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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

A wide range of machine learning algorithms iteratively add data to the training sample. Examples include semi-supervised learning, active learning, multi-armed bandits, and Bayesian optimization. We embed this kind of data addition into…

Machine Learning · Statistics 2024-06-25 Julian Rodemann

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

The elicitation of power priors, based on the availability of historical data, is realized by raising the likelihood function of the historical data to a fractional power {\delta}, which quantifies the degree of discounting of the…

Methodology · Statistics 2022-04-13 Keying Ye , Zifei Han , Yuyan Duan , Tianyu Bai

The first investigation is made of designs for screening experiments where the response variable is approximated by a generalised linear model. A Bayesian information capacity criterion is defined for the selection of designs that are…

Methodology · Statistics 2016-10-27 David C. Woods , James M. McGree , Susan M. Lewis

Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…

Machine Learning · Computer Science 2026-04-29 Matthew Marsh , Benoît Chachuat , Antonio del Rio Chanona

Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…

Machine Learning · Statistics 2019-02-19 Sebastian Farquhar , Yarin Gal

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

Class imbalance is a pervasive problem in predictive toxicology, where the number of non-toxic compounds often exceeds the number of toxic ones. Models trained on such data often perform well on the majority class but poorly on the minority…

Applications · Statistics 2025-10-10 Stanley E. Lazic

Neural networks are powerful function approximators with tremendous potential in learning complex distributions. However, they are prone to overfitting on spurious patterns. Bayesian inference provides a principled way to regularize neural…

Machine Learning · Computer Science 2024-12-02 Yanzhe Bekkemoen , Helge Langseth

We consider the problem of how decision making can be fair when the underlying probabilistic model of the world is not known with certainty. We argue that recent notions of fairness in machine learning need to explicitly incorporate…

Machine Learning · Computer Science 2018-11-06 Christos Dimitrakakis , Yang Liu , David Parkes , Goran Radanovic

A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because…

Machine Learning · Computer Science 2022-01-11 David Heckerman

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the…

Data Analysis, Statistics and Probability · Physics 2018-12-21 Johannes Oberpriller , T. A. Enßlin

Power posteriors "robustify" standard Bayesian inference by raising the likelihood to a constant fractional power, effectively downweighting its influence in the calculation of the posterior. Power posteriors have been shown to be more…

Statistics Theory · Mathematics 2024-01-22 Ruchira Ray , Marco Avella Medina , Cynthia Rush

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…

Data Analysis, Statistics and Probability · Physics 2020-07-21 Giovanni Mana , Enrico Massa , Maria Predescu