Related papers: Bayesian Incentive Compatibility via Fractional As…
Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…
We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of…
In modular Bayesian analyses, complex models are composed of distinct modules, each representing different aspects of the data or prior information. In this context, fully Bayesian approaches can sometimes lead to undesirable feedback…
A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…
Black-box transformations have been extensively studied in algorithmic mechanism design as a generic tool for converting algorithms into truthful mechanisms without degrading the approximation guarantees. While such transformations have…
Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…
Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…
We study anonymous posted price mechanisms for combinatorial auctions in a Bayesian framework. In a posted price mechanism, item prices are posted, then the consumers approach the seller sequentially in an arbitrary order, each purchasing…
Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…
The efficacy of family-based approaches to mixture model-based clustering and classification depends on the selection of parsimonious models. Current wisdom suggests the Bayesian information criterion (BIC) for mixture model selection.…
Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…
Black-box optimization (BBO) has become increasingly relevant for tackling complex decision-making problems, especially in public policy domains such as police redistricting. However, its broader application in public policymaking is…
Recommender systems are being employed across an increasingly diverse set of domains that can potentially make a significant social and individual impact. For this reason, considering fairness is a critical step in the design and evaluation…
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 optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…
In Part I (arXiv:1911.00619) of this article, we proposed an importance sampling algorithm to compute rare-event probabilities in forward uncertainty quantification problems. The algorithm, which we termed the "Bayesian Inverse Monte Carlo…
Conditional sampling is a fundamental task in Bayesian statistics and generative modeling. Consider the problem of sampling from the posterior distribution $P_{X|Y=y^*}$ for some observation $y^*$, where the likelihood $P_{Y|X}$ is known,…
Popular statistical software provides Bayesian information criterion (BIC) for multilevel models or linear mixed models. However, it has been observed that the combination of statistical literature and software documentation has led to…
The Bayesian persuasion paradigm of strategic communication models interaction between a privately-informed agent, called the sender, and an ignorant but rational agent, called the receiver. The goal is typically to design a (near-)optimal…
Many machine learning algorithms and classifiers are available only via API queries as a ``black-box'' -- that is, the downstream user has no ability to change, re-train, or fine-tune the model on a particular target distribution. Indeed,…