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Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

In this paper, Bayesian based aggregation of decision trees in an ensemble (decision forest) is investigated. The focus is laid on multi-class classification with number of samples significantly skewed toward one of the classes. The…

Diffusion models have recently emerged as a powerful tool for planning. However, unlike Monte Carlo Tree Search (MCTS)-whose performance naturally improves with inference-time computation scaling-standard diffusion-based planners offer only…

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Problem definition. In retailing, discrete choice models (DCMs) are commonly used to capture the choice behavior of customers when offered an assortment of products. When estimating DCMs using transaction data, flexible models (such as…

We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions…

We develop a new Markov chain on graph partitions that makes relatively global moves yet is computationally feasible to be used as the proposal in the Metropolis-Hastings method. Our resulting algorithm can be made reversible and able to…

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high…

In this paper, we address technical difficulties that arise when applying Markov chain Monte Carlo (MCMC) to hierarchical models designed to perform clustering in the space of latent parameters of subject-wise generative models.…

Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly…

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…

Monte Carlo Tree Search (MCTS) is an immensely popular search-based framework used for decision making. It is traditionally applied to domains where a perfect simulation model of the environment is available. We study and improve MCTS in…

For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…

When working with multimodal Bayesian posterior distributions, Markov chain Monte Carlo (MCMC) algorithms have difficulty moving between modes, and default variational or mode-based approximate inferences will understate posterior…

Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…

We introduce a family of multiscale stick-breaking mixture models for Bayesian nonparametric density estimation. The Bayesian nonparametric literature is dominated by single scale methods, exception made for P\`olya trees and allied…

We propose a procedure to build a decision tree which approximates the performance of complex machine learning models. This single approximation tree can be used to interpret and simplify the predicting pattern of random forests (RFs) and…