相关论文: Inference in MCMC step selection models

Markov chain Monte Carlo (MCMC) is widely used for Bayesian inference in models of complex systems. Performance, however, is often unsatisfactory in models with many latent variables due to so-called poor mixing, necessitating development…

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

While likelihood-based inference and its variants provide a statistically efficient and widely applicable approach to parametric inference, their application to models involving intractable likelihoods poses challenges. In this work, we…

Most successful applications of deep learning involve similar training and test conditions. However, tasks such as biological sequence design involve searching for sequences that improve desirable properties beyond previously known values,…

To understand how rich dynamics emerge in neural populations, we require models exhibiting a wide range of activity patterns while remaining interpretable in terms of connectivity and single-neuron dynamics. However, it has been challenging…

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

In general, the statistical simulation approaches are referred to as the Monte Carlo methods as a whole. The broad class of the Monte Carlo methods involves the Markov chain Monte Carlo (MCMC) techniques that attract the attention of…

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

We consider mark-recapture-recovery (MRR) data of animals where the model parameters are a function of individual time-varying continuous covariates. For such covariates, the covariate value is unobserved if the corresponding individual is…

We introduce a new Markov chain Monte Carlo (MCMC) sampler called the Markov Interacting Importance Sampler (MIIS). The MIIS sampler uses conditional importance sampling (IS) approximations to jointly sample the current state of the Markov…

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

We consider the problem of Bayesian inference for changepoints where the number and position of the changepoints are both unknown. In particular, we consider product partition models where it is possible to integrate out model parameters…

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

Recent advances in Markov chain Monte Carlo (MCMC) extend the scope of Bayesian inference to models for which the likelihood function is intractable. Although these developments allow us to estimate model parameters, other basic problems…

With the influx of complex and detailed tracking data gathered from electronic tracking devices, the analysis of animal movement data has recently emerged as a cottage industry amongst biostatisticians. New approaches of ever greater…

Markov chain Monte Carlo (MCMC) methods are one of the most popular classes of algorithms for sampling from a target probability distribution. A rising trend in recent years consists in analyzing the convergence of MCMC algorithms using…

Randomized shortest paths (RSP) are a tool developed in recent years for different graph and network analysis applications, such as modelling movement or flow in networks. In essence, the RSP framework considers the temperature-dependent…