Related papers: Bayesian Modeling of Collatz Stopping Times: A Pro…
Define the map $\mathsf{T}$ on the positive integers by $\mathsf{T}(m)=\frac{m}{2}$ if $m$ is even and by $\mathsf{T}(m)=\frac{3m+1}{2}$ if $m$ is odd. Results of Terras and Everett imply that, given any $\epsilon>0$, almost all…
We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the sequence at which we stop. Instead of assuming to know the…
We adopt Gaussian Processes (GPs) as latent functions for probabilistic forecasting of intermittent time series. The model is trained in a Bayesian framework that accounts for the uncertainty about the latent function. We couple the latent…
We propose an efficient meta-algorithm for Bayesian estimation problems that is based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for…
Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…
This paper provides an a~priori error analysis of a localized orthogonal decomposition method (LOD) for the numerical stochastic homogenization of a model random diffusion problem. If the uniformly elliptic and bounded random coefficient…
Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N…
I present a parallel algorithm for exact probabilistic inference in Bayesian networks. For polytree networks with n variables, the worst-case time complexity is O(log n) on a CREW PRAM (concurrent-read, exclusive-write parallel…
Restricted Boltzmann Machines (RBMs) are a common family of undirected graphical models with latent variables. An RBM is described by a bipartite graph, with all observed variables in one layer and all latent variables in the other. We…
We introduce a Bayesian approach for multivariate spatio-temporal prediction for high-dimensional count-valued data. Our primary interest is when there are possibly millions of data points referenced over different variables, geographic…
Increasingly high-dimensional data sets require that estimation methods do not only satisfy statistical guarantees but also remain computationally feasible. In this context, we consider $ L^{2} $-boosting via orthogonal matching pursuit in…
Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…
Masked Diffusion Language Models (MDLMs) promise parallel token generation and arbitrary-order decoding, yet it remains unclear to what extent current models truly realize these capabilities. We characterize MDLM behavior along two…
The Bayesian inference approach is widely used to tackle inverse problems due to its versatile and natural ability to handle ill-posedness. However, it often faces challenges when dealing with situations involving continuous fields or…
Until recently, the use of Bayesian inference in population genetics was limited to a few cases because for many realistic population genetic models the likelihood function cannot be calculated analytically . The situation changed with the…
We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…
The stochastic block model (SBM) is a generative model revealing macroscopic structures in graphs. Bayesian methods are used for (i) cluster assignment inference and (ii) model selection for the number of clusters. In this paper, we study…
We present transductive Boltzmann machines (TBMs), which firstly achieve transductive learning of the Gibbs distribution. While exact learning of the Gibbs distribution is impossible by the family of existing Boltzmann machines due to…
We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vertex labellings with a prior on the number of classes and,…
We introduce a Bayesian estimator of the underlying class structure in the stochastic block model, when the number of classes is known. The estimator is the posterior mode corresponding to a Dirichlet prior on the class proportions, a…