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Probabilistic programs provide an expressive representation language for generative models. Given a probabilistic program, we are interested in the task of posterior inference: estimating a latent variable given a set of observed variables.…
We study the problem of bounding the posterior distribution of discrete probabilistic programs with unbounded support, loops, and conditioning. Loops pose the main difficulty in this setting: even if exact Bayesian inference is possible,…
We present an algorithm for arc reversal in Bayesian networks with tree-structured conditional probability tables, and consider some of its advantages, especially for the simulation of dynamic probabilistic networks. In particular, the…
Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This paper gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior…
Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…
This work proposes an evidence-retrieval mechanism for uncertainty-aware decision-making that replaces a single global cutoff with an evidence-conditioned, instance-adaptive criterion. For each test instance, proximal exemplars are…
Prior-data fitted networks (PFNs) have emerged as promising foundation models for prediction from tabular datasets, achieving state-of-the-art performance on small to moderate data sizes without tuning. While PFNs are motivated by Bayesian…
Simulation-based inference methods have been shown to be inaccurate in the data-poor regime, when training simulations are limited or expensive. Under these circumstances, the inference network is particularly prone to overfitting, and…
Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
Model selection is an important activity in modern data analysis and the conventional Bayesian approach to this problem involves calculation of marginal likelihoods for different models, together with diagnostics which examine specific…
Backward simulation is an approximate inference technique for Bayesian belief networks. It differs from existing simulation methods in that it starts simulation from the known evidence and works backward (i.e., contrary to the direction of…
Many marketing applications, including credit card incentive programs, offer rewards to customers who exceed specific spending thresholds to encourage increased consumption. Quantifying the causal effect of these thresholds on customers is…
Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conventional ABC methods often suffer from the curse of…
Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…
Inference after model selection has been an active research topic in the past few years, with numerous works offering different approaches to addressing the perils of the reuse of data. In particular, major progress has been made recently…
Decision making is often based on Bayesian networks. The building blocks for Bayesian networks are its conditional probability tables (CPTs). These tables are obtained by parameter estimation methods, or they are elicited from subject…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…
Cut-set bounds on achievable rates for network communication protocols are not in general tight. In this paper we introduce a new technique for proving converses for the problem of transmission of correlated sources in networks, that…
An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…