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The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…

Machine Learning · Computer Science 2019-09-10 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

Biopharmaceutical manufacturing is a rapidly growing industry with impact in virtually all branches of medicines. Biomanufacturing processes require close monitoring and control, in the presence of complex bioprocess dynamics with many…

Artificial Intelligence · Computer Science 2022-07-26 Hua Zheng , Wei Xie , Ilya O. Ryzhov , Dongming Xie

Discrete-choice models are used in economics, marketing and revenue management to predict customer purchase probabilities, say as a function of prices and other features of the offered assortment. While they have been shown to be…

Artificial Intelligence · Computer Science 2023-08-11 Hanzhao Wang , Zhongze Cai , Xiaocheng Li , Kalyan Talluri

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking…

Systems and Control · Computer Science 2015-09-24 Florian Meyer , Henk Wymeersch , Markus Fröhle , Franz Hlawatsch

We consider an agent who represents uncertainty about the environment via a possibly misspecified model. Each period, the agent takes an action, observes a consequence, and uses Bayes' rule to update her belief about the environment. This…

Theoretical Economics · Economics 2019-10-24 Ignacio Esponda , Demian Pouzo , Yuichi Yamamoto

Effective intervention strategies for epidemics rely on the identification of their origin and on the robustness of the predictions made by network disease models. We introduce a Bayesian uncertainty quantification framework to infer model…

Populations and Evolution · Quantitative Biology 2020-04-02 Karen Larson , Clark Bowman , Zhizhong Chen , Panagiotis Hadjidoukas , Costas Papadimitriou , Petros Koumoutsakos , Anastasios Matzavinos

Competitive interactions represent one of the driving forces behind evolution and natural selection in biological and sociological systems. For example, animals in an ecosystem may vie for food or mates; in a market economy, firms may…

Physics and Society · Physics 2013-07-03 Jacobo Aguirre , David Papo , Javier M. Buldú

Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking…

Physics and Society · Physics 2016-03-25 Juyong Park , Soon-Hyung Yook

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

Machine Learning · Computer Science 2023-12-06 Tom Savage , Ehecatl Antonio del Rio Chanona

This paper deals with the representation and solution of asymmetric Bayesian decision problems. We present a formal framework, termed asymmetric influence diagrams, that is based on the influence diagram and allows an efficient…

Artificial Intelligence · Computer Science 2013-01-18 Thomas D. Nielsen , Finn Verner Jensen

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

One aspect of the algorithmic lens in theoretical computer science is a view on other scientific disciplines that focuses on satisfactory solutions that adhere to real-world constraints, as opposed to solutions that would be optimal…

Computer Science and Game Theory · Computer Science 2024-03-14 Eric Neyman

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Machine Learning · Statistics 2012-11-27 Sumeetpal S. Singh , Nicolas Chopin , Nick Whiteley

The paper presents a machine learning approach to design digital interfaces that can dynamically adapt to different users and usage strategies. The algorithm uses Bayesian statistics to model users' browsing behavior, focusing on their…

Machine Learning · Computer Science 2025-09-24 Eric Petit , Denis Chêne

We consider a Bayesian persuasion or information design problem where the sender tries to persuade the receiver to take a particular action via a sequence of signals. This we model by considering multi-phase trials with different…

Theoretical Economics · Economics 2021-11-24 Shih-Tang Su , Vijay G. Subramanian , Grant Schoenebeck

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

Within this study, we propose a new approach for natural language processing using Bayesian networks to predict and analyze the context and how this approach can be applied to the Community Question Answering domain. We discuss how Bayesian…

Machine Learning · Computer Science 2023-08-04 Alexey Gorbatovski , Sergey Kovalchuk

Robots performing manipulation tasks must operate under uncertainty about both their pose and the dynamics of the system. In order to remain robust to modeling error and shifts in payload dynamics, agents must simultaneously perform…

Systems and Control · Computer Science 2017-07-31 Patrick Slade , Preston Culbertson , Zachary Sunberg , Mykel Kochenderfer
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