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We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…
Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…
Tree ensemble models like random forests and gradient boosting machines are widely used in machine learning due to their excellent predictive performance. However, a high-performance ensemble consisting of a large number of decision trees…
Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…
This paper provides an economic perspective on the predictive maintenance of filtration units. The rise of predictive maintenance is possible due to the growing trend of industry 4.0 and the availability of inexpensive sensors. However, the…
Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…
In the era of industrial big data, prognostics and health management is essential to improve the prediction of future failures to minimize inventory, maintenance, and human costs. Used for the 2021 PHM Data Challenge, the new Commercial…
Detecting early signs of failures (anomalies) in complex systems is one of the main goal of preventive maintenance. It allows in particular to avoid actual failures by (re)scheduling maintenance operations in a way that optimizes…
Various work has suggested that the memorability of an image is consistent across people, and thus can be treated as an intrinsic property of an image. Using computer vision models, we can make specific predictions about what people will…
Knowledge constitutes the accumulated understanding and experience that humans use to gain insight into the world. In deep learning, prior knowledge is essential for mitigating shortcomings of data-driven models, such as data dependence,…
Accurate prediction of the Remaining Useful Life (RUL) of rolling bearings is crucial in industrial production, yet existing models often struggle with limited generalization capabilities due to their inability to fully process all…
With the broader and highly successful usage of machine learning in industry and the sciences, there has been a growing demand for Explainable AI. Interpretability and explanation methods for gaining a better understanding about the problem…
Offshore wind structures are subject to deterioration mechanisms throughout their operational lifetime. Even if the deterioration evolution of structural elements can be estimated through physics-based deterioration models, the…
We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…
This paper introduces the Actuarial Neural Additive Model, an inherently interpretable deep learning model for general insurance pricing that offers fully transparent and interpretable results while retaining the strong predictive power of…
Classical Bayesian persuasion assumes that senders fully understand how receivers form beliefs and make decisions--an assumption that rarely holds when receivers possess private information or exhibit non-Bayesian behavior. In this paper,…
We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…
Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…
Image decomposition aims to analyze an image into elementary components, which is essential for numerous downstream tasks and also by nature provides certain interpretability to the analysis. Deep learning can be powerful for such tasks,…
Much research in recent years has focused on using empirical machine learning approaches to extract useful insights on the structure-property relationships of superconductor material. Notably, these approaches are bringing extreme benefits…