arXiv Statistics ML

Graph-dependent shrinkage priors for Bayesian trend filtering

arXiv Statistics ML
Aug 28

A Two-step Metropolis Hastings Method for Bayesian Empirical Likelihood Computation with Application to Quantile Regression and Bayesian Model Selection

The paper introduces a two-step Metropolis–Hastings algorithm designed to efficiently sample from Bayesian empirical likelihood (BayesEL) posterior distributions, addressing challenges posed by the complex, often non‑convex support of empirical likelihood. The method leverages current parameter values and estimating equations to propose new values for remaining parameters, making it suitable for problems with discontinuous estimating equations such as simultaneous quantile regression. Additionally, the approach extends naturally to BayesEL model selection via reversible‑jump MCMC, and the authors demonstrate its utility through several real‑life applications.

By Sanjay Chaudhuri, Teng Yin, Snehashis Chakraborty, Rupsa Roy
arXiv Machine Learning
Jul 14

Hierarchical Bayesian Quadrature

arXiv:2607. 10793v1 Announce Type: new Abstract: Numerical integration is a cornerstone of various scientific computing applications, such as engineering simulations and model evidence computations in probabilistic machine learning.

By Tim Weiland, Toni Karvonen, Philipp Hennig
arXiv Machine Learning
Aug 13

A Factor Graph Approach to Scalable Multi-Output Gaussian Process Regression

arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.

By Wouter W. L. Nuijten, Esther G. van Pelt, Albert Podusenko, \.Ismail \c{S}en\"oz, Wouter M. Kouw