相关论文: Network inference via approximate Bayesian computa…

The stochastic block model (SBM) is widely studied as a benchmark for graph clustering aka community detection. In practice, graph data often come with node attributes that bear additional information about the communities. Previous works…

Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

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 inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for…

Spatial whole-brain Bayesian modeling of task-related functional magnetic resonance imaging (fMRI) is a great computational challenge. Most of the currently proposed methods therefore do inference in subregions of the brain separately or do…

We propose a novel Coupled Hidden Markov Model to detect epileptic seizures in multichannel electroencephalography (EEG) data. Our model defines a network of seizure propagation paths to capture both the temporal and spatial evolution of…

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…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

We derive the optimal proposal density for Approximate Bayesian Computation (ABC) using Sequential Monte Carlo (SMC) (or Population Monte Carlo, PMC). The criterion for optimality is that the SMC/PMC-ABC sampler maximise the effective…

Simulation-based inference (SBI) provides a powerful framework for inferring posterior distributions of stochastic simulators in a wide range of domains. In many settings, however, the posterior distribution is not the end goal itself --…

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Seizure prediction has attracted a growing attention as one of the most challenging predictive data analysis efforts in order to improve the life of patients living with drug-resistant epilepsy and tonic seizures. Many outstanding works…

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Epilepsy is a common disease of the nervous system. Timely prediction of seizures and intervention treatment can significantly reduce the accidental injury of patients and protect the life and health of patients. This paper presents a…

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

Piecewise diffusion Markov processes (PDifMPs) form a versatile class of stochastic hybrid systems that combine continuous diffusion processes with discrete event-driven dynamics, enabling flexible modelling of complex real-world hybrid…