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We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and…

Methodology · Statistics 2021-02-19 Wei-Ting Lai , Ray-Bing Chen , Ying Chen , Thorsten Koch

Dimension reduction algorithms aim to discover latent variables which describe underlying structures in high-dimensional data. Methods such as factor analysis and principal component analysis have the downside of not offering much…

Applications · Statistics 2021-12-23 Yong See Foo , Heejung Shim

Variational Autoencoders (VAEs) have recently been highly successful at imputing and acquiring heterogeneous missing data. However, within this specific application domain, existing VAE methods are restricted by using only one layer of…

Machine Learning · Computer Science 2022-12-23 Ignacio Peis , Chao Ma , José Miguel Hernández-Lobato

Variational Bayes (VB) inference is one of the most important algorithms in machine learning and widely used in engineering and industry. However, VB is known to suffer from the problem of local optima. In this Letter, we generalize VB by…

Machine Learning · Statistics 2018-09-12 Hideyuki Miyahara , Yuki Sughiyama

Massive multiple-input multiple-output (MIMO) communications using low-resolution analog-to-digital converters (ADCs) is a promising technology for providing high spectral and energy efficiency with affordable hardware cost and power…

Information Theory · Computer Science 2022-12-06 Ly V. Nguyen , A. Lee Swindlehurst , Duy H. N. Nguyen

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…

Computation · Statistics 2026-05-18 Augusto Fasano , Giovanni Rebaudo

Approximate Bayesian inference for models with computationally expensive, black-box likelihoods poses a significant challenge, especially when the posterior distribution is complex. Many inference methods struggle to explore the parameter…

Machine Learning · Statistics 2025-11-11 Francesco Silvestrin , Chengkun Li , Luigi Acerbi

Mean-field Variational Bayes (MFVB) is an approximate Bayesian posterior inference technique that is increasingly popular due to its fast runtimes on large-scale datasets. However, even when MFVB provides accurate posterior means for…

Methodology · Statistics 2018-10-18 Ryan Giordano , Tamara Broderick , Michael I. Jordan

Traditional regression models assume stationary relationships between predictors and responses, failing to capture the spatial heterogeneity present in many environmental, epidemiological, and ecological processes. To address this…

Methodology · Statistics 2025-05-27 Justice Akuoko-Frimpong , Edward Shao , Jonathan Ta

The log-logistic regression model is one of the most commonly used accelerated failure time (AFT) models in survival analysis, for which statistical inference methods are mainly established under the frequentist framework. Recently,…

Methodology · Statistics 2023-10-11 Chengqian Xian , Camila P. E. de Souza , Wenqing He , Felipe F. Rodrigues , Renfang Tian

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentist approaches but recently researchers and practitioners have…

Methodology · Statistics 2023-02-22 Khue-Dung Dang , Luca Maestrini

Spatial concurrent linear models, in which the model coefficients are spatial processes varying at a local level, are flexible and useful tools for analyzing spatial data. One approach places stationary Gaussian process priors on the…

Applications · Statistics 2012-02-03 Zuofeng Shang , Murray K. Clayton

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

As a statistical tool to assist formative assessments in educational settings, diagnostic classification models (DCMs) have been increasingly used to provide diagnostic information regarding examinees' attributes. DCMs often adopt a…

Computation · Statistics 2022-08-24 Motonori Oka , Shun Saso , Kensuke Okada

A mean field variational Bayes approach to support vector machines (SVMs) using the latent variable representation on Polson & Scott (2012) is presented. This representation allows circumvention of many of the shortcomings associated with…

Methodology · Statistics 2013-05-14 Jan Luts , John T. Ormerod

Variational Bayes (VB) has shown itself to be a powerful approximation method in many application areas. This paper describes some diagnostics methods which can assess how well the VB approximates the true posterior, particularly with…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

Spatially varying coefficient (SVC) models are a type of regression model for spatial data where covariate effects vary over space. If there are several covariates, a natural question is which covariates have a spatially varying effect and…

Methodology · Statistics 2021-02-12 Jakob A. Dambon , Fabio Sigrist , Reinhard Furrer

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Methodology · Statistics 2024-10-10 Anjana Wijayawardhana , Thomas Suesse , David Gunawan