相关论文: Federated Martingale Posterior Samping

Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

An efficient algorithm is proposed for Bayesian model calibration, which is commonly used to estimate the model parameters of non-linear, computationally expensive models using measurement data. The approach is based on Bayesian statistics:…

Federated learning is a distributed machine learning approach to privacy preservation and two major technical challenges prevent a wider application of federated learning. One is that federated learning raises high demands on communication,…

In this paper we adopt the familiar sparse, high-dimensional linear regression model and focus on the important but often overlooked task of prediction. In particular, we consider a new empirical Bayes framework that incorporates data in…

Federated learning faces huge challenges from model overfitting due to the lack of data and statistical diversity among clients. To address these challenges, this paper proposes a novel personalized federated learning method via Bayesian…

Bayesian low-rank matrix factorization techniques have become an essential tool for relational data analysis and matrix completion. A standard approach is to assign zero-mean Gaussian priors on the columns or rows of factor matrices to…

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

We introduce a new empirical Bayes approach for large-scale multiple linear regression. Our approach combines two key ideas: (i) the use of flexible "adaptive shrinkage" priors, which approximate the nonparametric family of scale mixture of…

Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…

A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Online model selection involves selecting a model from a set of candidate models 'on the fly' to perform prediction on a stream of data. The choice of candidate models henceforth has a crucial impact on the performance. Although employing a…

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Despite strong performance in many sequence-to-sequence tasks, autoregressive models trained with maximum likelihood estimation suffer from exposure bias, i.e. the discrepancy between the ground-truth prefixes used during training and the…

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Bayesian statistics has two common measures of central tendency of a posterior distribution: posterior means and Maximum A Posteriori (MAP) estimates. In this paper, we discuss a connection between MAP estimates and posterior means. We…

Bayesian neural networks (BNNs) estimate the posterior distribution of model parameters and utilize posterior samples for Bayesian Model Averaging (BMA) in prediction. However, despite the crucial role of flatness in the loss landscape in…

Learning from the collective knowledge of data dispersed across private sources can provide neural networks with enhanced generalization capabilities. Federated learning, a method for collaboratively training a machine learning model across…

When performing Bayesian data analysis using a general linear mixed model, the resulting posterior density is almost always analytically intractable. However, if proper conditionally conjugate priors are used, there is a simple two-block…

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…