In large-scale applications of undirected graphical models, such as social networks and biological networks, similar patterns occur frequently and give rise to similar parameters. In this situation, it is beneficial to group the parameters for more efficient learning. We show that even when the grouping is unknown, we can infer these parameter groups during learning via a Bayesian approach. We impose a Dirichlet process prior on the parameters. Posterior inference usually involves calculating intractable terms, and we propose two approximation algorithms, namely a Metropolis-Hastings algorithm with auxiliary variables and a Gibbs sampling algorithm with stripped Beta approximation (Gibbs SBA's performance is close to Gibbs sampling with exact likelihood calculation. Models learned with Gibbs_SBA also generalize better than the models learned by MLE on real-world Senate voting data.

Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution parameters probabilistically and robustly. Moreover, it provides full posterior distributions, allowing uncertainty quantification and regularization, especially useful in small or truncated samples. Utilizing the left-truncated log-logistic (LTLL) distribution is particularly well-suited for modeling time-to-event data where observations are subject to a known lower bound such as precipitation data and cancer survival times. In this paper, we propose a Bayesian approach for estimating the parameters of the LTLL distribution with a fixed truncation point \( x_L > 0 \). Given a random variable \( X \sim LL(α, β; x_L) \), where \( α> 0 \) is the scale parameter and \( β> 0 \) is the shape parameter, the likelihood function is derived based on a truncated sample \( X_1, X_2, \dots, X_N \) with \( X_i > x_L \). We assume independent prior distributions for the parameters, and the posterior inference is conducted via Markov Chain Monte Carlo sampling, specifically using the Metropolis-Hastings algorithm to obtain posterior estimates \( \hatα \) and \( \hatβ \). Through simulation studies and real-world applications, we demonstrate that Bayesian estimation provides more stable and reliable parameter estimates, particularly when the likelihood surface is irregular due to left truncation. The results highlight the advantages of Bayesian inference outperform the estimation of parameter uncertainty in truncated distributions for time to event data analysis.

Estimating extreme quantiles is an important task in many applications, including financial risk management and climatology. More important than estimating the quantile itself is to insure zero coverage error, which implies the quantile estimate should, on average, reflect the desired probability of exceedance. In this research, we show that for unconditional distributions isomorphic to the exponential, a Bayesian quantile estimate results in zero coverage error. This compares to the traditional maximum likelihood method, where the coverage error can be significant under small sample sizes even though the quantile estimate is unbiased. More generally, we prove a sufficient condition for an unbiased quantile estimator to result in coverage error. Interestingly, our results hold by virtue of using a Jeffreys prior for the unknown parameters and is independent of the true prior. We also derive an expression for the distribution, and moments, of future exceedances which is vital for risk assessment. We extend our results to the conditional tail of distributions with asymptotic Paretian tails and, in particular, those in the Fréchet maximum domain of attraction. We illustrate our results using simulations for a variety of light and heavy-tailed distributions.

We propose a new framework for Bayesian estimation of differential privacy, incorporating evidence from multiple membership inference attacks (MIA). Bayesian estimation is carried out via a Markov chain Monte Carlo (MCMC) algorithm, named MCMC-DP-Est, which provides an estimate of the full posterior distribution of the privacy parameter (e.g., instead of just credible intervals). Critically, the proposed method does not assume that privacy auditing is performed with the most powerful attack on the worst-case (dataset, challenge point) pair, which is typically unrealistic. Instead, MCMC-DP-Est jointly estimates the strengths of MIAs used and the privacy of the training algorithm, yielding a more cautious privacy analysis. We also present an economical way to generate measurements for the performance of an MIA that is to be used by the MCMC method to estimate privacy. We present the use of the methods with numerical examples with both artificial and real data.

Singular learning models with non-positive Fisher information matrices include neural networks, reduced-rank regression, Boltzmann machines, normal mixture models, and others. These models have been widely used in the development of learning machines. However, theoretical analysis is still in its early stages. In this paper, we examine learning coefficients, which indicate the general learning efficiency of deep linear learning models and three-layer neural network models with ReLU units. Finally, we extend the results to include the case of the Softmax function.

