Related papers: Bayesian learning of noisy Markov decision process…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…
Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…
In most applications of model-based Markov decision processes, the parameters for the unknown underlying model are often estimated from the empirical data. Due to noise, the policy learnedfrom the estimated model is often far from the…
Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…
Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…
We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…
Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…
This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing constants in the likelihood function, traditional MCMC…
Diffusion models generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…
This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…
This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…
General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…
These lecture notes aim at a post-Bachelor audience with a background at an introductory level in Applied Mathematics and Applied Statistics. They discuss the logic and methodology of the Bayes-Laplace approach to inductive statistical…
The quantification of myocardial perfusion MRI has the potential to provide a fast, automated and user-independent assessment of myocardial ischaemia. However, due to the relatively high noise level and low temporal resolution of the…
This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…
We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…
Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…
This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…