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Dempster-Shafer theory of imprecise probabilities has proved useful to incorporate both nonspecificity and conflict uncertainties in an inference mechanism. The traditional Bayesian approach cannot differentiate between the two, and is…

Cryptography and Security · Computer Science 2015-03-20 Sari Haj Hussein

The Bayesian brain hypothesis postulates that the brain accurately operates on statistical distributions according to Bayes' theorem. The random failure of presynaptic vesicles to release neurotransmitters may allow the brain to sample from…

Neurons and Cognition · Quantitative Biology 2021-11-30 Kevin L. McKee , Ian C. Crandell , Rishidev Chaudhuri , Randall C. O'Reilly

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

Consider universal data compression: the length $l(x^n)$ of sequence $x^n\in A^n$ with finite alphabet $A$ and length $n$ satisfies Kraft's inequality over $A^n$, and $-\frac{1}{n}\log \frac{P^n(x^n)}{Q^n(x^n)}$ almost surely converges to…

Information Theory · Computer Science 2014-05-26 Joe Suzuki

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

We develop extreme data compression for use in Bayesian model comparison via the MOPED algorithm, as well as more general score compression. We find that Bayes factors from data compressed with the MOPED algorithm are identical to those…

Instrumentation and Methods for Astrophysics · Physics 2023-07-17 Alan F. Heavens , Arrykrishna Mootoovaloo , Roberto Trotta , Elena Sellentin

We present an informal review of recent work on the asymptotics of Approximate Bayesian Computation (ABC). In particular we focus on how does the ABC posterior, or point estimates obtained by ABC, behave in the limit as we have more data?…

Methodology · Statistics 2017-06-26 Paul Fearnhead

In this paper we present a model independent analysis method following Bayesian statistics to analyse data from a generic counting experiment and apply it to the search for neutrinos from point sources. We discuss a test statistic defined…

High Energy Astrophysical Phenomena · Physics 2015-06-12 D. Bose , L. Brayeur , M. Casier , K. D. de Vries , G. Golup , N. van Eijndhoven

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Machine Learning · Statistics 2016-12-26 Ramon Oliveira , Pedro Tabacof , Eduardo Valle

We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…

Computation · Statistics 2019-04-18 Alexis Roche

It is crucial for robots to be aware of the presence of constraints in order to acquire safe policies. However, explicitly specifying all constraints in an environment can be a challenging task. State-of-the-art constraint inference…

Robotics · Computer Science 2024-03-06 Dimitris Papadimitriou , Daniel S. Brown

We present a unified axiomatic approach to contextuality and non-locality based on the fact that both are resource theories. In those theories the main objects are consistent boxes, which can be transformed by certain operations to achieve…

Quantum Physics · Physics 2015-09-16 Karol Horodecki , Andrzej Grudka , Pankaj Joshi , Waldemar Kłobus , Justyna Łodyga

Neural-network-based compressors have proven to be remarkably effective at compressing sources, such as images, that are nominally high-dimensional but presumed to be concentrated on a low-dimensional manifold. We consider a continuous-time…

Information Theory · Computer Science 2020-11-11 Aaron B. Wagner , Johannes Ballé

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…

Statistics Theory · Mathematics 2021-03-24 Allard Hendriksen , Rianne de Heide , Peter Grünwald

Recently quantum prediction problem was proposed in the Bayesian framework. It is shown that Bayesian predictive density operators are the best predictive density operators when we evaluate them by using the average relative entropy based…

Quantum Physics · Physics 2007-05-23 F. Tanaka , F. Komaki

Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Yue Ju , Biqiang Mu , Lennart Ljung , Tianshi Chen

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Bayesian inference methods are useful in infectious diseases modeling due to their capability to propagate uncertainty, manage sparse data, incorporate latent structures, and address high-dimensional parameter spaces. However, parameter…

Methodology · Statistics 2025-04-29 Xiahui Li , Fergus Chadwick , Ben Swallow