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For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

Applications · Statistics 2022-08-08 Taylor R. Brown

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…

Machine Learning · Statistics 2019-08-27 Edwin Fong , Simon Lyddon , Chris Holmes

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

Federated learning methods enable model training across distributed data sources without data leaving their original locations and have gained increasing interest in various fields. However, existing approaches are limited, excluding many…

Machine Learning · Statistics 2023-07-10 Conor Hassan , Robert Salomone , Kerrie Mengersen

Matrix factorization is a common machine learning technique for recommender systems. Despite its high prediction accuracy, the Bayesian Probabilistic Matrix Factorization algorithm (BPMF) has not been widely used on large scale data because…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-12 Tom Vander Aa , Imen Chakroun , Tom Haber

Federated learning allows clients to collaboratively learn statistical models while keeping their data local. Federated learning was originally used to train a unique global model to be served to all clients, but this approach might be…

Machine Learning · Computer Science 2022-06-20 Othmane Marfoq , Giovanni Neglia , Laetitia Kameni , Richard Vidal

To quantify how well theoretical predictions of structural ensembles agree with experimental measurements, we depend on the accuracy of forward models. These models are computational frameworks that generate observable quantities from…

Biological Physics · Physics 2025-11-04 Robert M. Raddi , Tim Marshall , Vincent A. Voelz

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…

Methodology · Statistics 2023-06-14 Thomas Y. Sun , Daniel R. Kowal

The rapid evolution of Multimodal Large Language Models (MLLMs) is bottlenecked by the saturation of high-quality public data, while vast amounts of diverse multimodal data remain inaccessible in privacy-sensitive silos. Federated Learning…

Machine Learning · Computer Science 2026-03-31 Baochen Xiong , Yifan Xu , Xiaoshan Yang , Yaguang Song , Yaowei Wang , Changsheng Xu

We introduce repriorisation, a data-dependent reparameterisation which transforms a Bayesian neural network (BNN) posterior to a distribution whose KL divergence to the BNN prior vanishes as layer widths grow. The repriorisation map acts…

Machine Learning · Statistics 2022-06-16 Jiri Hron , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical MCMC algorithms are prohibitively slow when both the…

Statistics Theory · Mathematics 2019-04-23 Pierre Alquier , James Ridgway

We study a new form of federated learning where the clients train personalized local models and make predictions jointly with the server-side shared model. Using this new federated learning framework, the complexity of the central shared…

Machine Learning · Computer Science 2020-03-31 Alekh Agarwal , John Langford , Chen-Yu Wei

To get Bayesian neural networks to perform comparably to standard neural networks it is usually necessary to artificially reduce uncertainty using a "tempered" or "cold" posterior. This is extremely concerning: if the prior is accurate,…

Machine Learning · Statistics 2021-04-28 Laurence Aitchison

Federated learning is renowned for its efficacy in distributed model training, ensuring that users, called clients, retain data privacy by not disclosing their data to the central server that orchestrates collaborations. Most previous work…

Machine Learning · Computer Science 2024-10-30 Pouya M. Ghari , Yanning Shen

Federated learning's poor performance in the presence of heterogeneous data remains one of the most pressing issues in the field. Personalized federated learning departs from the conventional paradigm in which all clients employ the same…

Machine Learning · Computer Science 2024-02-27 Mengen Luo , Ercan Engin Kuruoglu

Federated learning (FL) enables collaborative model training across distributed clients while preserving data privacy. However, data and system heterogeneity often cause catastrophic forgetting and unbounded drift in model updates, leading…

Machine Learning · Computer Science 2026-04-28 Taehwan Yoon , Bongjun Choi , Wesley De Neve

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

Nuclear Theory · Physics 2026-04-02 Hendrik Roch , Chun Shen

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

Methodology · Statistics 2024-01-15 Deborshee Sen , Matthias Sachs , Jianfeng Lu , David Dunson

To estimate accurately the parameters of a regression model, the sample size must be large enough relative to the number of possible predictors for the model. In practice, sufficient data is often lacking, which can lead to overfitting of…

Applications · Statistics 2024-09-25 Marianne A Jonker , Hassan Pazira , Anthony CC Coolen