Related papers: BAMBI: blind accelerated multimodal Bayesian infer…

Statistical models are often defined by a generative process for simulating synthetic data, but this can lead to intractable likelihoods. Likelihood free inference (LFI) methods enable Bayesian inference to be performed in this case.…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

In recent years, there has been a remarkable development of simulation-based inference (SBI) algorithms, and they have now been applied across a wide range of astrophysical and cosmological analyses. There are a number of key advantages to…

Motivation: Recent advances in technology for brain imaging and high-throughput genotyping have motivated studies examining the influence of genetic variation on brain structure. Wang et al. (Bioinformatics, 2012) have developed an approach…

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

The objective of this paper is to develop an Artificial Neural Network (ANN) model to estimate simultaneously, parameters and state of a brushed DC machine. The proposed ANN estimator is novel in the sense that his estimates simultaneously…

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…

We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences…

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Quantum machine learning promises great speedups over classical algorithms, but it often requires repeated computations to achieve a desired level of accuracy for its point estimates. Bayesian learning focuses more on sampling from…

Artificial Neural Network (ANN)-based inference on battery-powered devices can be made more energy-efficient by restricting the synaptic weights to be binary, hence eliminating the need to perform multiplications. An alternative, emerging,…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

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…

We introduce a framework for efficient Markov Chain Monte Carlo (MCMC) algorithms targeting discrete-valued high-dimensional distributions, such as posterior distributions in Bayesian variable selection (BVS) problems. We show that many…

NORI performs probabilistic inference to resolve ambiguous mappings between experimental observations and biological entities orders of magnitude faster than state-of-the-art methods. This makes large-scale analysis and extensive…

Nested sampling (NS) is a stochastic method for computing the log-evidence of a Bayesian problem. It relies on stochastic estimates of prior volumes enclosed by likelihood contours, which limits the accuracy of the log-evidence calculation.…

In this paper we present a new algorithm for online (sequential) inference in Bayesian neural networks, and show its suitability for tackling contextual bandit problems. The key idea is to combine the extended Kalman filter (which locally…

Simulation-based inference (SBI) with neural posterior estimation (NPE) provides rapid X-ray spectral fitting in both Gaussian and Poisson regimes by learning approximate parameter posteriors from simulations. We investigate auto-encoders…

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…