Related papers: Fast and effortless computation of profile likelih…

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

We consider the branch-length estimation problem on a bifurcating tree: a character evolves along the edges of a binary tree according to a two-state symmetric Markov process, and we seek to recover the edge transition probabilities from…

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

We extend a heuristic method for automatic dimensionality selection, which maximizes a profile likelihood to identify "elbows" in scree plots. Our extension enables researchers to make automatic choices of multiple hyper-parameters…

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the…

This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative…

Poisson likelihood models have been prevalently used in imaging, social networks, and time series analysis. We propose fast, simple, theoretically-grounded, and versatile, optimization algorithms for Poisson likelihood modeling. The Poisson…

Profile likelihood confidence intervals are a robust alternative to Wald's method if the asymptotic properties of the maximum likelihood estimator are not met. However, the constrained optimization problem defining profile likelihood…

Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…

We present a comparative study of the accuracy and precision of correlation function methods and full-field inference in cosmological data analysis. To do so, we examine a Bayesian hierarchical model that predicts log-normal fields and…

The vast quantity of strong galaxy-galaxy gravitational lenses expected by future large-scale surveys necessitates the development of automated methods to efficiently model their mass profiles. For this purpose, we train an approximate…

Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…

Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…

In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

Approximate Bayesian Computation (ABC) methods are applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

Bayesian model selection provides the cosmologist with an exacting tool to distinguish between competing models based purely on the data, via the Bayesian evidence. Previous methods to calculate this quantity either lacked general…

Choice modellers routinely acknowledge the risk of convergence to inferior local optima when using structures other than a simple linear-in-parameters logit model. At the same time, there is no consensus on appropriate mechanisms for…

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…