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We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk

We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

Machine Learning · Statistics 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow

Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…

Computer Vision and Pattern Recognition · Computer Science 2026-02-19 M. M. A. Valiuddin , R. J. G. van Sloun , C. G. A. Viviers , P. H. N. de With , F. van der Sommen

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and…

Computation · Statistics 2025-09-16 Mengxin Xi , Zheyang Shen , Marina Riabiz , Nicolas Chopin , Chris J. Oates

Bayesian methods have become a popular way to incorporate prior knowledge and a notion of uncertainty into machine learning models. At the same time, the complexity of modern machine learning makes it challenging to comprehend a model's…

Machine Learning · Computer Science 2021-09-09 Sarem Seitz

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Recent work on weighted model counting has been very successfully applied to the problem of probabilistic inference in Bayesian networks. The probability distribution is encoded into a Boolean normal form and compiled to a target language,…

Artificial Intelligence · Computer Science 2016-10-19 Giso H. Dal , Peter J. F. Lucas

How might a smooth probability distribution be estimated, with accurately quantified uncertainty, from a limited amount of sampled data? Here we describe a field-theoretic approach that addresses this problem remarkably well in one…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Wei-Chia Chen , Ammar Tareen , Justin B. Kinney

This paper presents an overview of some of the concepts of Bayesian Learning. The number of scientific and industrial applications of Bayesian learning has been growing in size rapidly over the last few decades. This process has started…

Statistical models typically capture uncertainties in our knowledge of the corresponding real-world processes, however, it is less common for this uncertainty specification to capture uncertainty surrounding the values of the inputs to the…

Methodology · Statistics 2023-05-10 Samuel E. Jackson , David C. Woods

We develop a generative model-based approach to Bayesian inverse problems, such as image reconstruction from noisy and incomplete images. Our framework addresses two common challenges of Bayesian reconstructions: 1) It makes use of complex,…

Machine Learning · Statistics 2019-10-24 Vanessa Böhm , François Lanusse , Uroš Seljak

This paper addresses the challenging computational problem of estimating intractable expectations over discrete domains. Existing approaches, including Monte Carlo and Russian Roulette estimators, are consistent but often require a large…

Machine Learning · Statistics 2025-12-19 Sophia Seulkee Kang , François-Xavier Briol , Toni Karvonen , Zonghao Chen

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…

Machine Learning · Computer Science 2026-05-26 Agustinus Kristiadi

Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…

Methodology · Statistics 2024-10-18 Lachlan Astfalck , Cassandra Bird , Daniel Williamson

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith