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In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Computation · Statistics 2015-03-27 Fernando V. Bonassi , Mike West

Approximate Bayesian computation (ABC) performs statistical inference for otherwise intractable probability models by accepting parameter proposals when corresponding simulated datasets are sufficiently close to the observations. Producing…

Computation · Statistics 2014-12-05 Dennis Prangle

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Online users tend to select claims that adhere to their system of beliefs and to ignore dissenting information. Confirmation bias, indeed, plays a pivotal role in viral phenomena. Furthermore, the wide availability of content on the web…

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

Supporting model interpretability for complex phenomena where annotators can legitimately disagree, such as emotion recognition, is a challenging machine learning task. In this work, we show that explicitly quantifying the uncertainty in…

Machine Learning · Computer Science 2019-10-08 Asma Ghandeharioun , Brian Eoff , Brendan Jou , Rosalind W. Picard

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek

Estimating uncertainty of machine learning models is essential to assess the quality of the predictions that these models provide. However, there are several factors that influence the quality of uncertainty estimates, one of which is the…

Machine Learning · Computer Science 2022-11-03 Yuko Kato , David M. J. Tax , Marco Loog

A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood by matching summary statistics for the observed data with…

Many real-life problems are represented as a black-box, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined. For continuous random variables likelihood-free…

Machine Learning · Statistics 2020-10-21 Ilze Amanda Auzina , Jakub M. Tomczak

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

The analysis of experimental data with mixed-effects models requires decisions about the specification of the appropriate random-effects structure. Recently, Barr, Levy, Scheepers, and Tily, 2013 recommended fitting `maximal' models with…

Methodology · Statistics 2018-05-29 Douglas Bates , Reinhold Kliegl , Shravan Vasishth , Harald Baayen

This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…

Methodology · Statistics 2016-11-04 William B. Poland , Ross D. Shachter

Traditional approaches to ensure group fairness in algorithmic decision making aim to equalize ``total'' error rates for different subgroups in the population. In contrast, we argue that the fairness approaches should instead focus only on…

Machine Learning · Computer Science 2021-05-11 Junaid Ali , Preethi Lahoti , Krishna P. Gummadi

Counterfactual explanations are widely used to interpret machine learning predictions by identifying minimal changes to input features that would alter a model's decision. However, most existing counterfactual methods have not been tested…

Machine Learning · Computer Science 2026-02-03 Leonidas Christodoulou , Chang Sun

Bayesian Model Averaging (BMA) is an application of Bayesian inference to the problems of model selection, combined estimation and prediction that produces a straightforward model choice criteria and less risky predictions. However, the…

Methodology · Statistics 2017-11-08 Tiago M. Fragoso , Francisco Louzada Neto

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Methodology · Statistics 2020-04-03 Chaitanya Joshi , Fabrizio Ruggeri

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely