Related papers: Generalized Bayesian Multidimensional Scaling and …

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even with gradient information provided.…

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Geodesic Monte Carlo (gMC) is a powerful algorithm for Bayesian inference on non-Euclidean manifolds. The original gMC algorithm was cleverly derived in terms of its progenitor, the Riemannian manifold Hamiltonian Monte Carlo (RMHMC). Here,…

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

In this work, a unified framework for gradient-free Multidimensional Scaling (MDS) based on Coordinate Search (CS) is proposed. This family of algorithms is an instance of General Pattern Search (GPS) methods which avoid the explicit…

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

To address the dual challenges of the curse of dimensionality and the difficulty in separating intra-cluster and inter-cluster structures in high-dimensional manifold embedding, we proposes an Adaptive Multi-Scale Manifold Embedding (AMSME)…

Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…

This work considers black-box Bayesian inference over high-dimensional parameter spaces. The well-known adaptive Metropolis (AM) algorithm of (Haario etal. 2001) is extended herein to scale asymptotically uniformly with respect to the…

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

Improving Markov chain Monte Carlo algorithm efficiency is essential for enhancing computational speed and inferential accuracy in Bayesian analysis. These improvements can be effectively achieved using the ancillarity-sufficiency…

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

We study general coordinate-wise MCMC schemes (such as Metropolis-within-Gibbs samplers), which are commonly used to fit Bayesian non-conjugate hierarchical models. We relate their convergence properties to the ones of the corresponding…

Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addressed through reversible jump Markov chain Monte Carlo (RJMCMC).…

There is a rich literature on clustering functional data with applications to time-series modeling, trajectory data, and even spatio-temporal applications. However, existing methods routinely perform global clustering that enforces…

In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…