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This work extends the Integrated Nested Laplace Approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near-Gaussian distribution. The proposed…

统计计算 · 统计学 2016-08-14 Thiago G. Martins , Håvard Rue

Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…

统计方法学 · 统计学 2023-11-10 Davide Agnoletto , Tommaso Rigon , David B. Dunson

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

统计方法学 · 统计学 2022-11-01 Marc Box

Integrated Nested Laplace Approximation provides a fast and effective method for marginal inference on Bayesian hierarchical models. This methodology has been implemented in the R-INLA package which permits INLA to be used from within R…

统计计算 · 统计学 2021-06-01 Virgilio Gomez-Rubio , Roger S. Bivand , Håvard Rue

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

机器学习 · 统计学 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

Fitting cross-classified multilevel models with binary response is challenging. In this setting a promising method is Bayesian inference through Integrated Nested Laplace Approximations (INLA), which performs well in several latent variable…

统计计算 · 统计学 2016-07-21 Leonardo Grilli , Francesco Innocenti

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

统计计算 · 统计学 2018-12-19 Jonathan H. Huggins , Ryan P. Adams , Tamara Broderick

Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…

统计方法学 · 统计学 2024-03-20 Dayi Li , Ziang Zhang

The meta learning few-shot classification is an emerging problem in machine learning that received enormous attention recently, where the goal is to learn a model that can quickly adapt to a new task with only a few labeled data. We…

机器学习 · 计算机科学 2021-12-14 Minyoung Kim , Timothy Hospedales

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

数值分析 · 数学 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Logistic Gaussian process (LGP) priors provide a flexible alternative for modelling unknown densities. The smoothness properties of the density estimates can be controlled through the prior covariance structure of the LGP, but the challenge…

统计计算 · 统计学 2016-11-01 Jaakko Riihimäki , Aki Vehtari

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

统计方法学 · 统计学 2024-07-31 Jay M. Ver Hoef , Eryn Blagg , Michael Dumelle , Philip M. Dixon , Dale L. Zimmerman , Paul Conn

The integrated nested Laplace approximations (INLA) method has become a widely utilized tool for researchers and practitioners seeking to perform approximate Bayesian inference across various fields of application. To address the growing…

统计计算 · 统计学 2023-11-15 Esmail Abdul-Fattah , Janet Van Niekerk , Haavard Rue

Double hierarchical generalized linear models (DHGLM) are a family of models that are flexible enough as to model hierarchically the mean and scale parameters. In a Bayesian framework, fitting highly parameterized hierarchical models is…

统计方法学 · 统计学 2022-01-20 Mabel Morales-Otero , Virgilio Gómez-Rubio , Vicente Núñez-Antón

Bayesian inference tasks continue to pose a computational challenge. This especially holds for spatial-temporal modeling where high-dimensional latent parameter spaces are ubiquitous. The methodology of integrated nested Laplace…

统计计算 · 统计学 2023-03-28 Lisa Gaedke-Merzhäuser , Elias Krainski , Radim Janalik , Håvard Rue , Olaf Schenk

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

统计计算 · 统计学 2026-01-07 Samuel I. Berchuck , Youngsoo Baek , Felipe A. Medeiros , Andrea Agazzi

Gaussian random field (GRF) models are widely used in spatial statistics to capture spatially correlated error. We investigate the results of replacing Gaussian processes with Laplace moving averages (LMAs) in spatial generalized linear…

应用统计 · 统计学 2019-07-26 Adam Walder , Ephraim M. Hanks

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

机器学习 · 计算机科学 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

Low-rank adaptation (LoRA) has emerged as a new paradigm for cost-efficient fine-tuning of large language models (LLMs). However, fine-tuned LLMs often become overconfident especially when fine-tuned on small datasets. Bayesian methods,…

机器学习 · 计算机科学 2024-02-07 Adam X. Yang , Maxime Robeyns , Xi Wang , Laurence Aitchison