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In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $f$ and the hyperparameters $\theta$ given the observed data $g$ and a model $M$ linking these…

Mathematical Physics · Physics 2009-04-28 Ali Mohammad-Djafari

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

Methodology · Statistics 2026-03-03 Seunghyeon Kim , Kwangmin Lee , Yeonhee Park

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Carlos C. Rodriguez

Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…

Computation · Statistics 2018-08-03 Jaewoo Park , Murali Haran

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

When solving ill-posed inverse problems, one often desires to explore the space of potential solutions rather than be presented with a single plausible reconstruction. Valuable insights into these feasible solutions and their associated…

Computer Vision and Pattern Recognition · Computer Science 2024-05-27 Elias Nehme , Rotem Mulayoff , Tomer Michaeli

Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference with informative priors to handle the ill-posedness of such…

Machine Learning · Statistics 2023-10-27 Gabriel Cardoso , Yazid Janati El Idrissi , Sylvain Le Corff , Eric Moulines

We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van der Vaart [2] have obtained general…

Statistics Theory · Mathematics 2008-09-23 Yang Xing

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

The start of LHC has motivated an effort to determine the relative probability of the different regions of the MSSM parameter space, taking into account the present, theoretical and experimental, wisdom about the model. Since the present…

High Energy Physics - Phenomenology · Physics 2014-11-18 M. E. Cabrera , J. A. Casas , R. Ruiz de Austri

Since Hamming distances can be calculated by bitwise computations, they can be calculated with less computational load than L2 distances. Similarity searches can therefore be performed faster in Hamming distance space. The elements of…

Machine Learning · Computer Science 2013-03-19 Yui Noma , Makiko Konoshima

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior…

Data Analysis, Statistics and Probability · Physics 2007-06-14 Ali Mohammad-Djafari

This article introduces a Bayesian neural network estimation method for quantile regression assuming an asymmetric Laplace distribution (ALD) for the response variable. It is shown that the posterior distribution for feedforward neural…

Statistics Theory · Mathematics 2022-04-06 Sanket R. Jantre , Shrijita Bhattacharya , Tapabrata Maiti

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal…

Computation · Statistics 2009-09-29 Heng Lian

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti