相关论文: Fitting Double Hierarchical Models with the Integr…

This work proposes a novel approach to the deep hierarchical classification task, i.e., the problem of classifying data according to multiple labels organized in a rigid parent-child structure. It consists in a multi-output deep neural…

We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of…

Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…

Aligning large language models (LLMs) to diverse human preferences is fundamentally challenging since criteria can often conflict with each other. Inference-time alignment methods have recently gained popularity as they allow LLMs to be…

In this paper we recast the problem of missing values in the covariates of a regression model as a latent Gaussian Markov random field (GMRF) model in a fully Bayesian framework. Our proposed approach is based on the definition of the…

The rising computational and energy demands of deep learning, particularly in large-scale architectures such as foundation models and large language models (LLMs), pose significant challenges to sustainability. Traditional gradient-based…

Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

Recently, it has been shown that approximations to marginal posterior distributions obtained using a low discrepancy sequence (LDS) can outperform standard grid-based methods with respect to both accuracy and computational efficiency. This…

The increasing complexity of deep learning recommendation models (DLRM) has led to a growing need for large-scale distributed systems that can efficiently train vast amounts of data. In DLRM, the sparse embedding table is a crucial…

Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Robust time series analysis is an important subject in statistical modeling. Models based on Gaussian distribution are sensitive to outliers, which may imply in a significant degradation in estimation performance as well as in prediction…

We revisit the generalized hyperbolic (GH) distribution and its nested models. These include widely used parametric choices like the multivariate normal, skew-t, Laplace, and several others. We also introduce the multiple-choice LASSO, a…

Demanding sparsity in estimated models has become a routine practice in statistics. In many situations, we wish to require that the sparsity patterns attained honor certain problem-specific constraints. Hierarchical sparse modeling (HSM)…

We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…

Generalized linear mixed models are useful in studying hierarchical data with possibly non-Gaussian responses. However, the intractability of likelihood functions poses challenges for estimation. We develop a new method suitable for this…

Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Latent Gaussian models are an extremely popular, flexible class of models. Bayesian inference for these models is, however, tricky and time consuming. Recently, Rue, Martino and Chopin introduced the Integrated Nested Laplace Approximation…

Intrinsic Gaussian Markov Random Fields (IGMRFs) can be used to induce conditional dependence in Bayesian hierarchical models. IGMRFs have both a precision matrix, which defines the neighbourhood structure of the model, and a precision, or…

Apart from discriminative models for classification and object detection tasks, the application of deep convolutional neural networks to basic research utilizing natural imaging data has been somewhat limited; particularly in cases where a…