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Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

In this article, we construct empirical likelihood (EL)-weighted estimators of linear functionals of a probability measure in the presence of side information. Motivated by nuisance parameters in semiparametric models with possibly infinite…

Statistics Theory · Mathematics 2023-01-25 Shan Wang , Hanxiang Peng

In likelihood-free settings where likelihood evaluations are intractable, approximate Bayesian computation (ABC) addresses the formidable inference task to discover plausible parameters of simulation programs that explain the observations.…

Machine Learning · Statistics 2019-03-05 Kelvin Hsu , Fabio Ramos

We present procedures based on Bayesian statistics for estimating, from data, the parameters of effective field theories (EFTs). The extraction of low-energy constants (LECs) is guided by theoretical expectations in a quantifiable way…

Nuclear Theory · Physics 2016-06-22 S. Wesolowski , N. Klco , R. J. Furnstahl , D. R. Phillips , A. Thapaliya

Bayesian inference is a principled framework for dealing with uncertainty. The practitioner can perform an initial assumption for the physical phenomenon they want to model (prior belief), collect some data and then adjust the initial…

Machine Learning · Computer Science 2020-11-10 Vasileios Gkolemis , Michael Gutmann

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

We develop a quantum version of the probability estimation framework [arXiv:1709.06159] for randomness generation with quantum side information. We show that most of the properties of probability estimation hold for quantum probability…

Quantum Physics · Physics 2023-02-06 Emanuel Knill , