Related papers: On Universal Prediction and Bayesian Confirmation
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Classical Bayesian persuasion assumes that senders fully understand how receivers form beliefs and make decisions--an assumption that rarely holds when receivers possess private information or exhibit non-Bayesian behavior. In this paper,…
We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…
The classical Bayesian posterior arises naturally as the unique solution of several different optimization problems, without the necessity of interpreting data as conditional probabilities and then using Bayes' Theorem. For example, the…
This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…
Consider the following prediction problem. Assume that there is a block box that produces bits according to some unknown computable distribution on the binary tree. We know first $n$ bits $x_1 x_2 \ldots x_n$. We want to know the…
In recent years, empirical Bayesian (EB) inference has become an attractive approach for estimation in parametric models arising in a variety of real-life problems, especially in complex and high-dimensional scientific applications.…
Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
Bayesian probability theory is used as a framework to develop a formalism for the scientific method based on principles of inductive reasoning. The formalism allows for precise definitions of the key concepts in theories of physics and also…
Classical PAC generalization bounds on the prediction risk of a classifier are insufficient to provide theoretical guarantees on fairness when the goal is to learn models balancing predictive risk and fairness constraints. We propose a…
The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem -- model, parameters, latent states -- is able to be…
Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…
We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…
The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…
The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the…