Christian P. Robert, Judith Rousseau
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing aspects of Bayesian inference are also examined in details.
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Bayesian Clustering via Fusing of Localized Densities
针对贝叶斯聚类中核函数错误设定导致簇被错误分裂的问题，提出基于局部密度融合（FOLD）的新方法，利用后验分布融合成分，在核错误设定下保持聚类最优性并减少簇数。
The aim of this article is to make a contribution to the Bayesian procedure of testing precise hypotheses for parametric models. For this purpose, we define the Bayesian Discrepancy Measure that allows one to evaluate the suitability of a given hypothesis with respect to the available information (prior law and data). To summarise this information, the posterior median is employed, allowing a simple assessment of the discrepancy with a fixed hypothesis. The Bayesian Discrepancy Measure assesses the compatibility of a single hypothesis with the observed data, as opposed to the more common compa…
Our approach to Mendelian Randomization (MR) analysis is designed to increase reproducibility of causal effect "discoveries" by: (i) using a Bayesian approach to inference; (ii) replacing the point null hypothesis with a region of practical equivalence consisting of values of negligible magnitude for the effect of interest, while exploiting the ability of Bayesian analysis to quantify the evidence of the effect falling inside/outside the region; (iii) rejecting the usual binary decision logic in favour of a ternary logic where the hypothesis test may result in either an acceptance or a rejecti…
This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses Polya tree priors on spaces of conditional probability densities, accounting for uncertainty in the form of the underlying distributions in a nonparametric way. The Bayesian perspective provides an inherently symmetric probability measure of conditional dependence or independence, a feature particularly advantageous in causal discovery and not employed in existing procedures of this type…
Bayesian models that can handle both over and under dispersed counts are rare in the literature, perhaps because full probability distributions for dispersed counts are rather difficult to construct. This note takes a first look at Bayesian Conway-Maxwell-Poisson generalized linear models that can handle both over and under dispersion yet retain the parsimony and interpretability of classical count regression models. The focus is on providing an explicit demonstration of Bayesian regression inferences for dispersed counts via a Metropolis-Hastings algorithm. We illustrate the approach on two d…
This note discusses Watson and Holmes (2016) and their pro- posals towards more robust Bayesian decisions. While we acknowledge and commend the authors for setting new and all-encompassing prin- ciples of Bayesian robustness, and we appreciate the strong anchoring of those within a decision-theoretic referential, we remain uncertain as to which extent such principles can be applied outside binary de- cisions. We also wonder at the ultimate relevance of Kullback-Leibler neighbourhoods to characterise robustness and favour extensions along non-parametric axes.
We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths, estimating posterior expectations is a computationally challenging undertaking. We present a reparameterization framework based on the Davies and Harte method for sampling stationary Gaussian processes and use this framework to construct a Markov chain Monte Carlo algorithm that allows computationally efficient Bayesian inference. The Markov chain Monte Carl…
Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability law for the distribution of the locations. However, analytic intractability of the point process likelihood prevents its direct calculation. Many Bayesian (and non-Bayesian) approaches in non-parametric model specifications handle this difficulty with approximation-based methods. These approximations involve errors that are difficult to quantify and can lead…
The reliability of detecting source variability in sparsely and irregularly sampled X-ray light curves is investigated. This is motivated by the unprecedented survey capabilities of eROSITA onboard SRG, providing light curves for many thousand sources in its final-depth equatorial deep field survey. Four methods for detecting variability are evaluated: excess variance, amplitude maximum deviations, Bayesian blocks and a new Bayesian formulation of the excess variance. We judge the false detection rate of variability based on simulated Poisson light curves of constant sources, and calibrate sig…
Prior distributions for high-dimensional linear regression require specifying a joint distribution for the unobserved regression coefficients, which is inherently difficult. We instead propose a new class of shrinkage priors for linear regression via specifying a prior first on the model fit, in particular, the coefficient of determination, and then distributing through to the coefficients in a novel way. The proposed method compares favourably to previous approaches in terms of both concentration around the origin and tail behavior, which leads to improved performance both in posterior contra…
The ability to prepare non-classical states in a robust manner is essential for quantum sensors beyond the standard quantum limit. We demonstrate that Bayesian optimal control is capable of finding control pulses that drive trapped Rydberg atoms into highly entangled GHZ states. The control sequences have a physically intuitive functionality based on the quasi-integrability of the Ising dynamics. They can be constructed in laboratory experiments resulting in preparation times that scale very favourably with the system size.
