Related papers: Scalable Bayesian Structure Learning for Gaussian …

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

We consider the problem of learning the structure of a high dimensional precision matrix under sparsity assumptions. We propose to use a shrinkage prior, called the DL-graphical prior based on the Dirichlet-Laplace prior used for the…

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…

We propose a scalable algorithmic framework for exact Bayesian variable selection and model averaging in linear models under the assumption that the Gram matrix is block-diagonal, and as a heuristic for exploring the model space for general…

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Bayesian causal discovery offers the power to quantify epistemic uncertainties among a broad range of structurally diverse causal theories potentially explaining the data, represented in forms of directed acyclic graphs (DAGs). However,…

Traditional approaches to Bayes net structure learning typically assume little regularity in graph structure other than sparseness. However, in many cases, we expect more systematicity: variables in real-world systems often group into…

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…

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

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…

We consider Bayesian estimation of a $p\times p$ precision matrix, when $p$ can be much larger than the available sample size $n$. It is well known that consistent estimation in such ultra-high dimensional situations requires regularization…

Graphical models with change-points are computationally challenging to fit, particularly in cases where the number of observation points and the number of nodes in the graph are large. Focusing on Gaussian graphical models, we introduce an…

Gaussian Bayesian networks (a.k.a. linear Gaussian structural equation models) are widely used to model causal interactions among continuous variables. In this work, we study the problem of learning a fixed-structure Gaussian Bayesian…

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Estimating time-varying graphical models are of paramount importance in various social, financial, biological, and engineering systems, since the evolution of such networks can be utilized for example to spot trends, detect anomalies,…