A Bayesian Restoration of an Ion Channel Signal
离子通道信号的贝叶斯恢复AI 解读 ↓
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离子通道信号的贝叶斯恢复AI 解读 ↓
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Summary We present a Bayesian method of ion channel analysis and apply it to a simulated data set. An alternating renewal process prior is assigned to the signal, and an autoregressive process is fitted to the noise. After choosing model hyperconstants to yield ‘uninformative’ priors on the parameters, the joint posterior distribution is computed by using the reversible jump Markov chain Monte Carlo method. A novel form of simulated tempering is used to improve the mixing of the original sampler.
We study structural changes in multivariate time series by estimating and comparing stationary graphs of macroeconomic time series before and after an economic crisis, such as the Great Recession. Building on a latent time series framework called Orthogonally-rotated Univariate Time-series (OUT), we propose a shared-parameter framework-the spOUT autoregressive model (spOUTAR)-that jointly models two related multivariate time series and enables coherent Bayesian estimation of…
带自回归误差的线性回归在线变点检测:流式变分贝叶斯方法
Large-scale streaming time-series regression requires methods that can detect structural changes while accounting for serially correlated errors and quantifying uncertainty about the current regime. We propose a streaming variational Bayes method for linear regression with autoregressive errors that combines online changepoint detection with sequential posterior inference. The proposed method processes observations in chronological mini-batches and uses a finite-mixture…
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
基于抽样的贝叶斯推断中计算可行的全局敏感性度量
Bayesian inference can often be sensitive to the choice of hyperparameters of the prior or likelihood, yet defining and quantifying this sensitivity in a principled and computationally feasible way remains challenging in practice. Unfortunately, existing sensitivity methods are rarely applicable in modern Bayesian workflows due to their high computational cost and poor performance in moderate to high dimensions. To address these limitations, we introduce a new approach to…
大规模需求估计的贝叶斯机器学习方法
This work studies how Bayesian machine learning methods can be used for large-scale demand estimation with many product categories. I compare two model classes, a latent factorization model and a mixed logit model and two Bayesian estimation approaches, Markov Chain Monte Carlo (MCMC) and Variational Inference (VI). The analysis combines a simulation study with an application to supermarket scanner data. The results show that the latent factorization model benefits from…
重叠多步预测的贝叶斯协调:跨预测起点一致性的后处理框架
Multi-step forecasting systems, including modern artificial intelligence (AI) models, often issue overlapping predictions for the same future time from different forecast origins. These predictions can disagree even when produced by the same model, a phenomenon we call cross-origin incoherence. We propose a Bayesian reconciliation framework that treats overlapping forecasts as noisy and potentially biased measurements of a common latent trajectory. The method operates as a…