Related papers: MCMC for Bayesian nonparametric mixture modeling u…
In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…
Proximal Markov Chain Monte Carlo is a novel construct that lies at the intersection of Bayesian computation and convex optimization, which helped popularize the use of nondifferentiable priors in Bayesian statistics. Existing formulations…
Confidential data, such as electronic health records, activity data from wearable devices, and geolocation data, are becoming increasingly prevalent. Differential privacy provides a framework to conduct statistical analyses while mitigating…
Differential privacy (DP) is a rigorous notion of data privacy, used for private statistics. The canonical algorithm for differentially private mean estimation is to first clip the samples to a bounded range and then add noise to their…
Estimating causal effects from randomized experiments is only possible if participants are willing to disclose their potentially sensitive responses. Differential privacy, a widely used framework for ensuring an algorithms privacy…
For engineering applications of artificial intelligence, Bayesian learning holds significant advantages over standard frequentist learning, including the capacity to quantify uncertainty. Langevin Monte Carlo (LMC) is an efficient…
We investigate a stochastic version of the synthetic multicellular clock model proposed by Garcia-Ojalvo, Elowitz and Strogatz. By introducing dynamical noise in the model and assuming that the partial observations of the system can be…
We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…
We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…
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…
We propose a new Bayesian tracking and parameter learning algorithm for non-linear non-Gaussian multiple target tracking (MTT) models. We design a Markov chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the…
Our research delves into the balance between maintaining privacy and preserving statistical accuracy when dealing with multivariate data that is subject to \textit{componentwise local differential privacy} (CLDP). With CLDP, each component…
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…
Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the posterior distribution becomes prohibitive due to the large…
Differential privacy is typically studied in the central model where a trusted "aggregator" holds the sensitive data of all the individuals and is responsible for protecting their privacy. A popular alternative is the local model in which…
Many algorithms have been developed to estimate probability distributions subject to differential privacy (DP): such an algorithm takes as input independent samples from a distribution and estimates the density function in a way that is…
Differential privacy (DP) is the prevailing technique for protecting user data in machine learning models. However, deficits to this framework include a lack of clarity for selecting the privacy budget $\epsilon$ and a lack of…
Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into…
Complex networks usually expose community structure with groups of nodes sharing many links with the other nodes in the same group and relatively few with the nodes of the rest. This feature captures valuable information about the…
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…