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Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…
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…
There are many advantages to use probability method for nonlinear system identification, such as the noises and outliers in the data set do not affect the probability models significantly; the input features can be extracted in probability…
In a Bayesian network, we wish to evaluate the marginal probability of a query variable, which may be conditioned on the observed values of some evidence variables. Here we first present our "border algorithm," which converts a BN into a…
Many AI researchers argue that probability theory is only capable of dealing with uncertainty in situations where a full specification of a joint probability distribution is available, and conclude that it is not suitable for application in…
Techniques for decision making with knowledge of linear constraints on condition probabilities are examined. These constraints arise naturally in many situations: upper and lower condition probabilities are known; an ordering among the…
In probabilistic logic entailments, even moderate size problems can yield linear constraint systems with so many variables that exact methods are impractical. This difficulty can be remedied in many cases of interest by introducing a three…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
In this paper we derive an explicit formula for calculating the marginal likelihood of a given factorization of a categorical dataset. Since the marginal likelihood is proportional to the posterior probability of the factorization, these…
This paper describes a method for estimating the marginal likelihood or Bayes factors of Bayesian models using non-parametric importance sampling ("arrogance sampling"). This method can also be used to compute the normalizing constant of…
A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without inputs which can generate an approximation of the observed…
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…
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…
Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…
We present a numerical algorithm for finding real non-negative solutions to polynomial equations. Our methods are based on the expectation maximization and iterative proportional fitting algorithms, which are used in statistics to find…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…
We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…
In probabilistic program analysis, quantitative analysis aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability. Most previous works consider numerical bounds over the whole…
In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…
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.…