相关论文: Automatic Laplace Collapsed Sampling: Scalable Mar…

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Solving inverse problems in imaging requires models that support efficient inference, uncertainty quantification, and principled probabilistic reasoning. Energy-Based Models (EBMs), with their interpretable energy landscapes and…

Gibbs sampling is a workhorse for Bayesian inference but has several limitations when used for parameter estimation, and is often much slower than non-sampling inference methods. SAME (State Augmentation for Marginal Estimation)…

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

A fundamental problem in modern supervised learning is computing reliable conditional prediction intervals in high-dimensional settings: existing methods often rely on restrictive modelling assumptions, do not scale as predictor dimension…

Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

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.…

We develop a novel method for carrying out model selection for Bayesian autoencoders (BAEs) by means of prior hyper-parameter optimization. Inspired by the common practice of type-II maximum likelihood optimization and its equivalence to…

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Stochastic Alternating Least Squares (SALS) is a method that approximates the canonical decomposition of averages of sampled random tensors. Its simplicity and efficient memory usage make SALS an ideal tool for decomposing tensors in an…

Finite temperature calculations, based on ab initio molecular dynamics (AIMD) simulations, are a powerful tool able to predict material properties that cannot be deduced from ground state calculations. However, the high computational cost…

We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…

We propose a Bayesian methodology for estimating spiked covariance matrices with jointly sparse structure in high dimensions. The spiked covariance matrix is reparametrized in terms of the latent factor model, where the loading matrix is…

Change detection involves segmenting sequential data such that observations in the same segment share some desired properties. Multivariate change detection continues to be a challenging problem due to the variety of ways change points can…

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

We propose a theoretical framework to analyze semi-supervised classification under the low density separation assumption in a high-dimensional regime. In particular, we introduce QLDS, a linear classification model, where the low density…