Related papers: Non-Destructive Sample Generation From Conditional…
The simulation of particle physics data is a fundamental but computationally intensive ingredient for physics analysis at the Large Hadron Collider, where observational set-valued data is generated conditional on a set of incoming…
Safe and reliable disclosure of information from confidential data is a challenging statistical problem. A common approach considers the generation of synthetic data, to be disclosed instead of the original data. Efficient approaches ought…
Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…
Bayesian synthetic likelihood (BSL) is now an established method for conducting approximate Bayesian inference in models where, due to the intractability of the likelihood function, exact Bayesian approaches are either infeasible or…
We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…
Bayesian networks provide a probabilistic semantics for qualitative assertions about likelihood. A qualitative reasoner based on an algebra over these assertions can derive further conclusions about the influence of actions. While the…
Discovery of an accurate causal Bayesian network structure from observational data can be useful in many areas of science. Often the discoveries are made under uncertainty, which can be expressed as probabilities. To guide the use of such…
We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…
For better learning, large datasets are often split into small batches and fed sequentially to the predictive model. In this paper, we study such batch decompositions from a probabilistic perspective. We assume that data points (possibly…
Conditioning, the central operation in Bayesian statistics, is formalised by the notion of disintegration of measures. However, due to the implicit nature of their definition, constructing disintegrations is often difficult. A folklore…
An automated explanation facility for Bayesian conditioning aimed at improving user acceptance of probability-based decision support systems has been developed. The domain-independent facility is based on an information processing…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
A Bayesian pseudocoreset is a compact synthetic dataset summarizing essential information of a large-scale dataset and thus can be used as a proxy dataset for scalable Bayesian inference. Typically, a Bayesian pseudocoreset is constructed…
We present a method for dynamically generating Bayesian networks from knowledge bases consisting of first-order probability logic sentences. We present a subset of probability logic sufficient for representing the class of Bayesian networks…
We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…
We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…
We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…
Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…
Bayesian design of experiments and sample size calculations usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power therefore often lack closed-form or…
Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…