Related papers: Entropy regularization in probabilistic clustering
Though very popular, it is well known that the EM for GMM algorithm suffers from non-Gaussian distribution shapes, outliers and high-dimensionality. In this paper, we design a new robust clustering algorithm that can efficiently deal with…
In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…
We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…
The Bayesian conjugate gradient method offers probabilistic solutions to linear systems but suffers from poor calibration, limiting its utility in uncertainty quantification tasks. Recent approaches leveraging postiterations to construct…
Causal effects are often characterized with population summaries. These might provide an incomplete picture when there are heterogeneous treatment effects across subgroups. Since the subgroup structure is typically unknown, it is more…
Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…
Bayesian learning provides a unified skeleton to solve the electrophysiological source imaging task. From this perspective, existing source imaging algorithms utilize the Gaussian assumption for the observation noise to build the likelihood…
In this article, we propose the use of partitioning and clustering methods as an alternative to Gaussian quadrature for stochastic collocation. The key idea is to use cluster centers as the nodes for collocation. In this way, we can extend…
This paper deals with the problem of clustering data returned by a radar sensor network that monitors a region where multiple moving targets are present. The network is formed by nodes with limited functionalities that transmit the…
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…
Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…
Cluster analysis is a popular unsupervised learning tool used in many disciplines to identify heterogeneous sub-populations within a sample. However, validating cluster analysis results and determining the number of clusters in a data set…
Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…
We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be…
Clustering in high-dimensions poses many statistical challenges. While traditional distance-based clustering methods are computationally feasible, they lack probabilistic interpretation and rely on heuristics for estimation of the number of…
We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…
Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…
Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…