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An increasing number of applications require real-time reasoning under uncertainty with streaming input. The temporal (dynamic) Bayes net formalism provides a powerful representational framework for such applications. However, existing…
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…
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…
Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…
This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…
Adversarial examples pose a security threat to many critical systems built on neural networks. Given that deterministic robustness often comes with significantly reduced accuracy, probabilistic robustness (i.e., the probability of having…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
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…
Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…
Probability estimates generated by boosting ensembles are poorly calibrated because of the margin maximization nature of the algorithm. The outputs of the ensemble need to be properly calibrated before they can be used as probability…
This paper explores algorithms for processing probabilistic and deterministic information when the former is represented as a belief network and the latter as a set of boolean clauses. The motivating tasks are 1. evaluating beliefs networks…
This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
Probabilistic programming is a rapidly developing programming paradigm which enables the formulation of Bayesian models as programs and the automation of posterior inference. It facilitates the development of models and conducting Bayesian…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…
The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…
The belief network is a well-known graphical structure for representing independences in a joint probability distribution. The methods, which perform probabilistic inference in belief networks, often treat the conditional probabilities…
A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…