Identifying overlapping communities in networks is a challenging task. In this work we present a novel approach to community detection that utilises the Bayesian non-negative matrix factorisation (NMF) model to produce a probabilistic output for node memberships. The scheme has the advantage of computational efficiency, soft community membership and an intuitive foundation. We present the performance of the method against a variety of benchmark problems and compare and contrast it to several other algorithms for community detection. Our approach performs favourably compared to other methods at…
We propose a novel approach to the estimation of multiple Graphical Models to analyse temporal patterns of association among a set of metabolites over different groups of patients. Our motivating application is the Southall And Brent REvisited (SABRE) study, a tri-ethnic cohort study conducted in the UK. We are interested in identifying potential ethnic differences in metabolite levels and associations as well as their evolution over time, with the aim of gaining a better understanding of different risk of cardio-metabolic disorders across ethnicities. Within a Bayesian framework, we employ a …
Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a result, while most modern mathematical imaging methods produce impressive point estimation results, they are generally unable to quantify the uncertainty in the solutions delivered. This paper presents a new general methodology for approximating Bayesian high-posterior-density credibility regions in inverse problems that are convex and potentially very high-d…
Bayesian network structure learning is often performed in a Bayesian setting, by evaluating candidate structures using their posterior probabilities for a given data set. Score-based algorithms then use those posterior probabilities as an objective function and return the maximum a posteriori network as the learned model. For discrete Bayesian networks, the canonical choice for a posterior score is the Bayesian Dirichlet equivalent uniform (BDeu) marginal likelihood with a uniform (U) graph prior (Heckerman et al., 1995). Its favourable theoretical properties descend from assuming a uniform pr…
Rank-based Bayesian clustering via covariate-informed Mallows mixtures
本文提出带协变量的贝叶斯 Mallows 模型 (BMMx)，通过结合评估者特征进行排名数据聚类，利用 PPMx 相似性函数提升聚类效果，模拟与真实数据验证了其在理解偏好行为方面的潜力。
In the Bayesian approach to structure learning of graphical models, the equivalent sample size (ESS) in the Dirichlet prior over the model parameters was recently shown to have an important effect on the maximum-a-posteriori estimate of the Bayesian network structure. In our first contribution, we theoretically analyze the case of large ESS-values, which complements previous work: among other results, we find that the presence of an edge in a Bayesian network is favoured over its absence even if both the Dirichlet prior and the data imply independence, as long as the conditional empirical dist…
We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement sequence to consist of the observations of the difference between the derivative of the GP and the vector field evaluated at the GP---which are all identically zero at the solution of the ODE. When the GP has a state-space representation, the problem can be reduced to a non-linear Bayesian filtering problem and all widely-used approximations to the Bayesian f…
Correlated component analysis as proposed by Dmochowski et al. (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption that the involved spatial networks are identical. Here we propose a hierarchical probabilistic model that can infer the level of universality in such multi-view data, from completely unrelated representations, corresponding to canonical correlation analysis, to identical representations as in correlated component analysis. This new model, which we denote Bayesi…
Given the well-known and fundamental problems with hypothesis testing via classical (point-form) significance tests, there has been a general move to alternative approaches, often focused on the Bayesian t-test. We show that the Bayesian t-test approach does not address the observed problems with classical significance testing, that Bayesian and classical t-tests are mathematically equivalent and linearly related in order of magnitude (so that the Bayesian t-test providing no further information beyond that given by point-form significance tests), and that Bayesian t-tests are subject to serio…
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous exploration are typically adressed with specialised methods, often relying on detailed knowledge of the system at hand. We express these tasks as probabilistic inference and planning under the umbrella of deep sequential generative models. Using the frameworks of variational inference and neural networks, our method inherits favourable properties such as flexibilit…
Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in Grelaud et al. (2009) the use of ABC for Bayesian model choice in the specific case of Gibbs random fields (GRF), relying on a sufficiency property mainly enjoyed by GRFs to show that the approach was legitimate. Despite having previously suggested the use of ABC for model choice in a wider range of models in the DIY ABC software (Cornuet et al., 2008), we prese…
A theory of quantitative inference about the parameters of sampling distributions is constructed deductively by following very general rules, referred to as the Cox-Polya-Jaynes Desiderata. The inferences are made in terms of probability distributions that are assigned to the parameters. The Desiderata, focusing primarily on consistency of the plausible reasoning, lead to unique assignments of these probabilities in the case of sampling distributions that are invariant under Lie groups. In the scalar cases, e.g. in the case of inferring a single location or scale parameter, the requirement for…
