Related papers: Bayesian machine learning via category theory
Markov categories are a recent categorical approach to the mathematical foundations of probability and statistics. Here, this approach is advanced by stating and proving equivalent conditions for second-order stochastic dominance, a widely…
The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…
In this work we take a Category Theoretic perspective on the relationship between probabilistic modeling and function approximation. We begin by defining two extensions of function composition to stochastic process subordination: one based…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…
Masked pre-training removes random input dimensions and learns a model that can predict the missing values. Empirical results indicate that this intuitive form of self-supervised learning yields models that generalize very well to new…
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…
Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…
This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…
Triplet Markov chains are general generative models for sequential data which take into account three kinds of random variables: (noisy) observations, their associated discrete labels and latent variables which aim at strengthening the…
It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…
We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…
Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and…
We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…
In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…
Meta-learning aims to extract useful inductive biases from a set of related datasets. In Bayesian meta-learning, this is typically achieved by constructing a prior distribution over neural network parameters. However, specifying families of…
One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary…
Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…