Related papers: Bayesian Model Selection and Extrasolar Planet Det…

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Markov chain Monte Carlo (MCMC) algorithms have become powerful tools for Bayesian inference. However, they do not scale well to large-data problems. Divide-and-conquer strategies, which split the data into batches and, for each batch, run…

Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…

Future space telescopes may be able to directly image $\sim$10 - 100 planets with sizes and orbits consistent with habitable surface conditions ("exo-Earth candidates" or EECs), but observers will face difficulty in distinguishing these…

We consider posterior sampling in the very common Bayesian hierarchical model in which observed data depends on high-dimensional latent variables that, in turn, depend on relatively few hyperparameters. When the full conditional over the…

We describe work in progress by a collaboration of astronomers and statisticians developing a suite of Bayesian data analysis tools for extrasolar planet (exoplanet) detection, planetary orbit estimation, and adaptive scheduling of…

Retrieval of orbital parameters of extrasolar planets poses considerable statistical challenges.Due to sparse sampling, measurement errors, parameters degeneracy and modelling limitations, there are no unique values of basic parameters,…

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

We apply standard Markov chain Monte Carlo (MCMC) analysis techniques for 50 short- period, single-planet systems discovered with radial velocity technique. We develop a new method for accessing the significance of a non-zero orbital…

In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case.…

In large-scale genomic applications vast numbers of molecular features are scanned in order to find a small number of candidates which are linked to a particular disease or phenotype. This is a variable selection problem in the "large p,…

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

We present results from a data challenge posed to the radial velocity (RV) community: namely, to quantify the Bayesian "evidence" for n={0,1,2,3} planets in a set of synthetically generated RV datasets containing a range of planet signals.…

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…