Related papers: On optimality of kernels for approximate Bayesian …

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Bayesian methods provide an elegant framework for estimating parameter posteriors and quantification of uncertainty associated with probabilistic models. However, they often suffer from slow inference times. To address this challenge,…

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

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…

In Bayesian phylogenetics, our goal is to estimate the posterior distribution over phylogenetic trees. Markov chain Monte Carlo methods are widely used to approximate the phylogenetic posterior distributions. For large-scale sequence data,…

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

In the era of Big Data, Markov chain Monte Carlo (MCMC) methods, which are currently essential for Bayesian estimation, face significant computational challenges owing to their sequential nature. To achieve a faster and more effective…

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data simulator in ABC is misspecified. We demonstrate both…

This paper explores the use of the Artificial Bee Colony (ABC) algorithm to compute threshold selection for image segmentation. ABC is a heuristic algorithm motivated by the intelligent behavior of honey-bees which has been successfully…

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

Simulation models for pedestrian crowds are a ubiquitous tool in research and industry. It is crucial that the parameters of these models are calibrated carefully and ultimately it will be of interest to compare competing models to decide…

For two decades, reproducing kernels and their associated discrepancies have facilitated elegant theoretical analyses in the setting of quasi Monte Carlo. These same tools are now receiving interest in statistics and related fields, as…

There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels $\{P_n\}$ where the kernel $P_n$ is allowed to have an invariant distribution $\pi_n$ not…

The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…