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Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

The human brain copes with sensory uncertainty in accordance with Bayes' rule. However, it is unknown how the brain makes predictions in the presence of parameter uncertainty. Here, we tested whether and how humans take parameter…

Neurons and Cognition · Quantitative Biology 2020-07-01 Jannes Jegminat , Maya Jastrzebowska , Matt Pachai , Michael Herzog , Jean-Pascal Pfister

We harness the power of Bayesian emulation techniques, designed to aid the analysis of complex computer models, to examine the structure of complex Bayesian analyses themselves. These techniques facilitate robust Bayesian analyses and/or…

Methodology · Statistics 2017-03-06 Ian Vernon , John Paul Gosling

We treat uncertain linear programming problems by utilizing the notion of weighted analytic centers and notions from the area of multi-criteria decision making. After introducing our approach, we develop interactive cutting-plane algorithms…

Optimization and Control · Mathematics 2018-05-21 Mehdi Karimi , Somayeh Moazeni , Levent Tuncel

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

Deciding what to sense is a crucial task, made harder by dependencies and by a nonadditive utility function. We develop approximation algorithms for selecting an optimal set of measurements, under a dependency structure modeled by a…

Artificial Intelligence · Computer Science 2012-06-18 Yan Radovilsky , Solomon Eyal Shimony

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Current work in planning with preferences assume that the user's preference models are completely specified and aim to search for a single solution plan. In many real-world planning scenarios, however, the user probably cannot provide any…

Artificial Intelligence · Computer Science 2015-03-17 Tuan Nguyen , Minh Do , Alfonso Gerevini , Ivan Serina , Biplav Srivastava , Subbarao Kambhampati

We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data…

Machine Learning · Computer Science 2023-02-17 Gokcan Tatli , Alper T. Erdogan

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

As a compact representation of joint probability distributions over a dependence graph of random variables, and a tool for modelling and reasoning in the presence of uncertainty, Bayesian networks are of great importance for artificial…

Quantum Physics · Physics 2020-10-06 Michael de Oliveira , Luis Soares Barbosa

How can heuristic strategies emerge from smaller building blocks? We propose Approximate Bayesian Computation as a computational solution to this problem. As a first proof of concept, we demonstrate how a heuristic decision strategy such as…

Applications · Statistics 2016-05-17 Eric Schulz , Maarten Speekenbrink , Björn Meder

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

Methodology · Statistics 2017-01-23 Björn Görder , Michael Kolonko

Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…

Statistics Theory · Mathematics 2025-09-04 Antonio Di Noia , Fabrizio Ruggeri , Antonietta Mira

The practical implementation of Bayesian inference requires numerical approximation when closed-form expressions are not available. What types of accuracy (convergence) of the numerical approximations guarantee robustness and what types do…

Statistics Theory · Mathematics 2016-04-21 Houman Owhadi , Clint Scovel