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Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined with a suitable instrumental prior distribution permits…

Methodology · Statistics 2013-01-04 F. J. Rubio , Adam M. Johansen

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

Approximate Bayesian Computation (ABC) methods are applicable to statistical models specified by generative processes with analytically intractable likelihoods. These methods try to approximate the posterior density of a model parameter by…

Methodology · Statistics 2024-03-11 Sanjay Chaudhuri , Subhroshekhar Ghosh , Kim Cuc Pham

Model selection is a fundamental part of the applied Bayesian statistical methodology. Metrics such as the Akaike Information Criterion are commonly used in practice to select models but do not incorporate the uncertainty of the models'…

Applications · Statistics 2021-01-11 Iwona Hawryluk , Swapnil Mishra , Seth Flaxman , Samir Bhatt , Thomas A. Mellan

Understanding the source of the superior generalization ability of NNs remains one of the most important problems in ML research. There have been a series of theoretical works trying to derive non-vacuous bounds for NNs. Recently, the…

Machine Learning · Computer Science 2022-03-07 Zifeng Wang , Shao-Lun Huang , Ercan E. Kuruoglu , Jimeng Sun , Xi Chen , Yefeng Zheng

We show that if the conditional distribution p(C | T) factors through a sufficient statistic {\phi}(T), then the Information Bottleneck (IB) problem for (T, C) is exactly equivalent to the IB problem for ({\phi}(T), C). The reduction is…

Information Theory · Computer Science 2026-04-30 Joss Armstrong

We apply two variations of the principle of Minimum Cross Entropy (the Kullback information measure) to fit parameterized probability density models to observed data densities. For an array beamforming problem with P incident narrowband…

Information Theory · Computer Science 2008-06-24 Cheng-Yuan Liou , Bruce R. Musicus

We investigate the non-trivial informational closure (NTIC) of a Bayesian hyperparameter inferring the underlying distribution of an identically and independently distributed finite random variable. For this we embed both the Bayesian…

Machine Learning · Computer Science 2020-10-06 Martin Biehl , Ryota Kanai

Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used…

Statistics Theory · Mathematics 2019-01-03 James Ridgway

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

We present a Bayesian sequential decision-making formulation of the information filtering problem, in which an algorithm presents items (news articles, scientific papers, tweets) arriving in a stream, and learns relevance from user feedback…

Machine Learning · Computer Science 2016-10-25 Bangrui Chen , Peter I. Frazier

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

Computation · Statistics 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert

Information bottleneck is an information-theoretic principle of representation learning that aims to learn a maximally compressed representation that preserves as much information about labels as possible. Under this principle, two…

Information Theory · Computer Science 2023-11-08 Yuyan Ni , Yanyan Lan , Ao Liu , Zhiming Ma

We study a distributed learning problem in which Alice sends a compressed distillation of a set of training data to Bob, who uses the distilled version to best solve an associated learning problem. We formalize this as a rate-distortion…

Information Theory · Computer Science 2018-10-30 Parinaz Farajiparvar , Ahmad Beirami , Matthew Nokleby

Time harmonic inverse scattering using accurate forward models is often computationally expensive. On the other hand, the use of computationally efficient solvers, such as the Born approximation, may fail if the targets do not satisfy the…

Computational Physics · Physics 2019-07-05 Jari P. Kaipio , Tomi Huttunen , Teemu Luostari , Timo Lähivaara , Peter B. Monk

Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…

Machine Learning · Computer Science 2020-06-24 Michael Tetelman

In fixed-confidence best arm identification (BAI), the objective is to quickly identify the optimal option while controlling the probability of error below a desired threshold. Despite the plethora of BAI algorithms, existing methods…

Machine Learning · Computer Science 2026-01-05 Brian M. Cho , Nathan Kallus

We consider the use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…

Statistics Theory · Mathematics 2015-03-09 Rina Foygel Barber , Mathias Drton

Noting the erroneous proclivity of information-theoretic approaches, like the Akaike information criterion (AIC), to select simpler models while performing model selection with a small sample size, we address the problem of new physics…

High Energy Physics - Phenomenology · Physics 2020-08-12 Srimoy Bhattacharya , Soumitra Nandi , Sunando Kumar Patra , Shantanu Sahoo

This paper proposes a novel approach to determining the internal parameters of the hashing-based approximate model counting algorithm $\mathsf{ApproxMC}$. In this problem, the chosen parameter values must ensure that $\mathsf{ApproxMC}$ is…

Artificial Intelligence · Computer Science 2025-05-22 Jinping Lei , Toru Takisaka , Junqiang Peng , Mingyu Xiao