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A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…
We propose a novel Bayesian model framework for discrete ordinal and count data based on conditional transformations of the responses. The conditional transformation function is estimated from the data in conjunction with an a priori chosen…
Compact and discriminative visual codebooks are preferred in many visual recognition tasks. In the literature, a number of works have taken the approach of hierarchically merging visual words of an initial large-sized codebook, but…
Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…
We define a probabilistic programming language for Gaussian random variables with a first-class exact conditioning construct. We give operational, denotational and equational semantics for this language, establishing convenient properties…
Graphical models in probability and statistics are a core concept in the area of probabilistic reasoning and probabilistic programming-graphical models include Bayesian networks and factor graphs. In this paper we develop a new model of…
What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…
Markov models lie at the interface between statistical independence in a probability distribution and graph separation properties. We review model selection and estimation in directed and undirected Markov models with Gaussian…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
This paper introduces a novel family of geostatistical models designed to capture complex features beyond the reach of traditional Gaussian processes. The proposed family, termed the Poisson-Gaussian Mixture Process (POGAMP), is…
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
We consider the problem of learning the structure of a pairwise graphical model over continuous and discrete variables. We present a new pairwise model for graphical models with both continuous and discrete variables that is amenable to…
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…
Conditional correlation networks, within Gaussian Graphical Models (GGM), are widely used to describe the direct interactions between the components of a random vector. In the case of an unlabelled Heterogeneous population, Expectation…
Graphical causal models are an important tool for knowledge discovery because they can represent both the causal relations between variables and the multivariate probability distributions over the data. Once learned, causal graphs can be…
This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…