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Many Bayesian inference problems involve target distributions whose density functions are computationally expensive to evaluate. Replacing the target density with a local approximation based on a small number of carefully chosen density…

Computation · Statistics 2022-07-13 Andrew D. Davis , Youssef Marzouk , Aaron Smith , Natesh Pillai

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

Applications · Statistics 2026-04-29 Xianghao Meng , James L. Beck , Yong Huang , Hui Li

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

Purpose: To develop a deep learning-based Bayesian inference for MRI reconstruction. Methods: We modeled the MRI reconstruction problem with Bayes's theorem, following the recently proposed PixelCNN++ method. The image reconstruction from…

Computer Vision and Pattern Recognition · Computer Science 2022-02-18 GuanXiong Luo , Na Zhao , Wenhao Jiang , Edward S. Hui , Peng Cao

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Computation · Statistics 2017-08-30 James E. Johndrow , Jonathan C. Mattingly , Sayan Mukherjee , David Dunson

Acyclic digraphs are the underlying representation of Bayesian networks, a widely used class of probabilistic graphical models. Learning the underlying graph from data is a way of gaining insights about the structural properties of a…

Machine Learning · Statistics 2022-05-06 Jack Kuipers , Giusi Moffa

Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class…

Computation · Statistics 2017-03-06 Matthew M. Graham , Amos J. Storkey

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

Computation · Statistics 2018-04-25 Thomas A. Catanach , James L. Beck

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…

Machine Learning · Statistics 2019-02-13 Marcel Hirt , Petros Dellaportas

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Machine Learning · Statistics 2024-05-21 Sohail Reddy , Hillary Fairbanks

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

The uncertainty of classification outcomes is of crucial importance for many safety critical applications including, for example, medical diagnostics. In such applications the uncertainty of classification can be reliably estimated within a…

Artificial Intelligence · Computer Science 2007-05-23 V. Schetinin , J. E. Fieldsend , D. Partridge , W. J. Krzanowski , R. M. Everson , T. C. Bailey , A. Hernandez

In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…

Machine Learning · Statistics 2021-02-26 Kei Ishikawa , Takashi Goda

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Machine Learning · Statistics 2022-06-13 Yasen Wang , Junyang Jin , Jorge Goncalves

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Aricia Rinkens , Rodrigo L. S. Silva , Erik Quaeghebeur , Nick Jaensson , Clemens Verhoosel