Related papers: Scalable expectation propagation for generalized l…
The experimental design for a generalized linear model (GLM) is important but challenging since the design criterion often depends on model specification including the link function, the linear predictor, and the unknown regression…
Understanding how well a deep generative model captures a distribution of high-dimensional data remains an important open challenge. It is especially difficult for certain model classes, such as Generative Adversarial Networks and Diffusion…
Generalized eigenvalue problems (GEPs) find applications in various fields of science and engineering. For example, principal component analysis, Fisher's discriminant analysis, and canonical correlation analysis are specific instances of…
Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…
The cost of both generalized least squares (GLS) and Gibbs sampling in a crossed random effects model can easily grow faster than $N^{3/2}$ for $N$ observations. Ghosh et al. (2020) develop a backfitting algorithm that reduces the cost to…
Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…
Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…
In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two…
Large language models (LLMs) have recently been proposed as general-purpose agents for experimental design, with claims that they can perform in-context experimental design. We evaluate this hypothesis using both open- and closed-source…
Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…
We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…
Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…
We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…
We consider linear structural equation models that are associated with mixed graphs. The structural equations in these models only involve observed variables, but their idiosyncratic error terms are allowed to be correlated and…
Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…
Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…
Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…
We study generalized Bayesian inference under misspecification, i.e. when the model is 'wrong but useful'. Generalized Bayes equips the likelihood with a learning rate $\eta$. We show that for generalized linear models (GLMs),…
We propose an original particle-based implementation of the Loopy Belief Propagation (LPB) algorithm for pairwise Markov Random Fields (MRF) on a continuous state space. The algorithm constructs adaptively efficient proposal distributions…
Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…