Related papers: A Bayesian Perspective on the Maximum Score Proble…
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
Generalized linear mixed models are useful in studying hierarchical data with possibly non-Gaussian responses. However, the intractability of likelihood functions poses challenges for estimation. We develop a new method suitable for this…
As an automatic method of determining model complexity using the training data alone, Bayesian linear regression provides us a principled way to select hyperparameters. But one often needs approximation inference if distribution assumption…
The Bayesian data analysis framework has been proven to be a systematic and effective method of parameter inference and model selection for stochastic processes. In this work we introduce an information content model check which may serve…
Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…
We present a class of models that, via a simple construction, enables exact, incremental, non-parametric, polynomial-time, Bayesian inference of conditional measures. The approach relies upon creating a sequence of covers on the…
This article describes the inferential procedures and Bayesian optimal life-testing issues under Type-II unified hybrid censoring scheme. First, the explicit expressions of expected number of failures, expected duration of testing and…
We propose a class of transformation hazard models for right-censored failure time data. It includes the proportional hazards model (Cox) and the additive hazards model (Lin and Ying) as special cases. Due to the requirement of a…
We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…
This paper studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…
In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…
The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational…
We obtain a reliability acceptance sampling plan for independent competing risk data under interval censoring schemes using the Bayesian approach. At first, the Bayesian reliability acceptance sampling plan is obtained where the decision…
The stochastic expansion of the marginal quasi-likelihood function associated with a class of generalized linear models is shown. Based on the expansion, a quasi-Bayesian information criterion is proposed that is able to deal with…
A new method is proposed for exploiting causal independencies in exact Bayesian network inference. A Bayesian network can be viewed as representing a factorization of a joint probability into the multiplication of a set of conditional…
We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…
Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…
The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…