Related papers: Variational Bayes Inference for Spatial Error Mode…

As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space and time. However,…

Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…

It is now widely accepted that knowledge can be acquired from networks by clustering their vertices according to connection profiles. Many methods have been proposed and in this paper we concentrate on the Stochastic Block Model (SBM). The…

Variational Bayes (VB) is a popular estimation method for Bayesian inference. However, most existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many important situations. Tran et…

In many applications, survey data are collected from different survey centers in different regions. It happens that in some circumstances, response variables are completely observed while the covariates have missing values. In this paper,…

Spatially varying coefficients (SVC) models allow for marginal effects to be non-stationary over space and thus offer a higher degree of flexibility with respect to standard geostatistical models with external drift. At the same time, SVC…

Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than…

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

In regression models for spatial data, it is often assumed that the marginal effects of covariates on the response are constant over space. In practice, this assumption might often be questionable. In this article, we show how a Gaussian…

In this paper we propose BVAR-connect, a variational inference approach to a Bayesian multi-subject vector autoregressive (VAR) model for inference on effective brain connectivity based on resting-state functional MRI data. The modeling…

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

In Bayesian analysis, the posterior follows from the data and a choice of a prior and a likelihood. One hopes that the posterior is robust to reasonable variation in the choice of prior and likelihood, since this choice is made by the…

Optimal data detection in massive multiple-input multiple-output (MIMO) systems often requires prohibitively high computational complexity. A variety of detection algorithms have been proposed in the literature, offering different…

Value-at-Risk (VaR) and Expected Shortfall (ES) are widely used in the financial sector to measure the market risk and manage the extreme market movement. The recent link between the quantile score function and the Asymmetric Laplace…

Sparse coding aims to model data vectors as sparse linear combinations of basis elements, but a majority of related studies are restricted to continuous data without spatial or temporal structure. A new model-based sparse coding (MSC)…

Probabilistic approaches for tensor factorization aim to extract meaningful structure from incomplete data by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to large…

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

Vector Error Correction Model (VECM) is a classic method to analyse cointegration relationships amongst multivariate non-stationary time series. In this paper, we focus on high dimensional setting and seek for sample-size-efficient…

The Infinite Relational Model (IRM) is a probabilistic model for relational data clustering that partitions objects into clusters based on observed relationships. This paper presents Averaged CVB (ACVB) solutions for IRM,…

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…