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It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

Methodology · Statistics 2022-02-01 Jon Lachmann , Geir Storvik , Florian Frommlet , Aliaksadr Hubin

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Computation · Statistics 2015-01-15 Brendon J. Brewer

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Learning how to aggregate ranking lists has been an active research area for many years and its advances have played a vital role in many applications ranging from bioinformatics to internet commerce. The problem of discerning reliability…

Methodology · Statistics 2021-04-16 Wanchuang Zhu , Yingkai Jiang , Jun S. Liu , Ke Deng

We are interested in learning how listeners perceive sounds as having human origins. An experiment was performed with a series of electronically synthesized sounds, and listeners were asked to compare them in pairs. We propose a Bayesian…

Applications · Statistics 2018-09-03 Marta Crispino , Elja Arjas , Valeria Vitelli , Natasha Barrett , Arnoldo Frigessi

The Bayes factor, the data-based updating factor from prior to posterior odds, is a principled measure of relative evidence for two competing hypotheses. It is naturally suited to sequential data analysis in settings such as clinical trials…

Methodology · Statistics 2026-01-07 Samuel Pawel , Leonhard Held

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

Bayesian phylogenetic inference is often conducted via local or sequential search over topologies and branch lengths using algorithms such as random-walk Markov chain Monte Carlo (MCMC) or Combinatorial Sequential Monte Carlo (CSMC).…

Machine Learning · Statistics 2021-06-21 Antonio Khalil Moretti , Liyi Zhang , Christian A. Naesseth , Hadiah Venner , David Blei , Itsik Pe'er

The Mallows model is a popular distribution for ranked data. We empirically and theoretically analyze how the properties of rankings sampled from the Mallows model change when increasing the number of alternatives. We find that real-world…

Methodology · Statistics 2024-01-29 Niclas Boehmer , Piotr Faliszewski , Sonja Kraiczy

A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects. The rankings are…

Machine Learning · Statistics 2018-02-12 Simon Guillotte , François Perron , Johan Segers

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…

Statistics Theory · Mathematics 2011-11-11 Christian Schäfer , Nicolas Chopin

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman

Bayes factor, defined as the ratio of the marginal likelihood functions of two competing models, is the natural Bayesian procedure for model selection. Marginal likelihoods are usually computationally demanding and complex. This scenario is…

Methodology · Statistics 2022-09-09 Gabriel Calvo , Carmen Armero , Luigi Spezia , Maria Grazia Pennino

We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states,…

Computation · Statistics 2014-09-10 Junjing Lin , Michael Ludkovski

The article develops marginal models for multivariate longitudinal responses. Overall, the model consists of five regression submodels, one for the mean and four for the covariance matrix, with the latter resulting by considering various…

Methodology · Statistics 2020-12-18 Georgios Papageorgiou

Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…

Computation · Statistics 2021-12-16 Aden Forrow , Ruth E. Baker

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Machine Learning · Statistics 2023-11-20 Jingyan Wang , Ashwin Pananjady

We consider a preference learning setting where every participant chooses an ordered list of $k$ most preferred items among a displayed set of candidates. (The set can be different for every participant.) We identify a distance-based…

Machine Learning · Computer Science 2023-01-24 Yifan Feng , Yuxuan Tang