相关论文: Bayesian Poisson Tensor Factorization for Inferrin…

Supervised learning of time series data has been extensively studied for the case of a categorical target variable. In some application domains, e.g., energy, environment and health monitoring, it occurs that the target variable is…

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer…

We propose Macau, a powerful and flexible Bayesian factorization method for heterogeneous data. Our model can factorize any set of entities and relations that can be represented by a relational model, including tensors and also multiple…

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Policy inference plays an essential role in the contextual bandit problem. In this paper, we use empirical likelihood to develop a Bayesian inference method for the joint analysis of multiple contextual bandit policies in finite sample…

We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Phasor measurement units (PMUs) are being widely installed on power systems, providing a unique opportunity to enhance wide-area situational awareness. One essential application is the use of PMU data for real-time event identification.…

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Topic models analyze text from a set of documents. Documents are modeled as a mixture of topics, with topics defined as probability distributions on words. Inferences of interest include the most probable topics and characterization of a…

Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…

The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…

Latent Factor Model (LFM) is one of the most successful methods for Collaborative filtering (CF) in the recommendation system, in which both users and items are projected into a joint latent factor space. Base on matrix factorization…

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

Count data appears in various disciplines. In this work, a new method to analyze time series count data has been proposed. The method assumes exponentially decaying covariance structure, a special class of the Mat\'ern covariance function,…

We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…

Joint Bayesian factor models are popular for characterizing relationships between multivariate correlated predictors and a response variable. Standard models assume that all variables, including both the predictors and the response, are…