The Eurovision Song Contest is an annual musical competition held among active members of the European Broadcasting Union since 1956. The event is televised live across Europe. Each participating country presents a song and receive a vote based on a combination of tele-voting and jury. Over the years, this has led to speculations of tactical voting, discriminating against some participants and thus inducing bias in the final results. In this paper we investigate the presence of positive or negative bias (which may roughly indicate favouritisms or discrimination) in the votes based on geographi…
Optimum software release time problem has been an interesting area of research for several decades now. We introduce here a new concept of size-biased modelling to solve for the optimum software release time. Bayesian approach is used to solve the problem. We also discuss about the applicability of the model for a specific data set, though we believe that the model is applicable to all kind of software reliability data collected in a discrete framework. It has applications in other fields like oil exploration also. Finally, we compare favourably our model with another similar model published r…
X-chromosome is often excluded from the so called `whole-genome' association studies due to its intrinsic difference between males and females. One particular analytical challenge is the unknown status of X-inactivation, where one of the two X-chromosome variants in females may be randomly selected to be silenced. In the absence of biological evidence in favour of one specific model, we consider a Bayesian model averaging framework that offers a principled way to account for the inherent model uncertainty, providing model averaging-based posterior density intervals and Bayes factors. We examin…
Traditional Item Response Theory models assume the distribution of the abilities of the population in study to be Gaussian. However, this may not always be a reasonable assumption, which motivates the development of more general models. This paper presents a generalised approach for the distribution of the abilities in dichotomous 3-parameter Item Response models. A mixture of normal distributions is considered, allowing for features like skewness, multimodality and heavy tails. A solution is proposed to deal with model identifiability issues without compromising the flexibility and practical …
Most computational approaches to Bayesian experimental design require making posterior calculations repeatedly for a large number of potential designs and/or simulated datasets. This can be expensive and prohibit scaling up these methods to models with many parameters, or designs with many unknowns to select. We introduce an efficient alternative approach without posterior calculations, based on optimising the expected trace of the Fisher information, as discussed by Walker (2016). We illustrate drawbacks of this approach, including lack of invariance to reparameterisation and encouraging desi…
Optimising the quality-of-results (QoR) of circuits during logic synthesis is a formidable challenge necessitating the exploration of exponentially sized search spaces. While expert-designed operations aid in uncovering effective sequences, the increase in complexity of logic circuits favours automated procedures. Inspired by the successes of machine learning, researchers adapted deep learning and reinforcement learning to logic synthesis applications. However successful, those techniques suffer from high sample complexities preventing widespread adoption. To enable efficient and scalable solu…
A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max Optimization in a setting where the function that should be optimized is not known a priori and hence has to be learned by experiments. Therefore we extend the Bayesian Optimization setting, which is tailored to maximization problems, to Min Max Optimization problems. While related work extends the two acquisition functions Expected Improvement and Gaussian Proces…
Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with nonparametric models, the optimal solution is harder to compute. Current approaches make approximations to achieve tractability. We propose an approach that expresses information gain in terms of predictive entropies, and apply this method to the Gaussian Process Classifier (GPC). Our approach makes minimal approximations to the full information theoretic obj…
Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the optimization is further subject to a priori unknown constraints. For example, training a deep network configuration may fail with an out-of-memory error when the model is too large. In this work, we focus on a general formulation of Gaussian process-based BO with continuous or binary constraints. We propose constrained Max-value Entropy Search (cMES), a novel info…
Generalised Bayesian distance-based phylogenetics for the genomics era
本文提出基于熵似然的距离法系统发育学扩展，在基因组规模数据上实现快速贝叶斯推断，并在鸟类大数据集上验证了其高效性与可靠性。
Clipping is one of the simplest peak-to-average power ratio (PAPR) reduction schemes for orthogonal frequency division multiplexing (OFDM). Deliberately clipping the transmission signal degrades system performance, and clipping mitigation is required at the receiver for information restoration. In this work, we acknowledge the sparse nature of the clipping signal and propose a low-complexity Bayesian clipping estimation scheme. The proposed scheme utilizes a priori information about the sparsity rate and noise variance for enhanced recovery. At the same time, the proposed scheme is robust agai…
