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Related papers: Updating with incomplete observations

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We propose an efficient family of algorithms to learn the parameters of a Bayesian network from incomplete data. In contrast to textbook approaches such as EM and the gradient method, our approach is non-iterative, yields closed form…

Machine Learning · Computer Science 2014-11-26 Guy Van den Broeck , Karthika Mohan , Arthur Choi , Judea Pearl

Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…

Methodology · Statistics 2020-11-04 Marco Scutari

When we test a theory using data, it is common to focus on correctness: do the predictions of the theory match what we see in the data? But we also care about completeness: how much of the predictable variation in the data is captured by…

Machine Learning · Computer Science 2017-06-22 Jon Kleinberg , Annie Liang , Sendhil Mullainathan

Capture-recapture data are often collected when abundance estimation is of interest. In the presence of unobserved individual heterogeneity, specified on a continuous scale for the capture probabilities, the likelihood is not generally…

Methodology · Statistics 2017-10-13 Ruth King , Brett T. McClintock , Darren Kidney , David Borchers

Advances in artificial intelligence (AI) and deep learning have led to neural networks being used to generate lightning-speed answers to complex science questions, paintings in the style of Monet, or stories like those of Twain. Leveraging…

Methodology · Statistics 2026-02-25 Matthew Sainsbury-Dale , Andrew Zammit-Mangion , Noel Cressie , Raphaël Huser

A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…

Artificial Intelligence · Computer Science 2018-02-16 Sabina Marchetti , Alessandro Antonucci

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Missing values in covariates due to censoring by signal interference or lack of sensitivity in the measuring devices are common in industrial problems. We propose a full Bayesian solution to the prediction problem with an efficient Markov…

Methodology · Statistics 2022-01-21 Caroline Svahn , Mattias Villani

Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…

Artificial Intelligence · Computer Science 2010-11-08 Jianguo Ding

One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability…

Machine Learning · Computer Science 2021-06-18 Lev V. Utkin , Andrei V. Konstantinov , Kirill A. Vishniakov

This study presents a novel approach to quantifying uncertainties in Bayesian model updating, which is effective in sparse or single observations. Conventional uncertainty quantification metrics such as the Euclidean and Bhattacharyya…

Applications · Statistics 2024-10-14 Sangwon Lee , Taro Yaoyama , Yuma Matsumoto , Takenori Hida , Tatsuya Itoi

Independence-based (IB) assignments to Bayesian belief networks were originally proposed as abductive explanations. IB assignments assign fewer variables in abductive explanations than do schemes assigning values to all evidentially…

Artificial Intelligence · Computer Science 2013-02-28 Eugene Santos , Solomon Eyal Shimony

An important problem of reconstruction of diffusion network and transmission probabilities from the data has attracted a considerable attention in the past several years. A number of recent papers introduced efficient algorithms for the…

Physics and Society · Physics 2015-09-24 Andrey Y. Lokhov , Theodor Misiakiewicz

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi

A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…

Methodology · Statistics 2018-12-11 P. Richard Hahn , Ryan Martin , Stephen G. Walker

Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…

Methodology · Statistics 2026-02-03 Kenichiro McAlinn , Kōsaku Takanashi

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

We focus on a behavioral model, that has been recently proposed in the literature, whose rational can be traced back to the Half-Full/Half-Empty glass metaphor. More precisely, we generalize the Half-Full/Half-Empty approach to the context…

Portfolio Management · Quantitative Finance 2023-12-19 Francesco Cesarone , Massimiliano Corradini , Lorenzo Lampariello , Jessica Riccioni
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