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Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…
We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with $\beta$-divergences. The resulting inference procedure is doubly robust for both the parameter and the…
L-BFGS is the state-of-the-art optimization method for many large scale inverse problems. It has a small memory footprint and achieves superlinear convergence. The method approximates Hessian based on an initial approximation and an update…
Parameter-space regularization in neural network optimization is a fundamental tool for improving generalization. However, standard parameter-space regularization methods make it challenging to encode explicit preferences about desired…
Bayesian inference is applied directly to the problem of unfolding. The outcome is a posterior probability density for the spectrum before smearing, defined in the multi-dimensional space of all possible spectra. Regularization consists in…
Bayesian deep learning (BDL) has emerged as a principled approach to produce reliable uncertainty estimates by integrating deep neural networks with Bayesian inference, and the selection of informative prior distributions remains a…
Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…
Frequently, population studies feature pyramidally-organized data represented using Hierarchical Bayesian Models (HBM) enriched with plates. These models can become prohibitively large in settings such as neuroimaging, where a sample is…
One-dimensional function approximation is a fundamental problem in scientific computing and engineering applications. While neural networks possess powerful universal approximation capabilities, their optimization process is often hindered…
We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…
Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the…
We revisit the problem of model-based object recognition for intensity images and attempt to address some of the shortcomings of existing Bayesian methods, such as unsuitable priors and the treatment of residuals with a non-robust error…
Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs…
The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly…
We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…
The mean field variational inference (MFVI) formulation restricts the general Bayesian inference problem to the subspace of product measures. We present a framework to analyze MFVI algorithms, which is inspired by a similar development for…
Ideally, any statistical inference should be robust to local influences. Although there are simple ways to check about leverage points in independent and linear problems, more complex models require more sophisticated methods.…
Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…
This paper introduces a loss-based generalized Bayesian methodology for high-dimensional robust regression with serially correlated errors and predictors. The proposed framework employs a novel scaled pseudo-Huber (SPH) loss function, which…
Motivated by the surge of interest in Koopman operator theory, we propose a machine-learning alternative based on a functional Bayesian perspective for operator-theoretic modeling of unknown, data-driven, nonlinear dynamical systems. This…