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Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

We present an extension of local sensitivity analysis, also referred to as the perturbation approach for uncertainty quantification, to Bayesian inverse problems. More precisely, we show how moments of random variables with respect to the…

Numerical Analysis · Mathematics 2026-04-06 Jürgen Dölz , David Ebert

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

Machine Learning · Statistics 2026-05-22 Eunbi Yoon , Won Chang , Donghan Kim , Dae Wook Kim

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…

Machine Learning · Statistics 2026-05-29 Julian Rodemann , Alexander Marquard , Thomas Augustin , Michele Caprio

Bayesian active learning relies on the precise quantification of predictive uncertainty to explore unknown function landscapes. While Gaussian process surrogates are the standard for such tasks, an underappreciated fact is that their…

Machine Learning · Computer Science 2026-02-03 Sanna Jarl , Maria Bånkestad , Jonathan J. S. Scragg , Jens Sjölund

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

In this paper, we propose a doubly stochastic spatial point process model with both aggregation and repulsion. This model combines the ideas behind Strauss processes and log Gaussian Cox processes. The likelihood for this model is not…

Methodology · Statistics 2022-03-03 Ninna Vihrs , Jesper Møller , Alan E. Gelfand

Eye movements during reading offer insights into both the reader's cognitive processes and the characteristics of the text that is being read. Hence, the analysis of scanpaths in reading have attracted increasing attention across fields,…

Computation and Language · Computer Science 2023-05-19 Shuwen Deng , David R. Reich , Paul Prasse , Patrick Haller , Tobias Scheffer , Lena A. Jäger

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the…

We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…

Machine Learning · Computer Science 2022-12-07 Hippolyte Verdier , François Laurent , Alhassan Cassé , Christian Vestergaard , Jean-Baptiste Masson

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

We provide a method for approximating Bayesian inference using rejection sampling. We not only make the process efficient, but also dramatically reduce the memory required relative to conventional methods by combining rejection sampling…

Machine Learning · Computer Science 2015-12-04 Nathan Wiebe , Christopher Granade , Ashish Kapoor , Krysta M Svore

Sensitivity analyses reveal the influence of various modeling choices on the outcomes of statistical analyses. While theoretically appealing, they are overwhelmingly inefficient for complex Bayesian models. In this work, we propose…

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Humans and other animals behave as if we perform fast Bayesian inference underlying decisions and movement control given uncertain sense data. Here we show that a biophysically realistic model of the subthreshold membrane potential of a…

Neurons and Cognition · Quantitative Biology 2014-06-20 Michael G. Paulin , Andre van Schaik

Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Methodology · Statistics 2026-03-10 Giuseppe Arena , Maarten Marsman

We consider the problem of estimating the parameters of a vehicle dynamics model for predictive control in driving applications. Instead of solely using the instantaneous parameters estimated from the vehicle signals, we combine this with…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Marcus Greiff , Ray Zhang , Takeru Shirasawa , John Subosits
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