A Bayesian manner which marginalizes transition probabilities can be generally applied to various kinds of probabilistic finite state machine models. Based on such a Bayesian manner, we implemented and compared three algorithms: variable-length gram, state merging method for PDFAs, and collapsed Gibbs sampling for PFAs. Among those, collapsed Gibbs sampling for PFAs performed the best on the da...

This article presents a unified theory for analysis of components in discrete data, and compares the methods with techniques such as independent component analysis, non-negative matrix factorisation and latent Dirichlet allocation. The main families of algorithms discussed are a variational approximation, Gibbs sampling, and Rao-Blackwellised Gibbs sampling. Applications are presented for votin...

This article presents a unified theory for analysis of components in discrete data, and compares the methods with techniques such as independent component analysis (ICA), non-negative matrix factorisation (NMF) and latent Dirichlet allocation (LDA). The main families of algorithms discussed are mean field, Gibbs sampling, and Rao-Blackwellised Gibbs sampling. Applications are presented for voti...

This paper reviews the application of Gibbs sampling to a cointegrated VAR system. Aggregate imports and import prices for Belgium are modelled using two cointegrating relations. Gibbs sampling techniques are used to estimate from a Bayesian perspective the cointegrating relations and their weights in the VAR system. Extensive use of spectral analysis is made to get insight into convergence iss...

Languages for open-universe probabilistic models (OUPMs) can represent situations with an unknown number of objects and identity uncertainty. While such cases arise in a wide range of important real-world applications, existing general purpose inference methods for OUPMs are far less efficient than those available for more restricted languages and model classes. This paper goes some way to reme...

Performance modelling of web applications involves the task of estimating service demands of requests at physical resources, such as CPUs. In this paper, we propose a service demand estimation algorithm based on a Markov Chain Monte Carlo (MCMC) technique, Gibbs sampling. Our methodology is widely applicable as it requires only queue length samples at each resource, which are simple to measure....

Neural systems of organisms derive their functionality largely from the numerous and intricate connections between individual components. These connections are costly and have been refined via evolutionary pressure that acts to maximize their functionality while minimizing the associated cost. This tradeoff can be formulated as a constrained optimization problem. In this paper, we use simulated...

Sampling inference methods are computationally difficult to scale for many models in part because global dependencies can reduce opportunities for parallel computation. Without strict conditional independence structure among variables, standard Gibbs sampling theory requires sample updates to be performed sequentially, even if dependence between most variables is not strong. Empirical work has ...