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We present an objective Bayes method for covariance selection in Gaussian multivariate regression models whose error term has a covariance structure which is Markov with respect to a Directed Acyclic Graph (DAG). The scope is…

统计方法学 · 统计学 2015-10-09 G. Consonni , L. La Rocca

We present a novel probabilistic approach for generating multi-fidelity data while accounting for errors inherent in both low- and high-fidelity data. In this approach a graph Laplacian constructed from the low-fidelity data is used to…

机器学习 · 计算机科学 2025-12-01 Orazio Pinti , Jeremy M. Budd , Franca Hoffmann , Assad A. Oberai

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

概率论 · 数学 2018-06-22 Shane Barratt

We investigate the effect of cadmium (a toxic environmental pollutant) on the correlation structure of a number of urinary metabolites using Gaussian graphical models (GGMs). The inferred metabolic associations can provide important…

统计方法学 · 统计学 2019-04-23 Linda S. L. Tan , Ajay Jasra , Maria De Iorio , Timothy M. D. Ebbels

Gaussian graphical models are useful tools for conditional independence structure inference of multivariate random variables. Unfortunately, Bayesian inference of latent graph structures is challenging due to exponential growth of…

统计方法学 · 统计学 2024-08-06 Abhinav Natarajan , Willem van den Boom , Kristoforus Bryant Odang , Maria De Iorio

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

统计计算 · 统计学 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

Graph convolutional neural networks (GCNN) have numerous applications in different graph based learning tasks. Although the techniques obtain impressive results, they often fall short in accounting for the uncertainty associated with the…

机器学习 · 计算机科学 2019-11-13 Soumyasundar Pal , Florence Regol , Mark Coates

The Bayesian evidence is a key tool in model selection, allowing a comparison of models with different numbers of parameters. Its use in analysis of cosmological models has been limited by difficulties in calculating it, with current…

宇宙学与河外天体物理 · 物理学 2023-02-01 Juan Garcia-Bellido

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

统计理论 · 数学 2007-06-13 Marc A. Coram

Gaussian graphical models are widely utilized to infer and visualize networks of dependencies between continuous variables. However, inferring the graph is difficult when the sample size is small compared to the number of variables. To…

统计理论 · 数学 2016-09-30 Emilie Devijver , Mélina Gallopin

A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because…

机器学习 · 计算机科学 2022-01-11 David Heckerman

The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these…

统计计算 · 统计学 2010-11-01 Iain Murray , Ryan Prescott Adams

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

最优化与控制 · 数学 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

机器学习 · 统计学 2022-04-29 Alexander Terenin

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

统计方法学 · 统计学 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

统计理论 · 数学 2017-01-26 Fetze Pijlman

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

统计计算 · 统计学 2012-03-19 Richard G. Everitt

A method is presented for performing joint analyses of cosmological datasets, in which the weight assigned to each dataset is determined directly by it own statistical properties. The weights are considered in a Bayesian context as a set of…

天体物理学 · 物理学 2009-11-07 M. P. Hobson , S. L. Bridle , O. Lahav

In this paper, we consider Gaussian models Markov with respect to an arbitrary DAG. We first construct a family of conjugate priors for the Cholesky parametrization of the covariance matrix of such models. This family has as many shape…

统计理论 · 数学 2015-03-09 Emanuel Ben-David , Tianxi Li , Helene Massam , Bala Rajaratnam

Gaussian graphical model is one of the powerful tools to analyze conditional independence between two variables for multivariate Gaussian-distributed observations. When the dimension of data is moderate or high, penalized likelihood methods…

统计方法学 · 统计学 2025-01-24 Takahiro Onizuka , Shintaro Hashimoto