Related papers: Bayesian averaging of computer models with domain …
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…
Advances in architectural design, data availability, and compute have driven remarkable progress in semantic segmentation. Yet, these models often rely on relaxed Bayesian assumptions, omitting critical uncertainty information needed for…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
Model selection (MS) and model averaging (MA) are two popular approaches when having many candidate models. Theoretically, the estimation risk of an oracle MA is not larger than that of an oracle MS because the former one is more flexible,…
Complex data features, such as unmodelled censored event times and variables with time-dependent effects, are common in cancer recurrence studies and pose challenges for Bayesian survival modelling. Current methodologies for predictive…
This paper introduces a novel theoretically sound approach for the celebrated CMA-ES algorithm. Assuming the parameters of the multi variate normal distribution for the minimum follow a conjugate prior distribution, we derive their optimal…
Bayesian calibration of computer models tunes unknown input parameters by comparing outputs with observations. For model outputs that are distributed over space, this becomes computationally expensive because of the output size. To overcome…
This paper proposes to use a rather new modelling approach in the realm of solar radiation forecasting. In this work, two forecasting models: Autoregressive Moving Average (ARMA) and Neural Network (NN) models are combined to form a model…
Ensemble forecast based on physics-informed models is one of the most widely used forecast algorithms for complex turbulent systems. A major difficulty in such a method is the model error that is ubiquitous in practice. Data-driven machine…
Ensembles of forecasts are typically employed to account for the forecast uncertainties inherent in predictions of future weather states. However, biases and dispersion errors often present in forecast ensembles require statistical…
The advancement and scaling of quantum technology has made the learning and identification of quantum systems and devices in highly-multidimensional parameter spaces a pressing task for a variety of applications. In many cases, the…
Successful pharmaceutical drug development requires finding correct doses that provide an optimum balance between efficacy and toxicity. Competing responses to dose such as efficacy and toxicity often will increase with dose, and it is…
The Intensive Care Unit (ICU) is a hospital department where machine learning has the potential to provide valuable assistance in clinical decision making. Classical machine learning models usually only provide point-estimates and no…
In this study, a Bayesian Network (BN) is considered to represent a nuclear plant mechanical system degradation. It describes a causal representation of the phenomena involved in the degradation process. Inference from such a BN needs to…
Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…
We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…
Uncertainty quantification using Bayesian methods is a growing area of research. Bayesian model mixing (BMM) is a recent development which combines the predictions from multiple models such that each model's best qualities are preserved in…
The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…
Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…
An important objective in biomedical risk assessment is estimation of minimum exposure levels that induce a pre-specified adverse response in a target population. The exposure/dose points in such settings are known as Benchmark Doses…