activity
20122023
most citedFast MCMC sampling for Markov jump processes and extensions

97 citations · 234 across the 26 of their papers we have counts for

collaborators

28 papers

stat.ME2023

Detecting Jumps on a Tree: a Hierarchical Normalized Stable Process Model for Evolution of Discrete Distributions

Hanxi Sun, Heejung Shim, Vinayak Rao

This work focuses on clustering populations whose hierarchical dependency structure can be described by a tree. A particular example that is the focus of this work is a phylogeneti…

stat.ME2022★ 1 cited

Bayesian Repulsive Mixture Modeling with Matérn Point Processes

Hanxi Sun, Boqian Zhang, Minhyeok Kim +1

Mixture models are a standard tool in statistical analyses, widely used for density modeling and model-based clustering. In this work, we propose a Bayesian mixture model with repu…

stat.ME2022

Marginally Constrained Nonparametric Bayesian Inference through Gaussian Processes

Bingjing Tang, Vinayak Rao

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data dist…

stat.ME2022★ 9 cited

Data Augmentation MCMC for Bayesian Inference from Privatized Data

Nianqiao Ju, Jordan A. Awan, Ruobin Gong +1

Differentially private mechanisms protect privacy by introducing additional randomness into the data. Restricting access to only the privatized data makes it challenging to perform…

cs.LG2021

Set Twister for Single-hop Node Classification

Yangze Zhou, Vinayak Rao, Bruno Ribeiro

Node classification is a central task in relational learning, with the current state-of-the-art hinging on two key principles: (i) predictions are permutation-invariant to the orde…

cs.LG2021

Contextual Unsupervised Outlier Detection in Sequences

Mohamed A. Zahran, Leonardo Teixeira, Vinayak Rao +1

This work proposes an unsupervised learning framework for trajectory (sequence) outlier detection that combines ranking tests with user sequence models. The overall framework ident…

cs.CR2021★ 1 cited

Privacy-Aware Rejection Sampling

Jordan Awan, Vinayak Rao

Differential privacy (DP) offers strong theoretical privacy guarantees, but implementations of DP mechanisms may be vulnerable to side-channel attacks, such as timing attacks. When…

math.ST2021★ 2 cited

Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency

Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao

This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data…

math.ST2021★ 1 cited

PAC-Bayes Bounds on Variational Tempered Posteriors for Markov Models

Imon Banerjee, Vinayak A. Rao, Harsha Honnappa

Datasets displaying temporal dependencies abound in science and engineering applications, with Markov models representing a simplified and popular view of the temporal dependence s…

stat.ML2020★ 1 cited

Variational Bayesian Methods for Stochastically Constrained System Design Problems

Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao

We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior…

stat.ML2019

Asymptotic Consistency of Loss-Calibrated Variational Bayes

Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao

This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately…

cs.SI2019

Community detection over a heterogeneous population of non-aligned networks

Guilherme Gomes, Vinayak Rao, Jennifer Neville

Clustering and community detection with multiple graphs have typically focused on aligned graphs, where there is a mapping between nodes across the graphs (e.g., multi-view, multi-…

stat.CO2019★ 1 cited

An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions

Qi Wang, Vinayak Rao, Yee Whye Teh

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating p…

math.OC2019★ 1 cited

On the Statistical Consistency of Risk-Sensitive Bayesian Decision-Making

Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao

We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on…

cs.LG2019★ 37 cited

Relational Pooling for Graph Representations

Ryan L. Murphy, Balasubramaniam Srinivasan, Vinayak Rao +1

This work generalizes graph neural networks (GNNs) beyond those based on the Weisfeiler-Lehman (WL) algorithm, graph Laplacians, and diffusions. Our approach, denoted Relational Po…

math.ST2019★ 4 cited

Asymptotic Consistency of Rényi-Approximate Posteriors

Prateek Jaiswal, Vinayak A. Rao, Harsha Honnappa

We study the asymptotic consistency properties of -Rényi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with…

cs.LG2018★ 58 cited

Janossy Pooling: Learning Deep Permutation-Invariant Functions for Variable-Size Inputs

Ryan L. Murphy, Balasubramaniam Srinivasan, Vinayak Rao +1

We consider a simple and overarching representation for permutation-invariant functions of sequences (or multiset functions). Our approach, which we call Janossy pooling, expresses…

stat.ML2018

Multi-level hypothesis testing for populations of heterogeneous networks

Guilherme Gomes, Vinayak Rao, Jennifer Neville

In this work, we consider hypothesis testing and anomaly detection on datasets where each observation is a weighted network. Examples of such data include brain connectivity networ…

stat.CO2018

Flexible Mixture Modeling on Constrained Spaces

Putu Ayu Sudyanti, Vinayak Rao

This paper addresses challenges in flexibly modeling multimodal data that lie on constrained spaces. Such data are commonly found in spatial applications, such as climatology and c…

stat.CO2018

Group-Representative Functional Network Estimation from Multi-Subject fMRI Data via MRF-based Image Segmentation

Aditi Iyer, Bingjing Tang, Vinayak Rao +1

We propose a novel two-phase approach to functional network estimation of multi-subject functional Magnetic Resonance Imaging (fMRI) data, which applies model-based image segmentat…

stat.CO2017★ 6 cited

Efficient parameter sampling for Markov jump processes

Boqian Zhang, Vinayak Rao

Markov jump processes (MJPs) are continuous-time stochastic processes widely used in a variety of applied disciplines. Inference for MJPs typically proceeds via Markov chain Monte…

stat.CO2014★ 1 cited

Data augmentation for models based on rejection sampling

Vinayak Rao, Lizhen Lin, David Dunson

We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea, which seems…

stat.ML2014

Multiscale Shrinkage and Lévy Processes

Xin Yuan, Vinayak Rao, Shaobo Han +1

A new shrinkage-based construction is developed for a compressible vector , for cases in which the components of $\xv$ are naturally associated with…

stat.CO2013★ 6 cited

Bayesian nonparametric inference on the Stiefel manifold

Lizhen Lin, Vinayak Rao, David B. Dunson

The Stiefel manifold is the space of all orthonormal matrices, with the hypersphere and the space of all orthogonal matrices constituting special cases…