Related papers: Bayesian Estimation of Economic Simulation Models …
The Bayesian machine learning is a promising tool for the evaluation of nuclear fission data but its potential capability has not been fully realized. We attempt to optimize the performances of the multilayer Bayesian neural networks for…
Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…
Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…
The ideal Bayesian agent reasons from a global probability model, but real agents are restricted to simplified models which they know to be adequate only in restricted circumstances. Very little formal theory has been developed to help…
Effective intervention strategies for epidemics rely on the identification of their origin and on the robustness of the predictions made by network disease models. We introduce a Bayesian uncertainty quantification framework to infer model…
Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…
Mathematical modelling is ubiquitous in the financial industry and drives key decision processes. Any given model provides only a crude approximation to reality and the risk of using an inadequate model is hard to detect and quantify. By…
Ensembles of geophysical models improve projection accuracy and express uncertainties. We develop a novel data-driven ensembling strategy for combining geophysical models using Bayesian Neural Networks, which infers spatiotemporally varying…
We present a methodology for representing probabilistic relationships in a general-equilibrium economic model. Specifically, we define a precise mapping from a Bayesian network with binary nodes to a market price system where consumers and…
Bayesian models of group learning are studied in Economics since the 1970s. and more recently in computational linguistics. The models from Economics postulate that agents maximize utility in their communication and actions. The Economics…
This article describes a robust algorithm to estimate a conditional probability density f(t|x) as a non-parametric smooth regression function. It is based on a neural network and the Bayesian interpretation of the network output as a…
In this paper, we introduce a new framework for modelling the exchange of multiple arguments across agents in a social network. To date, most modelling work concerned with opinion dynamics, testimony, or communication across social networks…
Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…
Neural networks are powerful tools for cognitive modeling due to their flexibility and emergent properties. However, interpreting their learned representations remains challenging due to their sub-symbolic semantics. In this work, we…
Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…
Deep Learning models are vulnerable to adversarial examples, i.e.\ images obtained via deliberate imperceptible perturbations, such that the model misclassifies them with high confidence. However, class confidence by itself is an incomplete…
One of the most challenging tasks when adopting Bayesian Networks (BNs) is the one of learning their structure from data. This task is complicated by the huge search space of possible solutions, and by the fact that the problem is NP-hard.…
Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…
Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…
We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…