Related papers: Surrogate-assisted parallel tempering for Bayesian…
The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…
Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…
Recent advancements in Markov chain Monte Carlo (MCMC) sampling and surrogate modelling have significantly enhanced the feasibility of Bayesian analysis across engineering fields. However, the selection and integration of surrogate models…
Bayesian inverse problems arise in various scientific and engineering domains, and solving them can be computationally demanding. This is especially the case for problems governed by partial differential equations, where the repeated…
Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…
Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…
Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the accuracy of neural surrogates deteriorates when simulation models are misspecified; the…
Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…
Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…
Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…
In this paper we demonstrate that tempering Markov chain Monte Carlo samplers for Bayesian models by recursively subsampling observations without replacement can improve the performance of baseline samplers in terms of effective sample size…
Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte Carlo can reduce the number of expensive likelihoods evaluations…
This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…
Embarrassingly parallel Markov Chain Monte Carlo (MCMC) exploits parallel computing to scale Bayesian inference to large datasets by using a two-step approach. First, MCMC is run in parallel on (sub)posteriors defined on data partitions.…
The Bayesian paradigm is becoming an increasingly popular framework for estimation and uncertainty quantification of unknown parameters in geo-physical inversion problems. Badlands is a basin and landscape evolution forward model for…
As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…
Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…
Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…