Related papers: Modifying Bayesian Networks by Probability Constra…
A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…
When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…
In this paper we examine the problem of inference in Bayesian Networks with discrete random variables that have very large or even unbounded domains. For example, in a domain where we are trying to identify a person, we may have variables…
Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…
We consider the problem of computing reach-avoid probabilities for iterative predictions made with Bayesian neural network (BNN) models. Specifically, we leverage bound propagation techniques and backward recursion to compute lower bounds…
We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…
Convolutional neural networks (CNNs) work well on large datasets. But labelled data is hard to collect, and in some applications larger amounts of data are not available. The problem then is how to use CNNs with small data -- as CNNs…
Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
MAP is the problem of finding a most probable instantiation of a set of variables in a Bayesian network given some evidence. Unlike computing posterior probabilities, or MPE (a special case of MAP), the time and space complexity of…
Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…
This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…
Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…
Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…
We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…
This paper presents a new deterministic approximation technique in Bayesian networks. This method, "Expectation Propagation", unifies two previous techniques: assumed-density filtering, an extension of the Kalman filter, and loopy belief…
Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…
We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…