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Related papers: Thermodynamic Bayesian Inference

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We introduce a generative modeling framework for thermodynamic computing, in which structured data is synthesized from noise by the natural time evolution of a physical system governed by Langevin dynamics. While conventional diffusion…

Statistical Mechanics · Physics 2025-11-03 Stephen Whitelam

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multivariate time series models is advanced through the…

Methodology · Statistics 2022-06-07 Isaac Lavine , Andrew Cron , Mike West

Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…

Applications · Statistics 2026-01-05 Diksha Bhandari , Sebastian Reich

This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for…

Methodology · Statistics 2025-04-23 Lorenzo Mauri , David B. Dunson

While modern machine learning has transformed numerous application domains, its growing computational demands increasingly constrain scalability and efficiency, particularly on embedded and resource-limited platforms. In practice, neural…

Machine Learning · Computer Science 2025-10-30 Bernhard Klein

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…

Populations and Evolution · Quantitative Biology 2026-04-03 Bayu Brahmantio , Krzysztof Bartoszek , Etka Yapar

Driven by the critical needs of biomanufacturing 4.0, we introduce a probabilistic knowledge graph hybrid model characterizing the risk- and science-based understanding of bioprocess mechanisms. It can faithfully capture the important…

Machine Learning · Statistics 2022-10-03 Wei Xie , Keqi Wang , Hua Zheng , Ben Feng

Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…

Statistics Theory · Mathematics 2021-01-19 Abhishek Roy , Lingqing Shen , Krishnakumar Balasubramanian , Saeed Ghadimi

It is well known that the Lasso can be interpreted as a Bayesian posterior mode estimate with a Laplacian prior. Obtaining samples from the full posterior distribution, the Bayesian Lasso, confers major advantages in performance as compared…

Computation · Statistics 2018-01-09 Marcela Mendoza , Alexis Allegra , Todd P. Coleman

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

The use of non-differentiable priors in Bayesian statistics has become increasingly popular, in particular in Bayesian imaging analysis. Current state of the art methods are approximate in the sense that they replace the posterior with a…

Methodology · Statistics 2021-03-17 Jacob Vorstrup Goldman , Torben Sell , Sumeetpal Sidhu Singh

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…

Systems and Control · Computer Science 2019-03-18 Shengling Shi , Giulio Bottegal , Paul M. J. Van den Hof

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

We propose a scalable kinetic Langevin dynamics algorithm for sampling parameter spaces of big data and AI applications. Our scheme combines a symmetric forward/backward sweep over minibatches with a symmetric discretization of Langevin…

Machine Learning · Statistics 2025-03-12 Daniel Paulin , Peter A. Whalley , Neil K. Chada , Benedict Leimkuhler
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