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The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…

Computational Finance · Quantitative Finance 2026-05-12 Christa Cuchiero , Eva Flonner , Kevin Kurt

We explore the issue of refining an existent Bayesian network structure using new data which might mention only a subset of the variables. Most previous works have only considered the refinement of the network's conditional probability…

Artificial Intelligence · Computer Science 2013-02-28 Wai Lam , Fahiem Bacchus

It is well known in the literature that the problem of learning the structure of Bayesian networks is very hard to tackle: its computational complexity is super-exponential in the number of nodes in the worst case and polynomial in most…

Computation · Statistics 2017-04-14 Marco Scutari

Network metrics form a fundamental part of the network analysis toolbox. Used to quantitatively measure different aspects of the network, these metrics can give insights into the underlying network structure and function. In this work, we…

Machine Learning · Statistics 2015-06-04 Harold Soh

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

In this paper, we provide new complexity results for algorithms that learn discrete-variable Bayesian networks from data. Our results apply whenever the learning algorithm uses a scoring criterion that favors the simplest model able to…

Machine Learning · Computer Science 2012-12-12 David Maxwell Chickering , Christopher Meek , David Heckerman

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

We propose a novel Bayesian methodology which uses random walks for rapid inference of statistical properties of undirected networks with weighted or unweighted edges. Our formalism yields high-accuracy estimates of the probability…

Physics and Society · Physics 2018-07-25 Willow B. Kion-Crosby , Alexandre V. Morozov

Bayesian Networks (BNs) are useful tools giving a natural and compact representation of joint probability distributions. In many applications one needs to learn a Bayesian Network (BN) from data. In this context, it is important to…

Machine Learning · Computer Science 2012-07-02 Or Zuk , Shiri Margel , Eytan Domany

Estimating dependence relationships between variables is a crucial issue in many applied domains, such as medicine, social sciences and psychology. When several variables are entertained, these can be organized into a network which encodes…

Methodology · Statistics 2025-01-01 Federico Castelletti

This paper builds on recent developments in Bayesian network (BN) structure learning under the controversial assumption that the input variables are dependent. This assumption can be viewed as a learning constraint geared towards cases…

Machine Learning · Computer Science 2020-06-08 Anthony Constantinou

To unravel the driving patterns of networks, the most popular models rely on community detection algorithms. However, these approaches are generally unable to reproduce the structural features of the network. Therefore, attempts are always…

Social and Information Networks · Computer Science 2022-09-07 Martina Contisciani , Hadiseh Safdari , Caterina De Bacco

Deep neural networks have been successful in diverse discriminative classification tasks, although, they are poorly calibrated often assigning high probability to misclassified predictions. Potential consequences could lead to…

Machine Learning · Statistics 2020-10-06 John Mitros , Arjun Pakrashi , Brian Mac Namee

Two ideas taken from Bayesian optimization and classifier systems are presented for personnel scheduling based on choosing a suitable scheduling rule from a set for each persons assignment. Unlike our previous work of using genetic…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

We consider the inference of the structure of an undirected graphical model in an exact Bayesian framework. More specifically we aim at achieving the inference with close-form posteriors, avoiding any sampling step. This task would be…

Machine Learning · Statistics 2017-05-02 Loïc Schwaller , Stéphane Robin , Michael Stumpf

Bayesian networks are basic graphical models, used widely both in statistics and artificial intelligence. These statistical models of conditional independence structure are described by acyclic directed graphs whose nodes correspond to…

Optimization and Control · Mathematics 2010-12-01 Raymond Hemmecke , Silvia Lindner , Milan Studený

We make progress on two important problems regarding attribute efficient learnability. First, we give an algorithm for learning decision lists of length $k$ over $n$ variables using $2^{\tilde{O}(k^{1/3})} \log n$ examples and time…

Machine Learning · Computer Science 2007-05-23 Adam R. Klivans , Rocco A. Servedio

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…

Artificial Intelligence · Computer Science 2012-05-14 Daniel Andrade , Bernhard Sick

Bayesian inference is now a leading technique for reconstructing phylogenetic trees from aligned sequence data. In this short note, we formally show that the maximum posterior tree topology provides a statistically consistent estimate of a…

Populations and Evolution · Quantitative Biology 2013-07-12 Mike Steel
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