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This paper addresses the issue of estimating the expectation of a real-valued random variable of the form $X = g(\mathbf{U})$ where $g$ is a deterministic function and $\mathbf{U}$ can be a random finite- or infinite-dimensional vector.…

Computational Engineering, Finance, and Science · Computer Science 2015-09-10 Clément Walter

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

Supporting model interpretability for complex phenomena where annotators can legitimately disagree, such as emotion recognition, is a challenging machine learning task. In this work, we show that explicitly quantifying the uncertainty in…

Machine Learning · Computer Science 2019-10-08 Asma Ghandeharioun , Brian Eoff , Brendan Jou , Rosalind W. Picard

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Each year a growing number of wind farms are being added to power grids to generate electricity. The power curve of a wind turbine, which exhibits the relationship between generated power and wind speed, plays a major role in assessing the…

Neural and Evolutionary Computing · Computer Science 2021-06-10 Farzad Karami , Nasser Kehtarnavaz , Mario Rotea

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

General Economics · Economics 2019-06-12 Donovan Platt

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

In distributed processing, agents generally collect data generated by the same underlying unknown model (represented by a vector of parameters) and then solve an estimation or inference task cooperatively. In this paper, we consider the…

Information Theory · Computer Science 2015-06-16 Sheng-Yuan Tu , Ali H. Sayed

We study stochastic gradient descent for solving conditional stochastic optimization problems, in which an objective to be minimized is given by a parametric nested expectation with an outer expectation taken with respect to one random…

Numerical Analysis · Mathematics 2023-04-28 Takashi Goda , Wataru Kitade

Bayesian models of cognition hypothesize that human brains make sense of data by representing probability distributions and applying Bayes' rule to find the best explanation for available data. Understanding the neural mechanisms underlying…

Neural and Evolutionary Computing · Computer Science 2021-07-02 Milad Kharratzadeh , Thomas R. Shultz

Probabilistic programming (PP) is a programming paradigm that allows for writing statistical models like ordinary programs, performing simulations by running those programs, and analyzing and refining their statistical behavior using…

Programming Languages · Computer Science 2024-06-19 Martin Kuhn , Joscha Grüger , Christoph Matheja , Andrey Rivkin

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

We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We…

Machine Learning · Statistics 2018-03-09 Brooks Paige , Frank Wood

In recent years, there has been an increased need for the use of active systems - systems required to act automatically based on events, or changes in the environment. Such systems span many areas, from active databases to applications that…

Artificial Intelligence · Computer Science 2012-07-09 Segev Wasserkrug , Avigdor Gal , Opher Etzion

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

'Capsule' models try to explicitly represent the poses of objects, enforcing a linear relationship between an object's pose and that of its constituent parts. This modelling assumption should lead to robustness to viewpoint changes since…

Machine Learning · Computer Science 2021-01-07 Lewis Smith , Lisa Schut , Yarin Gal , Mark van der Wilk

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of…

Statistics Theory · Mathematics 2017-01-13 Houman Owhadi , Clint Scovel

Building robust, interpretable, and secure AI system requires quantifying and representing uncertainty under a probabilistic perspective to mimic human cognitive abilities. However, probabilistic computation presents significant challenges…

Machine Learning · Computer Science 2024-01-15 Hengyuan Ma , Yang Qi , Li Zhang , Wenlian Lu , Jianfeng Feng

Generative models, such as large language models and text-to-image diffusion models, produce relevant information when presented a query. Different models may produce different information when presented the same query. As the landscape of…

Machine Learning · Computer Science 2025-01-20 Aranyak Acharyya , Michael W. Trosset , Carey E. Priebe , Hayden S. Helm

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