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We tackle the problem of multiscale regression for predictors that are spatially or temporally indexed, or with a pre-specified multiscale structure, with a Bayesian modular approach. The regression function at the finest scale is expressed…
Quantum machine learning promises great speedups over classical algorithms, but it often requires repeated computations to achieve a desired level of accuracy for its point estimates. Bayesian learning focuses more on sampling from…
This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in…
Bayesian computational algorithms tend to scale poorly as data size increases. This has motivated divide-and-conquer-based approaches for scalable inference. These divide the data into subsets, perform inference for each subset in parallel,…
This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…
The quest for precision in parameter estimation is a fundamental task in different scientific areas. The relevance of this problem thus provided the motivation to develop methods for the application of quantum resources to estimation…
In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…
The modern era is characterised as an era of information or Big Data. This has motivated a huge literature on new methods for extracting information and insights from these data. A natural question is how these approaches differ from those…
Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…
In this chapter we review some of the most recent computational advances in the rapidly expanding field of statistical social network analysis using the R open-source software. In particular we will focus on Bayesian estimation for two…
The engineering of machine learning systems is still a nascent field; relying on a seemingly daunting collection of quickly evolving tools and best practices. It is our hope that this guidebook will serve as a useful resource for machine…
Many algorithms have been developed for enumerating various combinatorial objects in time exponentially less than the number of objects. Two common classes of algorithms are dynamic programming and the transfer matrix method. This paper…
One of the most challenging tasks when adopting Bayesian Networks (BNs) is the one of learning their structure from data. This task is complicated by the huge search space of possible solutions, and by the fact that the problem is NP-hard.…
The last decade has seen a number of advances in computationally efficient algorithms for statistical methods subject to robustness constraints. An estimator may be robust in a number of different ways: to contamination of the dataset, to…
Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…
While perception tasks such as visual object recognition and text understanding play an important role in human intelligence, the subsequent tasks that involve inference, reasoning and planning require an even higher level of intelligence.…
Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…
Ranking, and inferences based on ranking of a set of entities, are important problems in numerous contexts. This is especially true in small area statistics where there may be only a limited amount of directly observed data from each entity…
The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…
This textbook provides a systematic treatment of statistical machine learning for astronomical research through the lens of Bayesian inference, developing a unified framework that reveals connections between modern data analysis techniques…