English
Related papers

Related papers: Non-parametric Bayesian approach to extrapolation …

200 papers

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

Nonparametric and machine learning methods are flexible methods for obtaining accurate predictions. Nowadays, data sets with a large number of predictors and complex structures are fairly common. In the presence of item nonresponse,…

Methodology · Statistics 2022-08-23 Mehdi Dagdoug , Camelia Goga , David Haziza

In this paper, we develop a nonlinear reduction framework based on our recently introduced extended group finite element method. By interpolating nonlinearities onto approximation spaces defined with the help of finite elements, the…

Numerical Analysis · Mathematics 2021-06-07 Kevin Tolle , Nicole Marheineke

Recently a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random…

Information Theory · Computer Science 2019-07-19 Jean Barbier , Chun Lam Chan , Nicolas Macris

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…

Machine Learning · Computer Science 2020-11-13 Tony C. Wu , Daniel Flam-Shepherd , Alán Aspuru-Guzik

Discovering causal genetic variants from large genetic association studies poses many difficult challenges. Assessing which genetic markers are involved in determining trait status is a computationally demanding task, especially in the…

Genomics · Quantitative Biology 2015-04-09 Andrew L. Beam , Alison Motsinger-Reif , Jon Doyle

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…

Statistics Theory · Mathematics 2015-08-18 M. Wojtyś , G. Marra

The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such cases, the non-parametric guarantees for regression methods…

Methodology · Statistics 2024-10-31 Gloria Buriticá , Sebastian Engelke

We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…

Statistics Theory · Mathematics 2011-12-26 Rina Foygel , Mathias Drton

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Let $(Y_i,\theta_i)$, $i=1,...,n$, be independent random vectors distributed like $(Y,\theta) \sim G^*$, where the marginal distribution of $\theta$ is completely unknown, and the conditional distribution of $Y$ conditional on $\theta$ is…

Statistics Theory · Mathematics 2014-06-24 Eitan Greenshtein , Theodor Itskov

High-order interaction events are common in real-world applications. Learning embeddings that encode the complex relationships of the participants from these events is of great importance in knowledge mining and predictive tasks. Despite…

Machine Learning · Computer Science 2022-07-11 Zheng Wang , Yiming Xu , Conor Tillinghast , Shibo Li , Akil Narayan , Shandian Zhe

This paper describes a Bayesian method for learning causal networks using samples that were selected in a non-random manner from a population of interest. Examples of data obtained by non-random sampling include convenience samples and…

Artificial Intelligence · Computer Science 2013-01-18 Gregory F. Cooper

We present a technique to characterize differentially expressed genes in terms of their position in a high-dimensional co-expression network. The set-up of Gaussian graphical models is used to construct representations of the co-expression…

Applications · Statistics 2010-11-17 Gabriel C. G. de Abreu , Rodrigo Labouriau

Dynamic systems described by differential equations often involve feedback among system components. When there are time delays for components to sense and respond to feedback, delay differential equation (DDE) models are commonly used. This…

Methodology · Statistics 2024-06-24 Yuxuan Zhao , Samuel W. K. Wong

We propose automated augmented conjugate inference, a new inference method for non-conjugate Gaussian processes (GP) models. Our method automatically constructs an auxiliary variable augmentation that renders the GP model conditionally…

Machine Learning · Statistics 2020-02-27 Théo Galy-Fajou , Florian Wenzel , Manfred Opper

Non-Gaussian bosonic states are ubiquitous in interacting light--matter systems, many-body platforms, and relativistic quantum field settings, but their quantitative characterization is hindered by the infinite-dimensional Hilbert space and…

Quantum Physics · Physics 2026-03-17 Federico Centrone , Juan Pablo Paz , Augusto Roncaglia

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem