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Since exact probabilistic inference is intractable in general for large multiply connected belief nets, approximate methods are required. A promising approach is to use heuristic search among hypotheses (instantiations of the network) to…
A method for computing probabilistic propositions is presented. It assumes the availability of a single external routine for computing the probability of one instantiated variable, given a conjunction of other instantiated variables. In…
Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…
It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…
A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…
We present two algorithms for Bayesian optimization in the batch feedback setting, based on Gaussian process upper confidence bound and Thompson sampling approaches, along with frequentist regret guarantees and numerical results.
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…
We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…
Bayesian belief networks can be used to represent and to reason about complex systems with uncertain, incomplete and conflicting information. Belief networks are graphs encoding and quantifying probabilistic dependence and conditional…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and…
In this paper, we consider Hybrid Mixed Networks (HMN) which are Hybrid Bayesian Networks that allow discrete deterministic information to be modeled explicitly in the form of constraints. We present two approximate inference algorithms for…
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…
The number of probability distributions required to populate a conditional probability table (CPT) in a Bayesian network, grows exponentially with the number of parent-nodes associated with that table. If the table is to be populated…
Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…
This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian…
We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size of minibatches. By introducing a new notion of what is…