Related papers: Automatic Bayesian inference for LISA data analysi…
In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…
When statistical analyses consider multiple data sources, Markov melding provides a method for combining the source-specific Bayesian models. Markov melding joins together submodels that have a common quantity. One challenge is that the…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…
Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…
We consider the general problem of estimating the inflight LISA noise power spectra and cross-spectra, which are needed for detecting and estimating the gravitational wave signals present in the LISA data. For the LISA baseline design and…
The quantification of myocardial perfusion MRI has the potential to provide a fast, automated and user-independent assessment of myocardial ischaemia. However, due to the relatively high noise level and low temporal resolution of the…
We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…
The Galaxy is suspected to contain hundreds of millions of binary white dwarf systems, a large fraction of which will have sufficiently small orbital period to emit gravitational radiation in band for space-based gravitational wave…
Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…
Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…
We propose a Bayesian approach for recursively estimating the classifier weights in online learning of a classifier ensemble. In contrast with past methods, such as stochastic gradient descent or online boosting, our approach estimates the…
We develop a fully Bayesian, logistic tracking algorithm with the purpose of providing classification results that are unbiased when applied uniformly to individuals with differing sensitive variable values. Here, we consider bias in the…
In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…
In this paper we consider the problem of model choice for a set of insurance loss ratios. We use a reversible jump algorithm for our model discrimination and show how the vanilla reversible jump algorithm can be improved on using recent…
We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…
The upcoming Laser Interferometer Space Antenna (LISA) will detect a large gravitational-wave foreground of Galactic white dwarf binaries. These sources are exceptional for their probable detection at electromagnetic wavelengths, some long…
We review three algorithms for Latent Dirichlet Allocation (LDA). Two of them are variational inference algorithms: Variational Bayesian inference and Online Variational Bayesian inference and one is Markov Chain Monte Carlo (MCMC)…
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…
The Laser Interferometer Space Antenna (LISA) is scheduled to launch in the mid 2030s, and is expected to observe gravitational-wave candidates from massive black-hole binary mergers, extreme mass-ratio inspirals, and more. Accurately…