相关论文: A conjugate prior for discrete hierarchical log-li…

While much work has explored probabilistic graphical models for independent data, less attention has been paid to time series. The goal in this setting is to determine conditional independence relations between entire time series, which for…

Multivariate categorical data are routinely collected in many application areas. As the number of cells in the table grows exponentially with the number of variables, many or even most cells will contain zero observations. This severe…

In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being constrained to non-Euclidean spaces like…

We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more…

A discrete Bayesian network is a directed acyclic graph (DAG) consisting of categorical variables. Two popular approaches for DBN modeling include classification and nonparametric methods. However, both methods often require a large number…

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some…

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Bayesian statistical graphical models are typically classified as either continuous and parametric (Gaussian, parameterized by the graph-dependent precision matrix with Wishart-type priors) or discrete and non-parametric (with…

In this paper we consider a Bayesian analysis of contingency tables allowing for the possibility that cells may have probability zero. In this sense we depart from standard log-linear modeling that implicitly assumes a positivity…

We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the precision matrix is the colored $G$-Wishart prior which is the…

We consider the problem of training generative models with deep neural networks as generators, i.e. to map latent codes to data points. Whereas the dominant paradigm combines simple priors over codes with complex deterministic models, we…

Large Bayesian VARs are now widely used in empirical macroeconomics. One popular shrinkage prior in this setting is the natural conjugate prior as it facilitates posterior simulation and leads to a range of useful analytical results. This…

This paper proposes an alternative approach for constructing invariant Jeffreys prior distributions tailored for hierarchical or multilevel models. In particular, our proposal is based on a flexible decomposition of the Fisher information…

Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the covariance matrix into the correlation and variance matrices…

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…