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Continuous-time Bayesian networks (CTBNs) constitute a general and powerful framework for modeling continuous-time stochastic processes on networks. This makes them particularly attractive for learning the directed structures among…

Machine Learning · Statistics 2018-10-15 Dominik Linzner , Heinz Koeppl

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

Statistics Theory · Mathematics 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form…

Artificial Intelligence · Computer Science 2013-04-11 Thomas Slack

Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined with a suitable instrumental prior distribution permits…

Methodology · Statistics 2013-01-04 F. J. Rubio , Adam M. Johansen

Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This paper gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior…

Methodology · Statistics 2013-02-11 Ryan Martin

We propose using recognition networks for approximate inference inBayesian networks (BNs). A recognition network is a multilayerperception (MLP) trained to predict posterior marginals given observedevidence in a particular BN. The input to…

Artificial Intelligence · Computer Science 2013-01-14 Quaid Morris

We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the…

Machine Learning · Computer Science 2014-01-16 Yi Wang , Nevin L. Zhang , Tao Chen

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Machine Learning · Computer Science 2012-07-02 Max Welling , Sridevi Parise

In robotics, deep learning (DL) methods are used more and more widely, but their general inability to provide reliable confidence estimates will ultimately lead to fragile and unreliable systems. This impedes the potential deployments of DL…

Robotics · Computer Science 2020-11-02 Matthias Humt , Jongseok Lee , Rudolph Triebel

Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…

Methodology · Statistics 2026-03-03 Clara Grazian

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…

Computation · Statistics 2011-07-04 Chris Barnes , Sarah Filippi , Michael P. H. Stumpf , Thomas Thorne

Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum…

Computation · Statistics 2015-03-17 Jean-Michel Marin , Pierre Pudlo , Christian P. Robert , Robin Ryder

We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian computations (SMC-ABC) is one approach to approximate the…

Computation · Statistics 2017-06-14 Johan Dahlin , Mattias Villani , Thomas B. Schön

As the information available to lay users through autonomous data sources continues to increase, mediators become important to ensure that the wealth of information available is tapped effectively. A key challenge that these information…

Databases · Computer Science 2012-08-29 Rohit Raghunathan , Sushovan De , Subbarao Kambhampati

Complex models used to describe biological processes in epidemiology and ecology often have computationally intractable or expensive likelihoods. This poses significant challenges in terms of Bayesian inference but more significantly in the…

Methodology · Statistics 2019-03-12 Mahasen Dehideniya , Antony M. Overstall , Chris C. Drovandi , James M. McGree

This study proposes the first Bayesian approach for learning high-dimensional linear Bayesian networks. The proposed approach iteratively estimates each element of the topological ordering from backward and its parent using the inverse of a…

Machine Learning · Statistics 2023-11-28 Seyong Hwang , Kyoungjae Lee , Sunmin Oh , Gunwoong Park