Search Results for author: Feras A. Saad

Found 7 papers, 4 papers with code

Sequential Monte Carlo Learning for Time Series Structure Discovery

1 code implementation13 Jul 2023 Feras A. Saad, Brian J. Patton, Matthew D. Hoffman, Rif A. Saurous, Vikash K. Mansinghka

This paper presents a new approach to automatically discovering accurate models of complex time series data.

Time Series

Estimators of Entropy and Information via Inference in Probabilistic Models

no code implementations24 Feb 2022 Feras A. Saad, Marco Cusumano-Towner, Vikash K. Mansinghka

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions.

Variational Inference

Hierarchical Infinite Relational Model

1 code implementation16 Aug 2021 Feras A. Saad, Vikash K. Mansinghka

This paper describes the hierarchical infinite relational model (HIRM), a new probabilistic generative model for noisy, sparse, and heterogeneous relational data.

Attribute Density Estimation

SPPL: Probabilistic Programming with Fast Exact Symbolic Inference

1 code implementation7 Oct 2020 Feras A. Saad, Martin C. Rinard, Vikash K. Mansinghka

We present the Sum-Product Probabilistic Language (SPPL), a new probabilistic programming language that automatically delivers exact solutions to a broad range of probabilistic inference queries.

Fairness Probabilistic Programming +1

Bayesian Synthesis of Probabilistic Programs for Automatic Data Modeling

no code implementations14 Jul 2019 Feras A. Saad, Marco F. Cusumano-Towner, Ulrich Schaechtle, Martin C. Rinard, Vikash K. Mansinghka

These techniques work with probabilistic domain-specific data modeling languages that capture key properties of a broad class of data generating processes, using Bayesian inference to synthesize probabilistic programs in these modeling languages given observed data.

Probabilistic Programming Time Series +1

A Family of Exact Goodness-of-Fit Tests for High-Dimensional Discrete Distributions

no code implementations26 Feb 2019 Feras A. Saad, Cameron E. Freer, Nathanael L. Ackerman, Vikash K. Mansinghka

Unlike most existing test statistics, the proposed test statistic is distribution-free and its exact (non-asymptotic) sampling distribution is known in closed form.

Temporally-Reweighted Chinese Restaurant Process Mixtures for Clustering, Imputing, and Forecasting Multivariate Time Series

1 code implementation18 Oct 2017 Feras A. Saad, Vikash K. Mansinghka

We apply the technique to challenging forecasting and imputation tasks using seasonal flu data from the US Center for Disease Control and Prevention, demonstrating superior forecasting accuracy and competitive imputation accuracy as compared to multiple widely used baselines.

Clustering Imputation +2

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