相关论文: Bayesian SPLDA

We describe a simple, efficient, permutation based procedure for selecting the penalty parameter in the LASSO. The procedure, which is intended for applications where variable selection is the primary focus, can be applied in a variety of…

Model calibration is a major challenge faced by the plethora of statistical analytics packages that are increasingly used in Big Data applications. Identifying the optimal model parameters is a time-consuming process that has to be executed…

The Bayesian Mallows model is a flexible tool for analyzing data in the form of complete or partial rankings, and transitive or intransitive pairwise preferences. In many potential applications of preference learning, data arrive…

In this paper, I develop a formula for estimating Bayes factors directly from minimal summary statistics produced in repeated measures analysis of variance designs. The formula, which requires knowing only the $F$-statistic, the number of…

We formulate natural gradient variational inference (VI), expectation propagation (EP), and posterior linearisation (PL) as extensions of Newton's method for optimising the parameters of a Bayesian posterior distribution. This viewpoint…

The general principles of Bayesian data analysis imply that models for survey responses should be constructed conditional on all variables that affect the probability of inclusion and nonresponse, which are also the variables used in survey…

Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Simulation-based probabilistic risk assessment (SPRA) is a systematic and comprehensive methodology that has been used and refined over the past few decades to evaluate the risks associated with complex systems. SPRA models are well…

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

We consider the problem of empirical Bayes estimation of multiple variances when provided with sample variances. Assuming an arbitrary prior on the variances, we derive different versions of the Bayes estimators using different loss…

Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in…

Consider a Bayesian inference problem where a variable of interest does not take values in a Euclidean space. These "non-standard" data structures are in reality fairly common. They are frequently used in problems involving latent discrete…

In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…

Probabilistic linear discriminant analysis (PLDA) is commonly used in speaker verification systems to score the similarity of speaker embeddings. Recent studies improved the performance of PLDA in domain-matched conditions by diagonalizing…

Relational query optimisers rely on cost models to choose between different query execution plans. Selectivity estimates are known to be a crucial input to the cost model. In practice, standard selectivity estimation procedures are prone to…

Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse of…

With a rapid increase in volume and complexity of data sets, there is a need for methods that can extract useful information, for example the relationship between two data sets measured for the same persons. The Partial Least Squares (PLS)…

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…