Related papers: Logit unfolding choice models for binary data
The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…
Diffusion models (DMs) have emerged as powerful image priors in Bayesian computational imaging. Two primary strategies have been proposed for leveraging DMs in this context: Plug-and-Play methods, which are zero-shot and highly flexible but…
The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…
In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…
Multilayer switch networks are proposed as artificial generators of high-dimensional discrete data (e.g., binary vectors, categorical data, natural language, network log files, and discrete-valued time series). Unlike deconvolution networks…
Surveys that rely on ordinal polychotomous (Likert-like) items are widely employed to capture individual preferences because they allow respondents to express both the direction and strength of their preferences. Latent factor models…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Dynamic networks are used in a variety of fields to represent the structure and evolution of the relationships between entities. We present a model which embeds longitudinal network data as trajectories in a latent Euclidean space. A Markov…
We develop an unsupervised mixture model for non-negative, skewed and heavy-tailed data, such as losses in actuarial and risk management applications. The mixture has a lognormal component, which is usually appropriate for the body of the…
Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…
A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…
We use a tensor unfolding technique to prove a new identifiability result for discrete bipartite graphical models, which have a bipartite graph between an observed and a latent layer. This model family includes popular models such as…
There is a rich literature for modeling binary and polychotomous responses. However, existing methods are inadequate for handling combinatorial responses, where each response is an integer array under additional constraints. Such data are…
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC)…
Recent innovations from machine learning allow for data unfolding, without binning and including correlations across many dimensions. We describe a set of known, upgraded, and new methods for ML-based unfolding. The performance of these…
A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted…
Understanding how adult humans learn non-native speech categories such as tone information has shed novel insights into the mechanisms underlying experience-dependent brain plasticity. Scientists have traditionally examined these questions…
Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed high-dimensional data based on multivariate Student-$t$…
In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…
Many prediction problems on social networks, from recommendations to anomaly detection, can be approached by modeling network data as a sequence of relational events and then leveraging the resulting model for prediction. Conditional logit…