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The use of hierarchical mixture priors with shared atoms has recently flourished in the Bayesian literature for partially exchangeable data. Leveraging on nested levels of mixtures, these models allow the estimation of a two-layered data…

Methodology · Statistics 2024-06-21 Laura D'Angelo , Francesco Denti

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

Simulation-Based Inference (SBI) is a promising Bayesian inference framework that alleviates the need for analytic likelihoods to estimate posterior distributions. Recent advances using neural density estimators in SBI algorithms have…

Instrumentation and Methods for Astrophysics · Physics 2022-07-13 Justine Zeghal , François Lanusse , Alexandre Boucaud , Benjamin Remy , Eric Aubourg

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

Computation · Statistics 2026-05-22 Kostas Tsampourakis , Víctor Elvira

Dynamic structural equation modeling (DSEM) is widely used for analyzing intensive longitudinal data (ILD). Although many ILD have categorical (Bernoulli or binomially distributed) responses, currently available Metropolis-within-Gibbs…

Computation · Statistics 2026-04-01 Øystein Sørensen , Ethan M. McCormick

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

Machine Learning · Statistics 2025-05-16 Conor Rosato , Harvinder Lehal , Simon Maskell , Lee Devlin , Malcolm Strens

We introduce Multiproposal Elliptical Slice Sampling, a self-tuning multiproposal Markov chain Monte Carlo method for Bayesian inference with Gaussian priors. Our method generalizes the Elliptical Slice Sampling algorithm by 1) allowing…

We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors. Our generative model can handle overdispersed…

Machine Learning · Statistics 2015-08-19 Changwei Hu , Piyush Rai , Changyou Chen , Matthew Harding , Lawrence Carin

Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…

Machine Learning · Computer Science 2026-04-02 Kazuya Takabatake , Shotaro Akaho

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…

Computation · Statistics 2023-05-04 Marcelo Pereyra , Luis A. Vargas-Mieles , Konstantinos C. Zygalakis

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

Computation · Statistics 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini

Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Cheng Li , David B. Dunson

Since its debut by John Skilling in 2004, nested sampling has proven a valuable tool to the scientist, providing hypothesis evidence calculations and parameter inference for complicated posterior distributions, particularly in the field of…

Instrumentation and Methods for Astrophysics · Physics 2021-01-01 Joshua G. Albert

Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with loadings increasingly shrunk toward zero as the column index…

Methodology · Statistics 2026-03-31 Shicheng Liu , Qingping Zhou , Yanan Fan , Xiongwen Ke

The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

Motivation: Recent advances in technology for brain imaging and high-throughput genotyping have motivated studies examining the influence of genetic variation on brain structure. Wang et al. (Bioinformatics, 2012) have developed an approach…

Methodology · Statistics 2016-10-18 Keelin Greenlaw , Elena Szefer , Jinko Graham , Mary Lesperance , Farouk S. Nathoo

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Sequential Monte Carlo (SMC) methods have recently been applied to gravitational-wave inference as a powerful alternative to standard sampling techniques, such as Nested Sampling. At the same time, gradient-based Markov Chain Monte Carlo…

Spiking Neural Networks (SNNs) offer a novel computational paradigm that captures some of the efficiency of biological brains by processing through binary neural dynamic activations. Probabilistic SNN models are typically trained to…

Machine Learning · Computer Science 2021-02-08 Hyeryung Jang , Osvaldo Simeone