相关论文: Variance partitioning in spatio-temporal disease m…

We present an importance sampling algorithm that can produce realisations of Markovian epidemic models that exactly match observations, taken to be the number of a single event type over a period of time. The importance sampling can be used…

In this paper, we propose a Bayesian matrix-variate spatiotemporal modeling framework for jointly analyzing multiple response variables observed at spatial locations over time. The approach relaxes the standard assumption of spatial…

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

We describe an approach for identifying groups of dynamically similar locations in spatial time-series data based on a simple Markov transition model. We give maximum-likelihood, empirical Bayes, and fully Bayesian formulations of the…

Optimal data detection in massive multiple-input multiple-output (MIMO) systems often requires prohibitively high computational complexity. A variety of detection algorithms have been proposed in the literature, offering different…

Several problems in neuroimaging and beyond require inference on the parameters of multi-task sparse hierarchical regression models. Examples include M/EEG inverse problems, neural encoding models for task-based fMRI analyses, and climate…

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a…

This paper proposes a straightforward algorithm to carry out inference in large time-varying parameter vector autoregressions (TVP-VARs) with mixture innovation components for each coefficient in the system. We significantly decrease the…

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

The proliferation of computing devices has brought about an opportunity to deploy machine learning models on new problem domains using previously inaccessible data. Traditional algorithms for training such models often require data to be…

Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…

Many scientific investigations require that the values of a set of model parameters are estimated using recorded data. In Bayesian inference, information from both observed data and prior knowledge is combined to update model parameters…

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

We present a novel approach for the analysis of multivariate case-control georeferenced data using Bayesian inference in the context of disease mapping, where the spatial distribution of different types of cancers is analyzed. Extending…

A near-field motion parameter estimation method is proposed. In contract to far-field sensing systems, the near-field sensing system leverages spherical-wave characteristics to enable full-vector location and velocity estimation. Despite…

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Predictions for physical systems often rely upon knowledge acquired from ensembles of entities, e.g., ensembles of cells in biological sciences. For qualitative and quantitative analysis, these ensembles are simulated with parametric…

In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension…