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We consider the problem of choosing between parametric models for a discrete observable, taking a Bayesian approach in which the within-model prior distributions are allowed to be improper. In order to avoid the ambiguity in the marginal…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Monica Musio , Silvia Columbu

The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size. We develop a Bayesian formalism…

Statistics Theory · Mathematics 2013-02-19 Felix Abramovich , Vadim Grinshtein

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

Artificial Intelligence · Computer Science 2021-06-29 Dan Geiger , David Heckerman

Bayesian network modelling is a well adapted approach to study messy and highly correlated datasets which are very common in, e.g., systems epidemiology. A popular approach to learn a Bayesian network from an observational datasets is to…

Machine Learning · Statistics 2018-08-06 Gilles Kratzer , Reinhard Furrer

Reconstruction of a dynamical system from a time series requires the selection of two parameters, the embedding dimension $d_e$ and the embedding lag $\tau$. Many competing criteria to select these parameters exist, and all are heuristic.…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michael Small , Chi K. Tse

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…

Machine Learning · Computer Science 2023-05-03 Sanae Lotfi , Pavel Izmailov , Gregory Benton , Micah Goldblum , Andrew Gordon Wilson

Score-based algorithms that learn the structure of Bayesian networks can be used for both exact and approximate solutions. While approximate learning scales better with the number of variables, it can be computationally expensive in the…

Machine Learning · Computer Science 2022-02-22 Zhigao Guo , Anthony C. Constantinou

The efficiency of a query execution plan depends on the accuracy of the selectivity estimates given to the query optimiser by the cost model. The cost model makes simplifying assumptions in order to produce said estimates in a timely…

Databases · Computer Science 2019-07-16 Max Halford , Philippe Saint-Pierre , Frank Morvan

Learning the structure of Bayesian networks from data provides insights into underlying processes and the causal relationships that generate the data, but its usefulness depends on the homogeneity of the data population, a condition often…

Sensitivity analysis measures the influence of a Bayesian network's parameters on a quantity of interest defined by the network, such as the probability of a variable taking a specific value. Various sensitivity measures have been defined…

Methodology · Statistics 2023-02-02 Rafael Ballester-Ripoll , Manuele Leonelli

Decentralized learning networks aim to synthesize a single network inference from a set of raw inferences provided by multiple participants. To determine the combined inference, these networks must adopt a mapping from historical…

Machine Learning · Computer Science 2025-01-29 J. M. Diederik Kruijssen , Renata Valieva , Steven N. Longmore

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…

Systems and Control · Computer Science 2019-03-18 Shengling Shi , Giulio Bottegal , Paul M. J. Van den Hof

This paper introduces a two-level robust approach to estimate the unknown states of a large-scale power system while the measurements and network parameters are subjected to uncertainties. The bounded data uncertainty (BDU) considered in…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Shiva Moshtagh , Mehdi Rahmani

In this paper we address the problem of learning the structure of a Bayesian network in domains with continuous variables. This task requires a procedure for comparing different candidate structures. In the Bayesian framework, this is done…

Artificial Intelligence · Computer Science 2013-01-18 Nir Friedman , Iftach Nachman

Knowledge elicitation is one of the major bottlenecks in expert system design. Systems based on Bayes nets require two types of information--network structure and parameters (or probabilities). Both must be elicited from the domain expert.…

Artificial Intelligence · Computer Science 2013-04-05 Keung-Chi Ng , Bruce Abramson

Given a Bayesian network structure (directed acyclic graph), the celebrated d-separation algorithm efficiently determines whether the network structure implies a given conditional independence relation. We show that this changes drastically…

Computational Complexity · Computer Science 2024-05-14 Cheuk Ting Li

Finding the parameters of a latent variable causal model is central to causal inference and causal identification. In this article, we show that existing graphical structures that are used in causal inference are not stable under…

Machine Learning · Statistics 2025-10-03 Mehrzad Saremi

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown…

Machine Learning · Computer Science 2013-02-18 Nir Friedman , Zohar Yakhini
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