相关论文: Bayesian semiparametric long memory models for dis…

Event-related potentials (ERPs) extracted from electroencephalography (EEG) data in response to stimuli are widely used in psychological and neuroscience experiments. A major goal is to link ERP characteristic components to subject-level…

Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…

Fractional Brownian motion (FBM) is the only Gaussian self-similar process with stationary increments. Its increment process, called fractional Gaussian noise, is ergodic and exhibits a property of power-like decaying autocorrelation…

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

We show that a probabilistic version of the classical forward-stepwise variable inclusion procedure can serve as a general data-augmentation scheme for model space distributions in (generalized) linear models. This latent variable…

There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…

To find New Physics or to refine our knowledge of the Standard Model at the LHC is an enterprise that involves many factors. We focus on taking advantage of available information and pour our effort in re-thinking the usual data-driven ABCD…

This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Several approximate inference methods have been proposed for deep discrete latent variable models. However, non-parametric methods which have previously been successfully employed for classical sparse coding models have largely been…

The world is evolving and so is the vocabulary used to discuss topics in speech. Analysing political speech data from more than 30 years requires the use of flexible topic models to uncover the latent topics and their change in prevalence…

Machine learned force fields typically require manual construction of training sets consisting of thousands of first principles calculations, which can result in low training efficiency and unpredictable errors when applied to structures…

Passive acoustic monitoring (PAM) is crucial for bioacoustic research, enabling non-invasive species tracking and biodiversity monitoring. Citizen science platforms provide large annotated datasets from focal recordings, where the target…

We introduce a class of semiparametric time series models by assuming a quasi-likelihood approach driven by a latent factor process. More specifically, given the latent process, we only specify the conditional mean and variance of the time…

We propose a novel federated learning paradigm to model data variability among heterogeneous clients in multi-centric studies. Our method is expressed through a hierarchical Bayesian latent variable model, where client-specific parameters…

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

This paper proposes a hierarchical spatial-temporal model for modelling the spectrograms of animal calls. The motivation stems from analyzing recordings of the so-called grunt calls emitted by various lemur species. Our goal is to identify…

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…