Related papers: Bayesian hypergraph inference from scarce and nois…
Recovering a unique causal graph from observational data is an ill-posed problem because multiple generating mechanisms can lead to the same observational distribution. This problem becomes solvable only by exploiting specific structural or…
This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…
We consider the problem of modeling multivariate time series with parsimonious dynamical models which can be represented as sparse dynamic Bayesian networks with few latent nodes. This structure translates into a sparse plus low rank model.…
With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…
Recent empirical evidence has shown that in many real-world systems, successfully represented as networks, interactions are not limited to dyads, but often involve three or more agents at a time. These data are better described by…
Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
The ordinary Bayes estimator based on the posterior density suffers from the potential problems of non-robustness under data contamination or outliers. In this paper, we consider the general set-up of independent but non-homogeneous (INH)…
We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…
Hypergraphs provide a superior modeling framework for representing complex multidimensional relationships in the context of real-world interactions that often occur in groups, overcoming the limitations of traditional homogeneous graphs.…
Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…
In practical application scenarios, moving infrared small target detection (MIRSTD) remains highly challenging due to the target's small size, weak intensity, and complex motion pattern. Existing methods typically only model low-order…
Representing the nodes of continuous-time temporal graphs in a low-dimensional latent space has wide-ranging applications, from prediction to visualization. Yet, analyzing continuous-time relational data with timestamped interactions…
Bayesian graphical models are powerful tools to infer complex relationships in high dimension, yet are often fraught with computational and statistical challenges. If exploited in a principled way, the increasing information collected…
Automated high-stake decision-making such as medical diagnosis requires models with high interpretability and reliability. As one of the interpretable and reliable models with good prediction ability, we consider Sparse High-order…
Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected with measurement errors on discretized grids. In order to accurately smooth noisy functional…
In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…
Network inference is the process of deciding what is the true unknown graph underlying a set of interactions between nodes. There is a vast literature on the subject, but most known methods have an important drawback: the inferred graph is…
We propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks…
Causal inference using observational text data is becoming increasingly popular in many research areas. This paper presents the Bayesian Topic Regression (BTR) model that uses both text and numerical information to model an outcome…