Related papers: Unified Mixture Sampler for State-Space Models: Ap…

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

I define the Standard Supersymmetric Model (SSM) as the minimal supersymmetric extension ofthe Standard Model with gauge coupling unification and universal soft supersymmetry breaking at the unification scale. This well-defined model has a…

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Mixture of Experts (MoE) models scale capacity but often suffer from representation collapse and gradient instability. We propose Dynamic Subspace Composition (DSC), a framework that approximates context-dependent weights via a…

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

Nonparametric mixture models based on the Pitman-Yor process represent a flexible tool for density estimation and clustering. Natural generalization of the popular class of Dirichlet process mixture models, they allow for more robust…

We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…

Mean-field, ensemble-chain, and adaptive samplers have historically been viewed as distinct approaches to Monte Carlo sampling. In this paper, we present a unifying {two-system} framework that brings all three under one roof. In our…

State Space Models (SSMs) have emerged as a potent tool in sequence modeling tasks in recent years. These models approximate continuous systems using a set of basis functions and discretize them to handle input data, making them well-suited…

In this paper, we propose a MCMC algorithm based on elliptical slice sampling with the purpose to improve sampling efficiency. During sampling, a mixture distribution is fitted periodically to previous samples. The components of the mixture…

We investigate a novel non-parametric regression-based clustering algorithm for longitudinal data analysis. Combining natural cubic splines with Gaussian mixture models (GMM), the algorithm can produce smooth cluster means that describe the…

We present an assumption-minimized framework for testing late-time cosmological models using Uncalibrated Cosmic Standards (UCS), including standard rulers and standard candles, without relying on absolute calibrations. The method exploits…

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

In regression tasks, aleatoric uncertainty is commonly addressed by considering a parametric distribution of the output variable, which is based on strong assumptions such as symmetry, unimodality or by supposing a restricted shape. These…

Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not straightforward due to the high number of parameters. Therefore…

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

I introduce a Markov chain Monte Carlo (MCMC) scheme in which sampling from a distribution with density pi(x) is done using updates operating on an "ensemble" of states. The current state x is first stochastically mapped to an ensemble,…

Traditional methods for unsupervised learning of finite mixture models require to evaluate the likelihood of all components of the mixture. This becomes computationally prohibitive when the number of components is large, as it is, for…