

We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there…

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…

In many clinical and epidemiological studies, collecting longitudinal measurements together with time-to-event outcomes is essential. Accurately estimating the association between longitudinal markers and event risks, as well as identifying…

Learning a sequence of tasks without access to i.i.d. observations is a widely studied form of continual learning (CL) that remains challenging. In principle, Bayesian learning directly applies to this setting, since recursive and one-off…

This paper introduces the novel piecewise stationary covariate-assisted ranking estimation (PS-CARE) model for analyzing time-evolving pairwise comparison data, enhancing item ranking accuracy through the integration of covariate…

Recent work has explored transforming data sets into smaller, approximate summaries in order to scale Bayesian inference. We examine a related problem in which the parameters of a Bayesian model are very large and expensive to store in…

Interactions among people or objects are often dynamic in nature and can be represented as a sequence of networks, each providing a snapshot of the interactions over a brief period of time. An important task in analyzing such evolving…

This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine learning methods can introduce biases in the causal parameter…

DFT-based machine-learning potentials (MLPs) are now routinely trained for condensed-phase systems, but surpassing DFT accuracy remains challenging due to the cost or unavailability of periodic reference calculations. Our previous work (PRL…

Mendelian randomization (MR) is a powerful approach to examine the causal relationships between health risk factors and outcomes from observational studies. Due to the proliferation of genome-wide association studies (GWASs) and abundant…

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…

Granger causality analysis (GCA) provides a powerful tool for uncovering the patterns of brain connectivity mechanism using neuroimaging techniques. Conventional GCA applies two different mathematical theories in a two-stage scheme: (1) the…

Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…

Detecting and localizing change points in sequential data is of interest in many areas of application. Various notions of change points have been proposed, such as changes in mean, variance, or the linear regression coefficient. In this…