activity
20112023
most citedSpeeding Up MCMC by Efficient Data Subsampling

156 citations · 361 across the 32 of their papers we have counts for

collaborators

38 papers

cs.LG2023★ 3 cited

Any Deep ReLU Network is Shallow

Mattia Jacopo Villani, Nandi Schoots

We constructively prove that every deep ReLU network can be rewritten as a functionally identical three-layer network with weights valued in the extended reals. Based on this proof…

cs.LG2023

Unwrapping All ReLU Networks

Mattia Jacopo Villani, Peter McBurney

Deep ReLU Networks can be decomposed into a collection of linear models, each defined in a region of a partition of the input space. This paper provides three results extending thi…

cs.LG2022★ 6 cited

Feature Importance for Time Series Data: Improving KernelSHAP

Mattia Villani, Joshua Lockhart, Daniele Magazzeni

Feature importance techniques have enjoyed widespread attention in the explainable AI literature as a means of determining how trained machine learning models make their prediction…

stat.ME2022★ 1 cited

Bayesian Prediction with Covariates Subject to Detection Limits

Caroline Svahn, Mattias Villani

Missing values in covariates due to censoring by signal interference or lack of sensitivity in the measuring devices are common in industrial problems. We propose a full Bayesian s…

stat.AP2021

Bayesian Modeling of Effective and Functional Brain Connectivity using Hierarchical Vector Autoregressions

Bertil Wegmann, Anders Lundquist, Anders Eklund +1

Analysis of brain connectivity is important for understanding how information is processed by the brain. We propose a novel Bayesian vector autoregression (VAR) hierarchical model…

stat.ME2021

Local Prediction Pools

Oscar Oelrich, Mattias Villani, Sebastian Ankargren

We propose local prediction pools as a method for combining the predictive distributions of a set of experts conditional on a set of variables believed to be related to the predict…

stat.CO2021★ 1 cited

Dynamic Mixture of Experts Models for Online Prediction

Parfait Munezero, Mattias Villani, Robert Kohn

A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixtu…

gr-qc2021★ 4 cited

Including topology change in Loop Quantum Gravity with topspin network formalism with application to homogeneous and isotropic cosmology

Mattia Villani

We apply topspin network formalism to Loop Quantum Gravity in order to include in the theory the possibility of changes in the topology of spacetime. We apply this formalism to thr…

stat.AP2021

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

Hector Rodriguez-Deniz, Mattias Villani

Providing transport users and operators with accurate forecasts on travel times is challenging due to a highly stochastic traffic environment. Public transport users are particular…

stat.ME2021

Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes

Mattias Villani, Matias Quiroz, Robert Kohn +1

Spectral subsampling MCMC was recently proposed to speed up Markov chain Monte Carlo (MCMC) for long stationary univariate time series by subsampling periodogram observations in th…

physics.space-ph2020★ 12 cited

Low-energy electromagnetic processes affecting free-falling test-mass charging for LISA and future space interferometers

Catia Grimani, Andrea Cesarini, Michele Fabi +1

Galactic cosmic rays and solar energetic particles charge gold-platinum, free-falling test masses (TMs) on board interferometers for the detection of gravitational waves in space.…

astro-ph.EP2020★ 15 cited

Recurrent galactic cosmic-ray flux modulation in L1 and geomagnetic activity during the declining phase of the solar cycle 24

Catia Grimani, Andrea Cesarini, Michele Fabi +3

Galactic cosmic-ray (GCR) flux short-term variations (1 month) in the inner heliosphere are mainly associated with the passage of high-speed solar wind streams (HSS) and interpl…

stat.CO2020

Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates

Oskar Gustafsson, Mattias Villani, Pär Stockhammar

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian…

math.ST2020★ 3 cited

When are Bayesian model probabilities overconfident?

Oscar Oelrich, Shutong Ding, Måns Magnusson +2

Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even wh…

stat.ML2019

A Multilayered Block Network Model to Forecast Large Dynamic Transportation Graphs: an Application to US Air Transport

Hector Rodriguez-Deniz, Mattias Villani, Augusto Voltes-Dorta

Dynamic transportation networks have been analyzed for years by means of static graph-based indicators in order to study the temporal evolution of relevant network components, and…

stat.ME2019

Anatomically informed Bayesian spatial priors for fMRI analysis

David Abramian, Per Sidén, Hans Knutsson +2

Existing Bayesian spatial priors for functional magnetic resonance imaging (fMRI) data correspond to stationary isotropic smoothing filters that may oversmooth at anatomical bounda…

stat.ME2019★ 6 cited

Spectral Subsampling MCMC for Stationary Time Series

Robert Salomone, Matias Quiroz, Robert Kohn +2

Bayesian inference using Markov Chain Monte Carlo (MCMC) on large datasets has developed rapidly in recent years. However, the underlying methods are generally limited to relativel…

stat.ME2019

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

Per Sidén, Finn Lindgren, David Bolin +2

Bayesian whole-brain functional magnetic resonance imaging (fMRI) analysis with three-dimensional spatial smoothing priors has been shown to produce state-of-the-art activity maps…

cs.RO2019★ 1 cited

Real-Time Robotic Search using Hierarchical Spatial Point Processes

Olov Andersson, Per Sidén, Johan Dahlin +2

Aerial robots hold great potential for aiding Search and Rescue (SAR) efforts over large areas. Traditional approaches typically searches an area exhaustively, thereby ignoring tha…

stat.AP2018★ 1 cited

Modeling Text Complexity using a Multi-Scale Probit

Johan Falkenjack, Mattias Villani, Arne Jönsson

We present a novel model for text complexity analysis which can be fitted to ordered categorical data measured on multiple scales, e.g. a corpus with binary responses mixed with a…

stat.ME2018★ 2 cited

Subsampling MCMC - An introduction for the survey statistician

Matias Quiroz, Mattias Villani, Robert Kohn +2

The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical i…

stat.AP2017★ 6 cited

Physiological Gaussian Process Priors for the Hemodynamics in fMRI Analysis

Josef Wilzén, Anders Eklund, Mattias Villani

Background: Inference from fMRI data faces the challenge that the hemodynamic system that relates neural activity to the observed BOLD fMRI signal is unknown. New Method: We propos…

stat.CO2017★ 12 cited

Hamiltonian Monte Carlo with Energy Conserving Subsampling

Khue-Dung Dang, Matias Quiroz, Robert Kohn +2

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the…

stat.CO2017

Efficient Covariance Approximations for Large Sparse Precision Matrices

Per Sidén, Finn Lindgren, David Bolin +1

The use of sparse precision (inverse covariance) matrices has become popular because they allow for efficient algorithms for joint inference in high-dimensional models. Many applic…