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Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

Methodology · Statistics 2020-05-20 Jami J. Mulgrave , Subhashis Ghosal

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…

Methodology · Statistics 2025-08-05 Henry R. Scharf

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Phylogenetics is a branch of computational biology that studies the evolutionary relationships among biological entities. Its long history and numerous applications notwithstanding, inference of phylogenetic trees from sequence data remains…

Populations and Evolution · Quantitative Biology 2024-03-26 Mingyang Zhou , Zichao Yan , Elliot Layne , Nikolay Malkin , Dinghuai Zhang , Moksh Jain , Mathieu Blanchette , Yoshua Bengio

Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…

Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

This paper introduces posterior mean matching (PMM), a new method for generative modeling that is grounded in Bayesian inference. PMM uses conjugate pairs of distributions to model complex data of various modalities like images and text,…

Machine Learning · Computer Science 2024-12-23 Sebastian Salazar , Michal Kucer , Yixin Wang , Emily Casleton , David Blei

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

Phylogenetic inference, the task of reconstructing how related sequences evolved from common ancestors, is a central objective in evolutionary genomics. The current state-of-the-art methods exploit probabilistic models of sequence evolution…

Populations and Evolution · Quantitative Biology 2026-02-19 Luc Blassel , Noémie Sauvage , Pierre Barrat-Charlaix , Bastien Boussau , Nicolas Lartillot , Laurent Jacob

We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…

Machine Learning · Computer Science 2025-04-03 Caroline Tatsuoka , Minglei Yang , Dongbin Xiu , Guannan Zhang

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…

Methodology · Statistics 2025-12-29 Soumyakanti Pan , Lu Zhang , Jonathan R. Bradley , Sudipto Banerjee

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Methodology · Statistics 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Methodology · Statistics 2025-03-17 Cheng Zeng , Yaozhi Yang , Jason Xu , Leo L Duan

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal
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