Related papers: A Bayesian Networks Approach to Operational Risk
Organizations across finance, healthcare, transportation, content moderation, and critical infrastructure are rapidly deploying highly automated AI systems, yet they lack principled methods to quantify how increasing automation amplifies…
The vast majority of network datasets contains errors and omissions, although this is rarely incorporated in traditional network analysis. Recently, an increasing effort has been made to fill this methodological gap by developing network…
In this report paper we first present a report of the Advanced Machine Learning Course Project on the provided data set and then present a novel heuristic algorithm for exact Bayesian network (BN) structure discovery that uses decomposable…
When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…
Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…
A Bayesian net (BN) is more than a succinct way to encode a probabilistic distribution; it also corresponds to a function used to answer queries. A BN can therefore be evaluated by the accuracy of the answers it returns. Many algorithms for…
Multipurpose batch processes become increasingly popular in manufacturing industries since they adapt to low-volume, high-value products and shifting demands. These processes often operate in a dynamic environment, which faces disturbances…
Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…
The use of Bayesian methods in large-scale data settings is attractive because of the rich hierarchical models, uncertainty quantification, and prior specification they provide. Standard Bayesian inference algorithms are computationally…
The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…
Artificial Neural Networks are connectionist systems that perform a given task by learning on examples without having prior knowledge about the task. This is done by finding an optimal point estimate for the weights in every node.…
A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing…
The paper presents a machine learning approach to design digital interfaces that can dynamically adapt to different users and usage strategies. The algorithm uses Bayesian statistics to model users' browsing behavior, focusing on their…
This paper proposes a new general approach based on Bayesian networks to model the human behaviour. This approach represents human behaviour with probabilistic cause-effect relations based on knowledge, but also with conditional…
The enhanced Bayesian network (eBN) methodology described in the companion paper facilitates the assessment of reliability and risk of engineering systems when information about the system evolves in time. We present the application of the…
Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…
Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…
Operational risk is challenging to quantify because of the broad range of categories (fraud, technological issues, natural disasters) and the heavy-tailed nature of realized losses. Operational risk modeling requires quantifying how these…
Graphical models are widely used to make inferences concerning interplay in multivariate systems. In many applications, data are collected from multiple related but nonidentical units whose underlying networks may differ but are likely to…