A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the problem of estimating the copula function and adopt a Bayesian approach. On the space of copula functions, we construct a finite-dimensional approximation subspace that is parametrized by a doubly stochastic matrix. A major problem here is the selection of a prior distribution on the space of doubly stochastic matrices also known as the Birkhoff polytope. The main contributions of this paper are the derivation of a simple formula for the Jeffreys prior and sh…
The human intrinsic desire to pursue knowledge, also known as curiosity, is considered essential in the process of skill acquisition. With the aid of artificial curiosity, we could equip current techniques for control, such as Reinforcement Learning, with more natural exploration capabilities. A promising approach in this respect has consisted of using Bayesian surprise on model parameters, i.e. a metric for the difference between prior and posterior beliefs, to favour exploration. In this contribution, we propose to apply Bayesian surprise in a latent space representing the agent's current un…
RJHMC-Tree for Exploration of the Bayesian Decision Tree Posterior
本文提出RJHMC-Tree方法，利用哈密顿蒙特卡洛结合似然几何结构高效探索贝叶斯决策树后验，并在标准数据集上验证其在预测准确率、接受率和树复杂度方面的优势。
Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The consideration of neural networks with random effects is not widely used in the literature, perhaps because of the computational challenges of incorporating subject specific parameters into already complex models. Efficient computational methods for high-dimensional Bayesian inference are developed using Gaussian variational approximation, with a parsimonious but flex…
Model selection is a fundamental part of the applied Bayesian statistical methodology. Metrics such as the Akaike Information Criterion are commonly used in practice to select models but do not incorporate the uncertainty of the models' parameters and can give misleading choices. One approach that uses the full posterior distribution is to compute the ratio of two models' normalising constants, known as the Bayes factor. Often in realistic problems, this involves the integration of analytically intractable, high-dimensional distributions, and therefore requires the use of stochastic methods su…
Bayesian and minimax estimators of loss
该研究针对损失估计的序贯与同步两种情形，推导了多种概率模型下的贝叶斯解与极小极大估计量，明确极小极大结果依赖于第二阶段估计量为常数的贝叶斯解性质。
Transferring knowledge across tasks to improve data-efficiency is one of the open key challenges in the field of global black-box optimization. Readily available algorithms are typically designed to be universal optimizers and, therefore, often suboptimal for specific tasks. We propose a novel transfer learning method to obtain customized optimizers within the well-established framework of Bayesian optimization, allowing our algorithm to utilize the proven generalization capabilities of Gaussian processes. Using reinforcement learning to meta-train an acquisition function (AF) on a set of rela…
Optimal sequential two-stage Bayes Factor Design for two-arm clinical Phase II Trials with binary Endpoints
提出一种无模拟方法，基于贝叶斯因子优化两臂II期试验的两阶段设计，通过精确表达式计算操作特征并最小化零假设下的期望样本量。
The Bayesian optimal two-stage design for clinical phase II trials based on Bayes factors
本文提出了一种基于贝叶斯因子的临床II期试验的贝叶斯最优两阶段设计，通过三元树分支方法优化样本量并提高设计效率。
Exact Bayesian Planning for Simple Step-Stress Accelerated Life Testing with Competing Risks
本文提出一种贝叶斯框架，用于规划简单步应力加速寿命测试，考虑两个独立竞争失效模式。通过累积暴露模型和对数线性应力-寿命关系连接不同应力水平下的失效时间分布，采用非渐近方法优化p分位数的预后方差。
In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related and which are due to the neural network. This means that predictions by neural networks have biases which cannot be trivially distinguished from being due to the true nature of the creation and observation of data or not. In order to attempt to address such issues we discuss Bayesian neural networks: neural networks where the uncertainty due to the network can…
K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability distribution for k given a target point within a data-set, efficiently and without the use of Markov Chain Monte Carlo (MCMC) methods or simulation - alongside an exact solution for distributions within the exponential family. The central idea is that data points around our target are generated by the same probability distribution, extending outwards over the…
Computer vision is hard because of a large variability in lighting, shape, and texture; in addition the image signal is non-additive due to occlusion. Generative models promised to account for this variability by accurately modelling the image formation process as a function of latent variables with prior beliefs. Bayesian posterior inference could then, in principle, explain the observation. While intuitively appealing, generative models for computer vision have largely failed to deliver on that promise due to the difficulty of posterior inference. As a result the community has favoured effic…
Data collection at a massive scale is becoming ubiquitous in a wide variety of settings, from vast offline databases to streaming real-time information. Learning algorithms deployed in such contexts must rely on single-pass inference, where the data history is never revisited. In streaming contexts, learning must also be temporally adaptive to remain up-to-date against unforeseen changes in the data generating mechanism. Although rapidly growing, the online Bayesian inference literature remains challenged by massive data and transient, evolving data streams. Non-parametric modelling techniques…
Are Random Decompositions all we need in High Dimensional Bayesian Optimisation?
