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In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

We present a new approach to the electromagnetic inverse problem that explicitly addresses the ambiguity associated with its ill-posed character. Rather than calculating a single ``best'' solution according to some criterion, our approach…

Neurons and Cognition · Quantitative Biology 2007-05-23 David M. Schmidt , John S. George , C. C. Wood

When humans infer underlying probabilities from stochastic observations, they exhibit biases and variability that cannot be explained on the basis of sound, Bayesian manipulations of probability. This is especially salient when beliefs are…

Neurons and Cognition · Quantitative Biology 2021-07-08 Arthur Prat-Carrabin , Florent Meyniel , Misha Tsodyks , Rava Azeredo da Silveira

Recent advances in deep learning have led to a paradigm shift in the field of reversible steganography. A fundamental pillar of reversible steganography is predictive modelling which can be realised via deep neural networks. However,…

Machine Learning · Computer Science 2023-03-08 Ching-Chun Chang

A Bayesian net (BN) is more than a succinct way to encode a probabilistic distribution; it also corresponds to a function used to answer queries. A BN can therefore be evaluated by the accuracy of the answers it returns. Many algorithms for…

Artificial Intelligence · Computer Science 2013-02-08 Russell Greiner , Adam J. Grove , Dale Schuurmans

Deep learning models have exhibited superior performance in predictive tasks with the explosively increasing Electronic Health Records (EHR). However, due to the lack of transparency, behaviors of deep learning models are difficult to…

Machine Learning · Computer Science 2019-07-16 Riyi Qiu , Yugang Jia , Mirsad Hadzikadic , Michael Dulin , Xi Niu , Xin Wang

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameters. Our goal is to maximize some metric, while simultaneously…

Machine Learning · Statistics 2016-11-23 Xinyu He , Warren B. Powell

Equivariant models leverage prior knowledge on symmetries to improve predictive performance, but misspecified architectural constraints can harm it instead. While work has explored learning or relaxing constraints, selecting among…

Machine Learning · Computer Science 2025-07-16 Putri A. van der Linden , Alexander Timans , Dharmesh Tailor , Erik J. Bekkers

Extracting meaning from uncertain, noisy data is a fundamental problem across time series analysis, pattern recognition, and language modeling. This survey presents a unified mathematical framework that connects classical estimation theory,…

Machine Learning · Computer Science 2025-08-22 Mohammed Elmusrati

Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…

Machine Learning · Statistics 2017-11-15 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

Machine Learning · Computer Science 2023-12-06 Tom Savage , Ehecatl Antonio del Rio Chanona

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

This paper describes and discusses Bayesian Neural Network (BNN). The paper showcases a few different applications of them for classification and regression problems. BNNs are comprised of a Probabilistic Model and a Neural Network. The…

Machine Learning · Computer Science 2018-01-31 Vikram Mullachery , Aniruddh Khera , Amir Husain

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Bayesian analyses require that all variable model parameters are given a prior probability distribution. This can pose a challenge for analyses where multiple experiments are combined if these experiments use different parametrisations for…

Methodology · Statistics 2026-03-13 Lukas Koch

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong
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