4 accepted papers
Heteroscedastic regression models a Gaussian variable’s mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing network parameters via log likelihood gradients can yield subo…
We construct a new distribution for the simplex using the Kumaraswamy distribution and an ordered stick-breaking process. We explore and develop the theoretical properties of this new distribution and prove that it exhibits symmetry (exchangeability) under the same conditions as the well-known Diric…
We propose a Bayesian nonparametric prior over feature allocations for sequential data, the birth-death feature allocation process (BDFP). The BDFP models the evolution of the feature allocation of a set of N objects across a covariate (e.g.~time) by creating and deleting features. A BDFP is exchang…
Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the context of Bayesian topic models, particularly latent Dirichlet al…