Related papers: The matryoshka doll prior: principled multiplicity…
The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…
We propose a Bayesian elastic net that uses empirical likelihood and develop an efficient tuning of Hamiltonian Monte Carlo for posterior sampling. The proposed model relaxes the assumptions on the identity of the error distribution,…
Model multiplicity refers to the existence of multiple machine learning models that describe the data equally well but may produce different predictions on individual samples. In medicine, these models can admit conflicting predictions for…
Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…
The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
In segmentation problems, inference on change-point position and model selection are two difficult issues due to the discrete nature of change-points. In a Bayesian context, we derive exact, non-asymptotic, explicit and tractable formulae…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
We consider a finite-dimensional, locally finite CAT(0) cube complex X admitting a co-compact properly discontinuous countable group of automorphisms G. We construct a natural compact metric space B(X) on which G acts by homeomorphisms, the…
Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…
Bayesian model comparison is often based on the posterior distribution over the set of compared models. This distribution is often observed to concentrate on a single model even when other measures of model fit or forecasting ability…
Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…
In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…
Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in…
Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…
The Bayesian elastic net regression model is characterized by the regression coefficient prior distribution, the negative log density of which corresponds to the elastic net penalty function. While Markov chain Monte Carlo (MCMC) methods…
Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…
Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…
In the social sciences we are often interested in comparing models specified by parametric equality or inequality constraints. For instance, when examining three group means $\{ \mu_1, \mu_2, \mu_3\}$ through an analysis of variance…