相关论文: Bayesian Lasso : Concentration and MCMC Diagnosis

Using posterior distribution of Bayesian LASSO we construct a semi-norm on the parameter space. We show that the partition function depends on the ratio of the l1 and l2 norms and present three regimes. We derive the concentration of…

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

In many applications of Bayesian clustering, posterior sampling on the discrete state space of cluster allocations is achieved via Markov chain Monte Carlo (MCMC) techniques. As it is typically challenging to design transition kernels to…

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

In semantic segmentation, the accuracy of models heavily depends on the high-quality annotations. However, in many practical scenarios, such as medical imaging and remote sensing, obtaining true annotations is not straightforward and…

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

We show that Lasso and Bayesian Lasso are very close when the sparsity is large and the noise is small. Then we propose to solve Bayesian Lasso using multivalued stochastic differential equation. We obtain three discretizations algorithms,…

High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g. cancer and normal) from tens of thousands…

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Bayesian low-rank matrix factorization techniques have become an essential tool for relational data analysis and matrix completion. A standard approach is to assign zero-mean Gaussian priors on the columns or rows of factor matrices to…

A new algorithm based on bayesian inference for learning local graph conductance based on Gaussian Process(GP) is given that uses advanced MCMC convergence ideas to create a scalable and fast algorithm for convergence to stationary…

In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Subject of this paper is the simplification of Markov chain Monte Carlo sampling as used in Bayesian statistical inference by means of normalising flows, a machine learning method which is able to construct an invertible and differentiable…