Related papers: Scaling Up Bayesian DAG Sampling
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…
Learning a Bayesian network (BN) from data can be useful for decision-making or discovering causal relationships. However, traditional methods often fail in modern applications, which exhibit a larger number of observed variables than data…
We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…
Sampling from combinatorial families can be difficult. However, complicated families can often be embedded within larger, simpler ones, for which easy sampling algorithms are known. We take advantage of such a relationship to describe a…
We consider the problem of learning the underlying causal structure among a set of variables, which are assumed to follow a Bayesian network or, more specifically, a linear recursive structural equation model (SEM) with the associated…
Learning the directed acyclic graph (DAG) structure of a Bayesian network from observational data is a notoriously difficult problem for which many hardness results are known. In this paper we propose a provably polynomial-time algorithm…
Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of…
Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…
Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…
Bayesian network is a frequently-used method for fault detection and diagnosis in industrial processes. The basis of Bayesian network is structure learning which learns a directed acyclic graph (DAG) from data. However, the search space…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian,…
In the context of inferring a Bayesian network structure (directed acyclic graph, DAG for short), we devise a non-reversible continuous time Markov chain, the ``Causal Zig-Zag sampler'', that targets a probability distribution over classes…
A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…
With the technology development, the need of analyze and extraction of useful information is increasing. Bayesian networks contain knowledge from data and experts that could be used for decision making processes But they are not easily…
Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…
We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…