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It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…

Methodology · Statistics 2025-01-23 Andrew Gelman , Matthijs Vákár

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze

We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The Economist magazine. However, the demands of real-time…

Methodology · Statistics 2025-10-23 Geonhee Han , Andrew Gelman , Aki Vehtari

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

Computation · Statistics 2012-12-10 Y. Fan , D. J. Nott , S. A. Sisson

Consider scene understanding problems such as predicting where a person is probably reaching, or inferring the pose of 3D objects from depth images, or inferring the probable street crossings of pedestrians at a busy intersection. This…

Computer Vision and Pattern Recognition · Computer Science 2019-06-03 Javier Felip , Nilesh Ahuja , David Gómez-Gutiérrez , Omesh Tickoo , Vikash Mansinghka

Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high…

An important problem for HCI researchers is to estimate the parameter values of a cognitive model from behavioral data. This is a difficult problem, because of the substantial complexity and variety in human behavioral strategies. We report…

Human-Computer Interaction · Computer Science 2017-01-16 Antti Kangasrääsiö , Kumaripaba Athukorala , Andrew Howes , Jukka Corander , Samuel Kaski , Antti Oulasvirta

Manual assembly workers face increasing complexity in their work. Human-centered assistance systems could help, but object recognition as an enabling technology hinders sophisticated human-centered design of these systems. At the same time,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-15 Christian Jauch , Timo Leitritz , Marco F. Huber

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Artificial Intelligence · Computer Science 2014-02-11 Arthur Guez , David Silver , Peter Dayan

We commonly refer to state-estimation theory in geosciences as data assimilation. This term encompasses the entire sequence of operations that, starting from the observations of a system, and from additional statistical and dynamical…

Atmospheric and Oceanic Physics · Physics 2018-06-11 Alberto Carrassi , Marc Bocquet , Laurent Bertino , Geir Evensen

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

Computation · Statistics 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg

The mixed-logit model is a flexible tool in transportation choice analysis, which provides valuable insights into inter and intra-individual behavioural heterogeneity. However, applications of mixed-logit models are limited by the high…

Methodology · Statistics 2021-01-28 Shanshan Xie , Tim Hillel , Ying Jin

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Computation · Statistics 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

Supermodeling is a modern, model-ensembling paradigm that integrates several self-synchronized imperfect sub-models by controlling a few meta-parameters to generate more accurate predictions of complex systems' dynamics. Continual…

Computational Engineering, Finance, and Science · Computer Science 2021-03-01 Maciej Paszynski , Leszek Siwik , Witold Dzwinel , Keshav Pingali