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A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying…

Systems and Control · Computer Science 2019-03-18 Shengling Shi , Giulio Bottegal , Paul M. J. Van den Hof

Two ideas taken from Bayesian optimization and classifier systems are presented for personnel scheduling based on choosing a suitable scheduling rule from a set for each persons assignment. Unlike our previous work of using genetic…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework.…

Machine Learning · Statistics 2018-09-14 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Guy Koren , Gal Novik

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Using a Bayesian network to analyze the causal relationship between nodes is a hot spot. The existing network learning algorithms are mainly constraint-based and score-based network generation methods. The constraint-based method is mainly…

Machine Learning · Computer Science 2022-12-07 Baokui Mou

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Finding an optimal parameter of a black-box function is important for searching stable material structures and finding optimal neural network structures, and Bayesian optimization algorithms are widely used for the purpose. However, most of…

Machine Learning · Computer Science 2019-02-27 Tatsuya Shiraishi , Tam Le , Hisashi Kashima , Makoto Yamada

Recently, an intriguing class of non-convex optimization problems has emerged in the context of learning directed acyclic graphs (DAGs). These problems involve minimizing a given loss or score function, subject to a non-convex continuous…

Machine Learning · Statistics 2023-05-30 Chang Deng , Kevin Bello , Bryon Aragam , Pradeep Ravikumar

Computational inference of causal relationships underlying complex networks, such as gene-regulatory pathways, is NP-complete due to its combinatorial nature when permuting all possible interactions. Markov chain Monte Carlo (MCMC) has been…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-19 Yu Wang , Weikang Qian , Shuchang Zhang , Bo Yuan

This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP.…

Artificial Intelligence · Computer Science 2022-03-08 Jiayi Zhang , Chang Liu , Junchi Yan , Xijun Li , Hui-Ling Zhen , Mingxuan Yuan

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification.…

Machine Learning · Computer Science 2012-07-03 Robert Peharz , Franz Pernkopf

Dynamic Bayesian networks have been well explored in the literature as discrete-time models: however, their continuous-time extensions have seen comparatively little attention. In this paper, we propose the first constraint-based algorithm…

Artificial Intelligence · Computer Science 2021-06-04 Alessandro Bregoli , Marco Scutari , Fabio Stella

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

Bayesian networks are a powerful framework for studying the dependency structure of variables in a complex system. The problem of learning Bayesian networks is tightly associated with the given data type. Ordinal data, such as stages of…

Methodology · Statistics 2021-11-15 Xiang Ge Luo , Giusi Moffa , Jack Kuipers

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais