相关论文: Variations of Power-Expected-Posterior Priors in N…
Variational autoencoders (VAE) often use Gaussian or category distribution to model the inference process. This puts a limit on variational learning because this simplified assumption does not match the true posterior distribution, which is…
We consider variable selection problem in linear regression using mixture of $g$-priors. A number of mixtures are proposed in the literature which work well, especially when the number of regressors $p$ is fixed. In this paper, we propose a…
We propose a score-based generative algorithm for sampling from power-scaled priors and likelihoods within the Bayesian inference framework. Our algorithm enables flexible control over prior-likelihood influence without requiring retraining…
A method for large scale Gaussian process classification has been recently proposed based on expectation propagation (EP). Such a method allows Gaussian process classifiers to be trained on very large datasets that were out of the reach of…
In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…
The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…
Generalized Bayes posterior distributions are formed by putting a fractional power on the likelihood before combining with the prior via Bayes's formula. This fractional power, which is often viewed as a remedy for potential model…
Generative diffusion models can provide powerful prior probability models for inverse problems in imaging, but existing implementations suffer from two key limitations: $(i)$ the prior density is represented implicitly, and $(ii)$ they rely…
Fine particulate matter and aerosol optical thickness are of interest to atmospheric scientists for understanding air quality and its various health/environmental impacts. The available data are extremely large, making uncertainty…
In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…
I propose a novel approach for nonlinear Logistic regression using a two-layer neural network (NN) model structure with hierarchical priors on the network weights. I present a hybrid of expectation propagation called Variational Expectation…
We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…
Probabilistic neural networks are typically modeled with independent weight priors, which do not capture weight correlations in the prior and do not provide a parsimonious interface to express properties in function space. A desirable class…
This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, which are defined only by specifying means and variances, are…
We theoretically justify the recent empirical finding of [Teh et al., 2025] that a transformer pretrained on synthetically generated data achieves strong performance on empirical Bayes (EB) problems. We take an indirect approach to this…
Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability…
Bayesian modeling and analysis of the MEG and EEG modalities provide a flexible framework for introducing prior information complementary to the measured data. This prior information is often qualitative in nature, making the translation of…
When prior information is lacking, the go-to strategy for probabilistic inference is to combine a "default prior" and the likelihood via Bayes's theorem. Objective Bayes, (generalized) fiducial inference, etc. fall under this umbrella. This…
It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…
The median probability model (MPM) Barbieri and Berger (2004) is defined as the model consisting of those variables whose marginal posterior probability of inclusion is at least 0.5. The MPM rule yields the best single model for prediction…