Related papers: Bayesian parametric analytic continuation of Green…
A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…
Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a…
Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…
The purpose of this review is to present a comprehensive overview of the theory of ensemble Kalman-Bucy filtering for continuous-time, linear-Gaussian signal and observation models. We present a system of equations that describe the flow of…
We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
In this paper, we present a Bayesian method for statistical model checking (SMC) of probabilistic hyperproperties specified in the logic HyperPCTL* on discrete-time Markov chains (DTMCs). While SMC of HyperPCTL* using sequential probability…
Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…
In recent studies on model-based reinforcement learning (MBRL), incorporating uncertainty in forward dynamics is a state-of-the-art strategy to enhance learning performance, making MBRLs competitive to cutting-edge model free methods,…
In this work, we will investigate a Bayesian approach to estimating the parameters of long memory models. Long memory, characterized by the phenomenon of hyperbolic autocorrelation decay in time series, has garnered significant attention.…
Accurately accounting for spectral structure in spectrometer data induced by instrumental chromaticity on scales relevant for detection of the 21-cm signal is among the most significant challenges in global 21-cm signal analysis. In the…
In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral…
In this review, we assess the use of Bayesian methods in model predictive control (MPC), focusing on neural-network-based modeling, control design, and uncertainty quantification. We systematically analyze individual studies and how they…
Bayesian learning is ubiquitous for implementing classification and regression tasks, however, it is accompanied by computationally intractable limitations when the feature spaces become extremely large. Aiming to solve this problem, we…
We present here a PAC-Bayesian point of view on adaptive supervised classification. Using convex analysis, we show how to get local measures of the complexity of the classification model involving the relative entropy of posterior…
Recent evidence has revealed cross-frequency coupling and, particularly, phase-amplitude coupling (PAC) as an important strategy for the brain to accomplish a variety of high-level cognitive and sensory functions. However, decoding PAC is…
The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…
Real-world control systems frequently operate under \emph{piecewise stationary} conditions, where dynamics remain stable for extended periods before undergoing abrupt regime changes. Standard robust RL methods face a fundamental dilemma: a…
Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Comparative meta-analyses of groups of subjects by integrating multiple observational studies rely on estimated propensity scores (PSs) to mitigate covariate imbalances. However, PS estimation grapples with the theoretical and practical…