相关论文: Bayesian learning of joint distributions of object…

We introduce a novel Bayesian hybrid matrix factorisation model (HMF) for data integration, based on combining multiple matrix factorisation methods, that can be used for in- and out-of-matrix prediction of missing values. The model is very…

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Bayesian non-parametric methods based on Dirichlet process mixtures have seen tremendous success in various domains and are appealing in being able to borrow information by clustering samples that share identical parameters. However, such…

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…

Statistical modelling in the presence of data organized in groups is a crucial task in Bayesian statistics. The present paper conceives a mixture model based on a novel family of Bayesian priors designed for multilevel data and obtained by…

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

This paper outlines a Bayesian approach to estimate finite mixtures of Tobit models. The method consists of an MCMC approach that combines Gibbs sampling with data augmentation and is simple to implement. I show through simulations that the…

The complex nature of inertial confinement fusion (ICF) experiments results in a very large number of experimental parameters that are only known with limited reliability. These parameters, combined with the myriad physical models that…

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e.…

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we…

Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…

Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…

Mixture models are a standard tool in statistical analyses, widely used for density modeling and model-based clustering. In this work, we propose a Bayesian mixture model with repulsion between mixture components. Such repulsion helps…

Tucker tensor decomposition offers a more effective representation for multiway data compared to the widely used PARAFAC model. However, its flexibility brings the challenge of selecting the appropriate latent multi-rank. To overcome the…

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…