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Online sampling-supported visual analytics is increasingly important, as it allows users to explore large datasets with acceptable approximate answers at interactive rates. However, existing online spatiotemporal sampling techniques are…

The paper advocates the use of a statistical tool dedicated to the exploration of data samples populated by several sources of events. This new technique, called sPlot, is able to unfold the contributions of the different sources to the…

Data Analysis, Statistics and Probability · Physics 2008-11-26 Muriel Pivk , Francois R. Le Diberder

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference…

Machine Learning · Statistics 2020-09-14 Owen Thomas , Ritabrata Dutta , Jukka Corander , Samuel Kaski , Michael U. Gutmann

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Computation · Statistics 2017-07-26 Jorge Alberto Achcar , Pedro Luiz Ramos , Edson Zangiacomi Martinez

We describe a probabilistic (generative) view of affinity matrices along with inference algorithms for a subclass of problems associated with data clustering. This probabilistic view is helpful in understanding different models and…

Machine Learning · Computer Science 2012-12-12 Romer Rosales , Brendan J. Frey

The explainability of machine learning algorithms is crucial, and numerous methods have emerged recently. Local, post-hoc methods assign an attribution score to each feature, indicating its importance for the prediction. However, these…

Machine Learning · Computer Science 2024-08-12 Giorgio Visani , Vincenzo Stanzione , Damien Garreau

Probabilistic programs provide an expressive representation language for generative models. Given a probabilistic program, we are interested in the task of posterior inference: estimating a latent variable given a set of observed variables.…

Machine Learning · Computer Science 2022-09-01 Mike Wu , Noah Goodman

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

Binomial data with unknown sizes often appear in biological and medical sciences. The previous methods either use the Poisson approximation or the quasi-likelihood approach. A full likelihood approach is proposed by treating unknown sizes…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

The generation of comprehensible explanations is an essential feature of modern artificial intelligence systems. In this work, we consider probabilistic logic programming, an extension of logic programming which can be useful to model…

Artificial Intelligence · Computer Science 2023-08-17 Germán Vidal

Distribution-free prediction sets play a pivotal role in uncertainty quantification for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-world environments often…

Methodology · Statistics 2024-06-11 Elise Han , Chengpiao Huang , Kaizheng Wang

When comparing approximate Gaussian process (GP) models, it can be helpful to be able to generate data from any GP. If we are interested in how approximate methods perform at scale, we may wish to generate very large synthetic datasets to…

Machine Learning · Statistics 2023-01-03 Anthony Stephenson , Robert Allison , Edward Pyzer-Knapp

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

Likelihood-free methods are useful for parameter estimation of complex models with intractable likelihood functions for which it is easy to simulate data. Such models are prevalent in many disciplines including genetics, biology, ecology…

Methodology · Statistics 2022-03-29 Christopher Drovandi , David T Frazier

Although distance measures are used in many machine learning algorithms, the literature on the context-independent selection and evaluation of distance measures is limited in the sense that prior knowledge is used. In cluster analysis,…

Machine Learning · Computer Science 2021-08-24 Michael C. Thrun

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…

Computation · Statistics 2015-03-19 Michael Braun , Paul Damien

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

The world is not static: This causes real-world time series to change over time through external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pandemic. We present an adaptive sampling strategy that…