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09/11/2023
The fine print on tempered posteriors
We conduct a detailed investigation of tempered posteriors and uncover a...
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06/14/2023
Hybrids of Constraint-based and Noise-based Algorithms for Causal Discovery from Time Series
Constraint-based and noise-based methods have been proposed to discover ...
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10/25/2022
Bayesian mixture models (in)consistency for the number of clusters
Bayesian nonparametric mixture models are common for modeling complex da...
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10/11/2022
Reparameterization of extreme value framework for improved Bayesian workflow
Combining extreme value theory with Bayesian methods offers several adva...
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06/22/2022
Cold Posteriors through PAC-Bayes
We investigate the cold posterior effect through the lens of PAC-Bayes g...
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05/24/2022
Imposing Gaussian Pre-Activations in a Neural Network
The goal of the present work is to propose a way to modify both the init...
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05/13/2022
On the use of a local R-hat to improve MCMC convergence diagnostic
Diagnosing convergence of Markov chain Monte Carlo is crucial and remain...
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11/29/2021
Dependence between Bayesian neural network units
The connection between Bayesian neural networks and Gaussian processes g...
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10/19/2021
BNPdensity: Bayesian nonparametric mixture modeling in R
Robust statistical data modelling under potential model mis-specificatio...
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10/06/2021
Bayesian neural network unit priors and generalized Weibull-tail property
The connection between Bayesian neural networks and Gaussian processes g...
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09/16/2019
On the Hurwitz zeta function with an application to the exponential-beta distribution
We prove a monotonicity property of the Hurwitz zeta function which, in ...
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05/14/2019
Approximate Bayesian computation via the energy statistic
Approximate Bayesian computation (ABC) has become an essential part of t...
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05/13/2019
Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions
We propose the notion of sub-Weibull distributions, which are characteri...
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02/02/2019
Dependence properties and Bayesian inference for asymmetric multivariate copulas
We study a broad class of asymmetric copulas introduced by Liebscher (20...
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01/26/2019
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
We investigate the sub-Gaussian property for almost surely bounded rando...
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10/15/2018
A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation
For a long time, the Dirichlet process has been the gold standard discre...
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10/11/2018
Bayesian neural networks increasingly sparsify their units with depth
We investigate deep Bayesian neural networks with Gaussian priors on the...
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09/07/2018
Dirichlet process mixtures under affine transformations of the data
Location-scale Dirichlet process mixtures of Gaussians (DPM-G) have prov...
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06/28/2018
Stochastic approximations to the Pitman-Yor process
In this paper we consider approximations to the popular Pitman-Yor proce...
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06/08/2016