Related papers: Approximate Computational Approaches for Bayesian …
A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…
Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…
Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…
We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…
Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…
We derive lower bounds on the Bayes risk in decentralized estimation, where the estimator does not have direct access to the random samples generated conditionally on the random parameter of interest, but only to the data received from…
We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…
In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…
As the world becomes more and more interconnected, our everyday objects become part of the Internet of Things, and our lives get more and more mirrored in virtual reality, where every piece of~information, including misinformation, fake…
Shannon defined the mutual information between two variables. We illustrate why the true mutual information between a variable and the predictions made by a prediction algorithm is not a suitable measure of prediction quality, but the…
Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…
Global data association is an essential prerequisite for robot operation in environments seen at different times or by different robots. Repetitive or symmetric data creates significant challenges for existing methods, which typically rely…
This article proposes a new method to estimate an existing mutual information based dependence measure using histogram density estimates. Finding a suitable bin length for histogram is an open problem. We propose a new way of computing the…
We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…
This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as…
We study the problem of community detection when there is covariate information about the node labels and one observes multiple correlated networks. We provide an asymptotic upper bound on the per-node mutual information as well as a…
In this letter, we consider two sets of observations defined as subspace signals embedded in noise and we wish to analyze the distance between these two subspaces. The latter entails evaluating the angles between the subspaces, an issue…
Suppose we have a Bayesian model which combines evidence from several different sources. We want to know which model parameters most affect the estimate or decision from the model, or which of the parameter uncertainties drive the decision…
We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…
Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…