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Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…

Methodology · Statistics 2023-06-21 Andrew Yiu , Edwin Fong , Chris Holmes , Judith Rousseau

This paper develops a category-theoretic approach to uncertainty, informativeness and decision-making problems. It is based on appropriate first order fuzzy logic in which not only logical connectives but also quantifiers have fuzzy…

General Mathematics · Mathematics 2007-05-23 P. V. Golubtsov , S. S. Moskaliuk

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

The practice of stochastic sensitivity analysis described in the decision analysis literature is a testimonial to the need for considering deviations from precise point estimates of uncertainty. We propose the use of Bayesian fuzzy…

Artificial Intelligence · Computer Science 2013-04-10 Pramod Jain , Alice M. Agogino

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…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…

Methodology · Statistics 2026-02-26 Nils Lid Hjort

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step…

Machine Learning · Statistics 2012-11-13 Pedro A. Ortega , Jordi Grau-Moya , Tim Genewein , David Balduzzi , Daniel A. Braun

In a recent paper [1] we introduced the Fuzzy Bayesian Learning (FBL) paradigm where expert opinions can be encoded in the form of fuzzy rule bases and the hyper-parameters of the fuzzy sets can be learned from data using a Bayesian…

Machine Learning · Statistics 2017-04-07 Indranil Pan , Dirk Bester

We investigate nonparametric regression methods based on spatial depth and quantiles when the response and the covariate are both functions. As in classical quantile regression for finite dimensional data, regression techniques developed…

Methodology · Statistics 2018-02-14 Joydeep Chowdhury , Probal Chaudhuri

Bayesian inference and kernel methods are well established in machine learning. The neural network Gaussian process in particular provides a concept to investigate neural networks in the limit of infinitely wide hidden layers by using…

Disordered Systems and Neural Networks · Physics 2023-11-10 Javed Lindner , David Dahmen , Michael Krämer , Moritz Helias

We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…

Statistics Theory · Mathematics 2019-03-26 Minwoo Chae , Lizhen Lin , David B. Dunson

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

Accuracy and generalization capabilities are key objectives when learning dynamical system models. To obtain such models from limited data, current works exploit prior knowledge and assumptions about the system. However, the fusion of…

Machine Learning · Statistics 2025-08-22 Björn Volkmann , Jan-Hendrik Ewering , Michael Meindl , Simon F. G. Ehlers , Thomas Seel