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We propose Bayesian methods for Gaussian graphical models that lead to sparse and adaptively shrunk estimators of the precision (inverse covariance) matrix. Our methods are based on lasso-type regularization priors leading to parsimonious…

Methodology · Statistics 2013-10-07 Rajesh Talluri , Veerabhadran Baladandayuthapani , Bani K. Mallick

Feature and trait allocation models are fundamental objects in Bayesian nonparametrics and play a prominent role in several applications. Existing approaches, however, typically assume full exchangeability of the data, which may be…

Methodology · Statistics 2025-11-11 Lorenzo Ghilotti , Federico Camerlenghi , Tommaso Rigon , Michele Guindani

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…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…

Artificial Intelligence · Computer Science 2014-04-24 Mathias Niepert , Guy Van den Broeck

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

We present a novel family of deep neural architectures, named partially exchangeable networks (PENs) that leverage probabilistic symmetries. By design, PENs are invariant to block-switch transformations, which characterize the partial…

Machine Learning · Statistics 2019-07-25 Samuel Wiqvist , Pierre-Alexandre Mattei , Umberto Picchini , Jes Frellsen

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

Exchangeable random partition processes are the basis for Bayesian approaches to statistical inference in large alphabet settings. On the other hand, the notion of the pattern of a sequence provides an information-theoretic framework for…

Information Theory · Computer Science 2014-10-22 Narayana P. Santhanam , Anand D. Sarwate , Jae Oh Woo

Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…

Machine Learning · Statistics 2016-12-16 Theofanis Karaletsos

The main contribution of this article is a new prior distribution over directed acyclic graphs, which gives larger weight to sparse graphs. This distribution is intended for structured Bayesian networks, where the structure is given by an…

Machine Learning · Statistics 2015-04-28 Felix L. Rios , John M. Noble , Timo J. T. Koski

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

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

We introduce the notion of combinatorial encoding of continuous dynamical systems and suggest the first examples, which are the most interesting and important, namely, the combinatorial encoding of a Bernoulli process with continuous state…

Dynamical Systems · Mathematics 2019-11-05 Anatoly Vershik

In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…

Machine Learning · Computer Science 2013-01-18 Nir Friedman , Daphne Koller

Gaussian graphical models are useful tools for conditional independence structure inference of multivariate random variables. Unfortunately, Bayesian inference of latent graph structures is challenging due to exponential growth of…

In this work, we address the problem of solving a series of underdetermined linear inverse problems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of the…

Machine Learning · Statistics 2018-01-19 Michael Riis Andersen , Aki Vehtari , Ole Winther , Lars Kai Hansen

We introduce probabilistic embeddings using Laplacian priors (PELP). The proposed model enables incorporating graph side-information into static word embeddings. We theoretically show that the model unifies several previously proposed…

Computation and Language · Computer Science 2022-04-06 Väinö Yrjänäinen , Måns Magnusson