相关论文: An Online Algorithm for Bayesian Variable Selectio…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for…

To better serve users' demands in mobile applications (e.g., navigation), mobile crowdsourcing platforms can iteratively align large language model (LLM)-generated content (e.g., AI-generated traffic condition predictions) with human…

In this article, we introduce an adaptive online model update algorithm designed for predictive control applications in networked systems, particularly focusing on power distribution systems. Unlike traditional methods that depend on…

We present a Python-based framework for event-log prediction in streaming mode, enabling predictions while data is being generated by a business process. The framework allows for easy integration of streaming algorithms, including language…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

In this paper we present a new algorithm for online (sequential) inference in Bayesian neural networks, and show its suitability for tackling contextual bandit problems. The key idea is to combine the extended Kalman filter (which locally…

In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…

Inference for streaming time-series is tightly coupled with the problem of Bayesian on-line state and parameter inference. In this paper we will introduce Dynamic Generalised Linear Models, the class of models often chosen to model…

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Despite their benefits in terms of simplicity, low computational cost and data requirement, parametric machine learning algorithms, such as linear discriminant analysis, quadratic discriminant analysis or logistic regression, suffer from…

Fine-tuning large language models (LLMs) for specialized domains often necessitates a trade-off between acquiring domain expertise and retaining general reasoning capabilities, a phenomenon known as catastrophic forgetting. Existing…

Bayesian multinomial logistic-normal (MLN) models are popular for the analysis of sequence count data (e.g., microbiome or gene expression data) due to their ability to model multivariate count data with complex covariance structure.…

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

Logic regression was developed more than a decade ago as a tool to construct predictors from Boolean combinations of binary covariates. It has been mainly used to model epistatic effects in genetic association studies, which is very…

In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine…

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

A Bayesian method of moments/instrumental variable (BMOM/IV) approach is developed and applied in the analysis of the important mean and multiple regression models. Given a single set of data, it is shown how to obtain posterior and…