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Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…

Computation · Statistics 2025-05-15 Abdul-Lateef Haji-Ali , Marcelo Pereyra , Luke Shaw , Konstantinos Zygalakis

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

A method based on Bayesian neural networks and genetic algorithm is proposed to control the fermentation process. The relationship between input and output variables is modelled using Bayesian neural network that is trained using hybrid…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Tshilidzi Marwala

Deducing the structure of neural circuits is one of the central problems of modern neuroscience. Recently-introduced calcium fluorescent imaging methods permit experimentalists to observe network activity in large populations of neurons,…

Applications · Statistics 2011-07-22 Yuriy Mishchencko , Joshua T. Vogelstein , Liam Paninski

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…

Numerical Analysis · Mathematics 2018-02-19 Yan Luo , Zhu Wang

Obtaining labeled data for machine learning tasks can be prohibitively expensive. Active learning mitigates this issue by exploring the unlabeled data space and prioritizing the selection of data that can best improve the model performance.…

Machine Learning · Computer Science 2021-04-21 Vineeth Rakesh , Swayambhoo Jain

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often…

Computation · Statistics 2019-02-28 Kaspar Märtens , Michalis K Titsias , Christopher Yau

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…

Machine Learning · Statistics 2023-03-20 Saad Hamid , Xingchen Wan , Martin Jørgensen , Binxin Ru , Michael Osborne

Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods increase in size and complexity, the need for efficient…

Numerical Analysis · Mathematics 2019-01-31 Colin Cotter , Simon Cotter , Paul Russell

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yukito Iba

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…