The variational Bayesian (VB) approach is one of the best tractable approximations to the Bayesian estimation, and it was demonstrated to perform well in many applications. However, its good performance was not fully understood theoretically. For example, VB sometimes produces a sparse solution, which is regarded as a practical advantage of VB, but such sparsity is hardly observed in the rigorous Bayesian estimation. In this paper, we focus on probabilistic PCA and give more theoretical insight into the empirical success of VB. More specifically, for the situation where the noise variance is unknown, we derive a sufficient condition for perfect recovery of the true PCA dimensionality in the large-scale limit when the size of an observed matrix goes to infinity. In our analysis, we obtain bounds for a noise variance estimator and simple closed-form solutions for other parameters, which themselves are actually very useful for better implementation of VB-PCA.

We consider the problem of estimating Shannon's entropy H in the under-sampled regime, where the number of possible symbols may be unknown or countably infinite. Dirichlet and Pitman-Yor processes provide tractable prior distributions over the space of countably infinite discrete distributions, and have found major applications in Bayesian non-parametric statistics and machine learning. Here we show that they provide natural priors for Bayesian entropy estimation, due to the analytic tractability of the moments of the induced posterior distribution over entropy H. We derive formulas for the posterior mean and variance of H given data. However, we show that a fixed Dirichlet or Pitman-Yor process prior implies a narrow prior on H, meaning the prior strongly determines the estimate in the under-sampled regime. We therefore define a family of continuous mixing measures such that the resulting mixture of Dirichlet or Pitman-Yor processes produces an approximately flat prior over H. We explore the theoretical properties of the resulting estimators and show that they perform well on data sampled from both exponential and power-law tailed distributions.

Bayesian inference has many advantages in robotic motion planning over four perspectives: The uncertainty quantification of the policy, safety (risk-aware) and optimum guarantees of robot motions, data-efficiency in training of reinforcement learning, and reducing the sim2real gap when the robot is applied to real-world tasks. However, the application of Bayesian inference in robotic motion planning is lagging behind the comprehensive theory of Bayesian inference. Further, there are no comprehensive reviews to summarize the progress of Bayesian inference to give researchers a systematic understanding in robotic motion planning. This paper first provides the probabilistic theories of Bayesian inference which are the preliminary of Bayesian inference for complex cases. Second, the Bayesian estimation is given to estimate the posterior of policies or unknown functions which are used to compute the policy. Third, the classical model-based Bayesian RL and model-free Bayesian RL algorithms for robotic motion planning are summarized, while these algorithms in complex cases are also analyzed. Fourth, the analysis of Bayesian inference in inverse RL is given to infer the reward functions in a data-efficient manner. Fifth, we systematically present the hybridization of Bayesian inference and RL which is a promising direction to improve the convergence of RL for better motion planning. Sixth, given the Bayesian inference, we present the interpretable and safe robotic motion plannings which are the hot research topic recently. Finally, all algorithms reviewed in this paper are summarized analytically as the knowledge graphs, and the future of Bayesian inference for robotic motion planning is also discussed, to pave the way for data-efficient, explainable, and safe robotic motion planning strategies for practical applications.

Collision avoidance in the presence of dynamic obstacles in unknown environments is one of the most critical challenges for unmanned systems. In this paper, we present a method that identifies obstacles in terms of ellipsoids to estimate linear and angular obstacle velocities. Our proposed method is based on the idea of any object can be approximately expressed by ellipsoids. To achieve this, we propose a method based on variational Bayesian estimation of Gaussian mixture model, the Kyachiyan algorithm, and a refinement algorithm. Our proposed method does not require knowledge of the number of clusters and can operate in real-time, unlike existing optimization-based methods. In addition, we define an ellipsoid-based feature vector to match obstacles given two timely close point frames. Our method can be applied to any environment with static and dynamic obstacles, including the ones with rotating obstacles. We compare our algorithm with other clustering methods and show that when coupled with a trajectory planner, the overall system can efficiently traverse unknown environments in the presence of dynamic obstacles.

The Bayesian paradigm provides a natural and effective means of exploit- ing prior knowledge concerning the time-frequency structure of sound signals such as speech and music--something which has often been over- looked in traditional audio signal processing approaches. Here, after con- structing a Bayesian model and prior distributions capable of taking into account the time-frequency characteristics of typical audio waveforms, we apply Markov chain Monte Carlo methods in order to sample from the resultant posterior distribution of interest. We present speech enhance- ment results which compare favourably in objective terms with standard time-varying filtering techniques (and in several cases yield superior per- formance, both objectively and subjectively); moreover, in contrast to such methods, our results are obtained without an assumption of prior knowledge of the noise power.