Related papers: Combining upper limits with a Bayesian approach
When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…
In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…
We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
Ordinal cumulative probability models (CPMs) -- also known as cumulative link models -- such as the proportional odds regression model are typically used for discrete ordered outcomes, but can accommodate both continuous and mixed…
We construct a "hyperparameter matrix" statistical method for performing the joint analyses of multiple correlated astronomical data sets, in which the weights of data sets are determined by their own statistical properties. This method is…
In this paper, distributed Bayesian detection problems with unknown prior probabilities of hypotheses are considered. The sensors obtain observations which are conditionally dependent across sensors and their probability density functions…
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…
Modern epidemiological analytics increasingly use machine learning models that offer strong prediction but often lack calibrated uncertainty. Bayesian methods provide principled uncertainty quantification, yet are viewed as difficult to…
This paper addresses the integration of additional information sources into a Bayesian optimization framework while ensuring that safety constraints are satisfied. The interdependencies between these information sources are modeled using an…
In the typical analysis of a data set, a single method is selected for statistical reporting even when equally applicable methods yield very different results. Examples of equally applicable methods can correspond to those of different…
Aims: Caustic-crossing binary-lens microlensing events are important anomalous events because they are capable of detecting an extrasolar planet companion orbiting the lens star. Fast and robust modelling methods are thus of prime interest…
Finding upper limits on the rate of events from a proposed process in the presence of unknown backgrounds is an often encountered problem in the search for rare processes. Methods based on unusually large "gaps", or spacings, in the event…
Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…
Survey data are often collected under multistage sampling designs where units are binned to clusters that are sampled in a first stage. The unit-indexed population variables of interest are typically dependent within cluster. We propose a…
Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make…
We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…
A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…
The minor probability events detection is a crucial problem in Big data. Such events tend to include rarely occurring phenomenons which should be detected and monitored carefully. Given the prior probabilities of separate events and the…
It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…