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We propose causal preference elicitation, a Bayesian framework for expert-in-the-loop causal discovery that actively queries local edge relations to concentrate a posterior over directed acyclic graphs (DAGs). From any black-box…

Machine Learning · Computer Science 2026-02-03 Edwin V. Bonilla , He Zhao , Daniel M. Steinberg

Many domain experts do not have the time or expertise to write formal Bayesian models. This paper takes an informal problem description as input, and combines a large language model and a probabilistic programming language to define a joint…

Machine Learning · Computer Science 2025-10-27 Justin Domke

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form…

Artificial Intelligence · Computer Science 2013-04-11 Thomas Slack

Importance sampling is a popular technique in Bayesian inference: by reweighting samples drawn from a proposal distribution we are able to obtain samples and moment estimates from a Bayesian posterior over latent variables. Recent work,…

Computation · Statistics 2024-06-19 Sam Bowyer , Thomas Heap , Laurence Aitchison

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

Probability estimation is one of the fundamental tasks in statistics and machine learning. However, standard methods for probability estimation on discrete objects do not handle object structure in a satisfactory manner. In this paper, we…

Applications · Statistics 2018-11-06 Cheng Zhang , Frederick A. Matsen

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…

Computation · Statistics 2016-11-07 Aliaksandr Hubin , Geir Storvik

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…

Methodology · Statistics 2016-10-28 Toby Kenney , Hao He , Hong Gu

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

In cluster analysis interest lies in probabilistically capturing partitions of individuals, items or observations into groups, such that those belonging to the same group share similar attributes or relational profiles. Bayesian posterior…

Methodology · Statistics 2017-03-23 Riccardo Rastelli , Nial Friel

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…

Machine Learning · Computer Science 2019-11-15 Jonathan Baxter

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…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

Statistics Theory · Mathematics 2015-02-03 Jan Johannes , Anna Simoni , Rudolf Schenk

One of the core problems in statistical models is the estimation of a posterior distribution. For topic models, the problem of posterior inference for individual texts is particularly important, especially when dealing with data streams,…

Machine Learning · Statistics 2016-08-18 Khoat Than , Tung Doan
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