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Several scenarios require the optimization of non-convex black-box functions, that are noisy expensive to evaluate functions with unknown analytical expression, whose gradients are hence not accessible. For example, the hyper-parameter…

Machine Learning · Computer Science 2025-02-12 Eduardo C. Garrido-Merchán

Bayesian inference with computationally expensive likelihood evaluations remains a significant challenge in many scientific domains. We propose normalizing flow regression (NFR), a novel offline inference method for approximating posterior…

Machine Learning · Statistics 2025-04-17 Chengkun Li , Bobby Huggins , Petrus Mikkola , Luigi Acerbi

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

Stemming from de Finetti's work on finitely additive coherent probabilities, the paradigm of coherence has been applied to many uncertainty calculi in order to remove structural restrictions on the domain of the assessment. Three possible…

Probability · Mathematics 2021-06-30 Davide Petturiti , Barbara Vantaggi

We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…

Machine Learning · Computer Science 2024-05-13 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

This paper reviews the basic ideas behind a Bayesian unfolding published some years ago and improves their implementation. In particular, uncertainties are now treated at all levels by probability density functions and their propagation is…

Data Analysis, Statistics and Probability · Physics 2010-10-05 G. D'Agostini

Bayesian methods provide a natural means for uncertainty quantification, that is, credible sets can be easily obtained from the posterior distribution. But is this uncertainty quantification valid in the sense that the posterior credible…

Statistics Theory · Mathematics 2020-10-02 Ryan Martin , Bo Ning

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Starting from considerations about meaning and subsequent use of asymmetric uncertainty intervals of experimental results, we review the issue of uncertainty propagation. We show that, using a probabilistic approach (the so-called Bayesian…

High Energy Physics - Experiment · Physics 2007-05-23 G. D'Agostini , M. Raso

Mathematical Theory of Evidence called also Dempster-Shafer Theory (DST) is known as a foundation for reasoning when knowledge is expressed at various levels of detail. Though much research effort has been committed to this theory since its…

Artificial Intelligence · Computer Science 2017-07-14 Mieczysław A. Kłopotek

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

Bayesian inference is an important technique throughout statistics. The essence of Beyesian inference is to derive the posterior belief updated from prior belief by the learned information, which is a set of differentially private answers…

Databases · Computer Science 2012-11-12 Yonghui Xiao , Li Xiong

We develop a classification method for incoming pieces of evidence in Dempster-Shafer theory. This methodology is based on previous work with clustering and specification of originally nonspecific evidence. This methodology is here put in…

Artificial Intelligence · Computer Science 2007-05-23 Johan Schubert

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

Information Theory · Computer Science 2026-02-03 Kenneth Bogert , Matthew Kothe

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Bayesian inference allows the transparent communication of uncertainty in material flow analyses (MFAs), and a systematic update of uncertainty as new data become available. However, the method is undermined by the difficultly of defining…

Applications · Statistics 2024-03-28 Jiayuan Dong , Jiankan Liao , Xun Huan , Daniel Cooper

This paper investigates the use of Evidence Theory to enhance the training efficiency of object detection models by incorporating uncertainty into the feedback loop. In each training iteration, during the validation phase, Evidence Theory…

Computer Vision and Pattern Recognition · Computer Science 2024-12-24 M. Tahasanul Ibrahim , Rifshu Hussain Shaik , Andreas Schwung

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

This article is an extension of the results of two earlier articles. In [J. Schubert, On nonspecific evidence, Int. J. Intell. Syst. 8 (1993) 711-725] we established within Dempster-Shafer theory a criterion function called the metaconflict…

Artificial Intelligence · Computer Science 2007-05-23 Johan Schubert
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