Related papers: An Axiomatic Framework for Bayesian and Belief-fun…
This paper develops a class of Bayesian non- and semiparametric methods for estimating regression curves and surfaces. The main idea is to model the regression as locally linear, and then place suitable local priors on the local parameters.…
Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…
Belief propagation is a fundamental message-passing algorithm for numerous applications in machine learning. It is known that belief propagation algorithm is exact on tree graphs. However, belief propagation is run on loopy graphs in most…
We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing…
We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…
We address the problem of learning the parameters in graphical models when inference is intractable. A common strategy in this case is to replace the partition function with its Bethe approximation. We show that there exists a regime of…
In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…
Confidence is a fundamental concept in statistics, but there is a tendency to misinterpret it as probability. In this paper, I argue that an intuitively and mathematically more appropriate interpretation of confidence is through…
Movement primitives are trainable parametric models that reproduce robotic movements starting from a limited set of demonstrations. Previous works proposed simple linear models that exhibited high sample efficiency and generalization power…
Local explainability methods -- those which seek to generate an explanation for each prediction -- are becoming increasingly prevalent due to the need for practitioners to rationalize their model outputs. However, comparing local…
We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…
Budget feasible mechanism design studies procurement combinatorial auctions where the sellers have private costs to produce items, and the buyer(auctioneer) aims to maximize a social valuation function on subsets of items, under the budget…
With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already…
Anytime approximation algorithms that compute the probabilities of queries over probabilistic databases can be of great use to statistical learning tasks. Those approaches have been based so far on either (i) sampling or (ii)…
We present a new approach for inference in Bayesian networks, which is mainly based on partial differentiation. According to this approach, one compiles a Bayesian network into a multivariate polynomial and then computes the partial…
The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…
Generalized belief propagation (GBP) has proven to be a promising technique for approximate inference tasks in AI and machine learning. However, the choice of a good set of clusters to be used in GBP has remained more of an art then a…
In this paper we present a synthesis of the work performed on two inference algorithms: the Pearl's belief propagation (BP) algorithm applied to Bayesian networks without loops (i.e. polytree) and the Loopy belief propagation (LBP)…
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of…
One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…