Related papers: Model Uncertainty in Latent Gaussian Models with U…
In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of…
Uncertainty quantification (UQ) methods for Large Language Models (LLMs) encompass a variety of approaches, with two major types being particularly prominent: information-based, which focus on model confidence expressed as token…
Latent Gaussian Models (LGMs) are a subset of Bayesian Hierarchical models where Gaussian priors, conditional on variance parameters, are assigned to all effects in the model. LGMs are employed in many fields for their flexibility and…
We use Gaussian stochastic weight averaging (SWAG) to assess the model-form uncertainty associated with neural-network-based function approximation relevant to fluid flows. SWAG approximates a posterior Gaussian distribution of each weight,…
We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite…
Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…
This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…
Motivated by dynamic biologic network analysis, we propose a covariate-dependent Gaussian graphical model (cdexGGM) for capturing network structure that varies with covariates through a novel parameterization. Utilizing a likelihood…
In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of…
Over the past decades, researchers and ML practitioners have come up with better and better ways to build, understand and improve the quality of ML models, but mostly under the key assumption that the training data is distributed…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…
Variational Bayesian posterior inference often requires simplifying approximations such as mean-field parametrisation to ensure tractability. However, prior work has associated the variational mean-field approximation for Bayesian neural…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…
Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…
We face network data from various sources, such as protein interactions and online social networks. A critical problem is to model network interactions and identify latent groups of network nodes. This problem is challenging due to many…
Count-weighted temporal networks often exhibit unequal dispersion in the edge weights, which cannot be fully explained by modelling observational heterogeneity through latent factors in the conditional mean. Therefore, we propose new…
We introduce a new neural network-based continual learning algorithm, dubbed as Uncertainty-regularized Continual Learning (UCL), which builds on traditional Bayesian online learning framework with variational inference. We focus on two…
Statistical analysis of microbiome data is challenging. Bayesian multinomial logistic-normal (MLN) models have gained popularity due to their ability to account for the count compositional nature of these data, but existing approaches are…