Mattias Villani

Robust Real-Time Delay Predictions in a Network of High-Frequency Urban Buses

Providing transport users and operators with accurate forecasts on trave...
06/25/2021 ∙ by Hector Rodriguez-Deniz, et al. ∙ 0 ∙ share

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Spectral Subsampling MCMC for Stationary Multivariate Time Series

Spectral subsampling MCMC was recently proposed to speed up Markov chain...
04/05/2021 ∙ by Mattias Villani, et al. ∙ 0 ∙ share

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Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC

Bayesian models often involve a small set of hyperparameters determined ...
04/21/2020 ∙ by Oskar Gustafsson, et al. ∙ 0 ∙ share

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When are Bayesian model probabilities overconfident?

Bayesian model comparison is often based on the posterior distribution o...
03/09/2020 ∙ by Oscar Oelrich, et al. ∙ 0 ∙ share

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A Bayesian Dynamic Multilayered Block Network Model

As network data become increasingly available, new opportunities arise t...
11/29/2019 ∙ by Hector Rodriguez-Deniz, et al. ∙ 0 ∙ share

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Spectral Subsampling MCMC for Stationary Time Series

Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datase...
10/30/2019 ∙ by Robert Salomone, et al. ∙ 0 ∙ share

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Anatomically informed Bayesian spatial priors for fMRI analysis

Existing Bayesian spatial priors for functional magnetic resonance imagi...
10/18/2019 ∙ by David Abramian, et al. ∙ 0 ∙ share

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Spatial 3D Matérn priors for fast whole-brain fMRI analysis

Bayesian whole-brain functional magnetic resonance imaging (fMRI) analys...
06/25/2019 ∙ by Per Sidén, et al. ∙ 0 ∙ share

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Real-Time Robotic Search using Hierarchical Spatial Point Processes

Aerial robots hold great potential for aiding Search and Rescue (SAR) ef...
03/25/2019 ∙ by Olov Andersson, et al. ∙ 0 ∙ share

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Modeling Text Complexity using a Multi-Scale Probit

We present a novel model for text complexity analysis which can be fitte...
11/12/2018 ∙ by Johan Falkenjack, et al. ∙ 0 ∙ share

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Subsampling MCMC - An introduction for the survey statistician

The rapid development of computing power and efficient Markov Chain Mont...
07/23/2018 ∙ by Matias Quiroz, et al. ∙ 0 ∙ share

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Subsampling MCMC - A review for the survey statistician

The rapid development of computing power and efficient Markov Chain Mont...
07/23/2018 ∙ by Matias Quiroz, et al. ∙ 0 ∙ share

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Bayesian Sequential Inference in Dynamic Survival Models

Dynamic hazard models are applied to analyze time-varying effects of cov...
06/19/2018 ∙ by Parfait Munezero, et al. ∙ 0 ∙ share

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Hamiltonian Monte Carlo with Energy Conserving Subsampling

Hamiltonian Monte Carlo (HMC) has recently received considerable attenti...
08/02/2017 ∙ by Khue-Dung Dang, et al. ∙ 0 ∙ share

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Tree Ensembles with Rule Structured Horseshoe Regularization

We propose a new Bayesian model for flexible nonlinear regression and cl...
02/16/2017 ∙ by Malte Nalenz, et al. ∙ 0 ∙ share

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Exact Subsampling MCMC

Speeding up Markov Chain Monte Carlo (MCMC) for data sets with many obse...
03/27/2016 ∙ by Matias Quiroz, et al. ∙ 0 ∙ share

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DOLDA - a regularized supervised topic model for high-dimensional multi-class regression

Generating user interpretable multi-class predictions in data rich envir...
01/31/2016 ∙ by Måns Magnusson, et al. ∙ 0 ∙ share

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Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods

We consider the problem of approximate Bayesian parameter inference in n...
06/23/2015 ∙ by Johan Dahlin, et al. ∙ 0 ∙ share

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Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models

Topic models, and more specifically the class of Latent Dirichlet Alloca...
06/11/2015 ∙ by Måns Magnusson, et al. ∙ 0 ∙ share

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Speeding Up MCMC by Efficient Data Subsampling

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework...
04/16/2014 ∙ by Matias Quiroz, et al. ∙ 0 ∙ share

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Mattias Villani

Featured Co-authors

Thomas B. Schön

Aki Vehtari

Robert Kohn

Minh-Ngoc Tran

Anders Eklund

David Bolin

Johan Dahlin

Måns Magnusson

Matias Quiroz

David Broman

Robert Salomone

Robust Real-Time Delay Predictions in a Network of High-Frequency Urban Buses

Spectral Subsampling MCMC for Stationary Multivariate Time Series

Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC

When are Bayesian model probabilities overconfident?

A Bayesian Dynamic Multilayered Block Network Model

Spectral Subsampling MCMC for Stationary Time Series

Anatomically informed Bayesian spatial priors for fMRI analysis

Spatial 3D Matérn priors for fast whole-brain fMRI analysis

Real-Time Robotic Search using Hierarchical Spatial Point Processes

Modeling Text Complexity using a Multi-Scale Probit

Subsampling MCMC - An introduction for the survey statistician

Subsampling MCMC - A review for the survey statistician

Bayesian Sequential Inference in Dynamic Survival Models

Hamiltonian Monte Carlo with Energy Conserving Subsampling

Tree Ensembles with Rule Structured Horseshoe Regularization

Exact Subsampling MCMC

DOLDA - a regularized supervised topic model for high-dimensional multi-class regression

Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods

Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models

Speeding Up MCMC by Efficient Data Subsampling