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We propose probabilistic task modelling -- a generative probabilistic model for collections of tasks used in meta-learning. The proposed model combines variational auto-encoding and latent Dirichlet allocation to model each task as a…

Machine Learning · Computer Science 2022-03-21 Cuong C. Nguyen , Thanh-Toan Do , Gustavo Carneiro

Beta process is the standard nonparametric Bayesian prior for latent factor model. In this paper, we derive a structured mean-field variational inference algorithm for a beta process non-negative matrix factorization (NMF) model with…

Machine Learning · Statistics 2014-12-03 Dawen Liang , Matthew D. Hoffman

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…

Methodology · Statistics 2020-08-25 Tom Whitaker , Boris Beranger , Scott A. Sisson

Logistic regression is key method for modeling the probability of a binary outcome based on a collection of covariates. However, the classical formulation of logistic regression relies on the independent sampling assumption, which is often…

Statistics Theory · Mathematics 2024-09-25 Somabha Mukherjee , Ziang Niu , Sagnik Halder , Bhaswar B. Bhattacharya , George Michailidis

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

Density dependence is important in the ecology and evolution of microbial and cancer cells. Typically, we can only measure net growth rates, but the underlying density-dependent mechanisms that give rise to the observed dynamics can…

Populations and Evolution · Quantitative Biology 2025-06-04 Linh Huynh , Jacob G. Scott , Peter J. Thomas

This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…

Machine Learning · Computer Science 2026-04-07 Stefano Goria , Levent A. Mengütürk , Murat C. Mengütürk , Berkan Sesen

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

Computation · Statistics 2025-02-18 Yiqi Tang , Ryan Martin

Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…

Methodology · Statistics 2026-02-09 Anthony Almudevar , Jacob Almudevar

Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…

Statistics Theory · Mathematics 2023-03-31 Clara Grazian

We propose a novel Bayesian nonparametric classification model that combines a Gaussian process prior for the latent function with a Dirichlet process prior for the link function, extending the interpretative framework of de Finetti…

Methodology · Statistics 2025-08-26 Marcio Alves Diniz

We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…

Methodology · Statistics 2021-08-03 Garritt L. Page , Fernando A. Quintana , David B. Dahl

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…

Statistics Theory · Mathematics 2011-09-23 Federico Bassetti , Roberto Casarin , Fabrizio Leisen

We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dynamical behaviors. Using a beta process prior, the size of the…

Methodology · Statistics 2011-11-21 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

We consider an array of random variables, taking values in a complete and separable metric space, that exhibits a kind of symmetry which we call row exchangeability. Given such an array, a natural model for Bayesian nonparametric inference…

Statistics Theory · Mathematics 2025-10-10 Evan Donald , Jason Swanson

This paper introduces a mathematical framework of a stochastic process model as a generalization of diffusion stochastic processes to model latent variables in categorical responses given unobserved random effects and maximum likelihood…

Statistics Theory · Mathematics 2023-06-05 Mahdi Mollakazemiha

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell