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The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

This paper introduces a feasible and practical Bayesian method for unit root testing in financial time series. We propose a convenient approximation of the Bayes factor in terms of the Bayesian Information Criterion as a straightforward and…

Econometrics · Economics 2021-02-23 Magris Martin , Iosifidis Alexandros

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Real-world distributed systems and networks are often unreliable and subject to random failures of its components. Such a stochastic behavior affects adversely the complexity of optimization tasks performed routinely upon such systems, in…

Artificial Intelligence · Computer Science 2012-12-12 Milos Hauskrecht , Tomas Singliar

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Machine Learning · Computer Science 2023-11-08 Zhijie Deng , Peng Cui , Jun Zhu

Statistical analysis of DNA mixtures is known to pose computational challenges due to the enormous state space of possible DNA profiles. We propose a Bayesian network representation for genotypes, allowing computations to be performed…

Methodology · Statistics 2014-02-21 Therese Graversen , Steffen Lauritzen

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

We introduce ensembles of stochastic neural networks to approximate the Bayesian posterior, combining stochastic methods such as dropout with deep ensembles. The stochastic ensembles are formulated as families of distributions and trained…

Machine Learning · Computer Science 2024-01-04 Oleksandr Balabanov , Bernhard Mehlig , Hampus Linander

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the…

Methodology · Statistics 2022-11-15 Tom Edinburgh , Ari Ercole , Stephen J. Eglen

Nonlinear systems of polynomial equations arise naturally in many applied settings, for example loglinear models on contingency tables and Gaussian graphical models. The solution sets to these systems over the reals are often positive…

Computation · Statistics 2024-10-22 David Kahle , Jonathan D Hauenstein

Causal Bayesian networks are widely used tools for summarising the dependencies between variables and elucidating their putative causal relationships. By restricting the search to trees, for example, learning the optimum from data is…

Computation · Statistics 2025-03-10 Felix L. Rios , Giusi Moffa , Jack Kuipers

In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…

Machine Learning · Computer Science 2019-05-13 Meire Fortunato , Charles Blundell , Oriol Vinyals

Bayesian Neural Networks (BNNs) extend traditional neural networks to provide uncertainties associated with their outputs. On the forward pass through a BNN, predictions (and their uncertainties) are made either by Monte Carlo sampling…

Machine Learning · Computer Science 2024-10-22 David J. Schodt

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

Computation · Statistics 2016-02-12 Richard G. Everitt , Adam M. Johansen , Ellen Rowing , Melina Evdemon-Hogan

Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…

Machine Learning · Statistics 2024-10-29 Thang D. Bui

Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The Economist magazine. However, the demands of real-time…

Methodology · Statistics 2025-10-23 Geonhee Han , Andrew Gelman , Aki Vehtari
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