Bayesian inference

Active multi-fidelity Bayesian online changepoint detection

Online algorithms for detecting changepoints, or abrupt shifts in the behavior of a time series, are often deployed with limited resources, e.g., to edge computing settings such as mobile phones or industrial sensors. In these scenarios it may be …

Exchangeable trait allocations

Trait allocations are a class of combinatorial structures in which data may belong to multiple groups and may have different levels of belonging in each group. Often the data are also exchangeable, i.e., their joint distribution is invariant to reordering. In clustering—a special case of trait allocation—exchangeability ...