本文研究高维贝叶斯优化中的分解策略，发现数据驱动分解易陷入局部解，提出随机树分解采样器并证明其理论保证，进而开发即插即用的RDUCB算法，在多个基准上显著优于现有方法。
BINDy -- Bayesian identification of nonlinear dynamics with reversible-jump Markov-chain Monte-Carlo
针对非线性动力学稀疏识别易过拟合的问题，提出基于可逆跳跃马尔可夫链蒙特卡洛的贝叶斯方法BINDy，通过联合后验分布推断在模型空间生成稀疏模型，在基准案例中表现优于ensemble SINDy。
Emulation strategies for Bayesian inference of regional left ventricle material parameters
提出贝叶斯代理建模框架，通过多输出变分高斯过程仿真器推断左心室五个生理区域的Holzapfel-Ogden材料参数，在点精度相当下更优地量化不确定性，并验证了局部与全局硬化场景及健康志愿者数据的可行性。
Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational burden, but with the drawback that these algorithms no longer target the true posterior distribution. We introduce a new family of Monte Carlo methods based upon a multi-dimensional version of the Zig-Zag process of (Bierkens, Roberts, 2017), a continuous time piecewise deterministic Markov process. While traditional MCMC methods are reversible by construction (a…
We use a sample of 53 galaxy clusters at 0.03 < z < 0.1 with available masses derived from the caustic technique and with velocity dispersions computed using 208 galaxies on average per cluster, in order to investigate the scaling between richness, mass and velocity dispersion. A tight scaling between richness and mass is found, with an intrinsic scatter of only 0.19 dex in mass and with a slope one, i.e. clusters which have twice as many galaxies are twice as massive. When richness is measured without any knowledge of the cluster mass or linked parameters (such as r200), it can predict mass w…
Antibodies are canonically Y-shaped multimeric proteins capable of highly specific molecular recognition. The CDRH3 region located at the tip of variable chains of an antibody dominates antigen-binding specificity. Therefore, it is a priority to design optimal antigen-specific CDRH3 regions to develop therapeutic antibodies. However, the combinatorial nature of CDRH3 sequence space makes it impossible to search for an optimal binding sequence exhaustively and efficiently using computational approaches. Here, we present \texttt{AntBO}: a combinatorial Bayesian optimisation framework enabling ef…
Genetic interactions play an important role in the progression of complex diseases, providing explanation of variations in disease phenotype missed by main genetic effects. Comparatively, there are fewer investigations on prognostic survival time, given its challenging characteristics such as censoring. In recent biomedical research, two-level analysis of both genes and their involved pathways has received much attention and been demonstrated to be more effective than single-level analysis, however such analysis is limited to main effects. Pathways are not isolated and their interactions have …
Stabilised weighted data subsampling for accelerated Bayesian inference in models with recursive likelihoods
针对递归定义似然的模型计算成本高的问题，提出一种基于对数似然无偏估计的稳定加权子采样方法，通过给早期观测分配更高采样概率减少递归深度，并引入理论支持的稳定化框架避免方差膨胀，在条件波动率模型中实现显著加速且保持推断精度。
We introduce a dynamic generative model, Bayesian allocation model (BAM), which establishes explicit connections between nonnegative tensor factorization (NTF), graphical models of discrete probability distributions and their Bayesian extensions, and the topic models such as the latent Dirichlet allocation. BAM is based on a Poisson process, whose events are marked by using a Bayesian network, where the conditional probability tables of this network are then integrated out analytically. We show that the resulting marginal process turns out to be a Polya urn, an integer valued self-reinforcing …
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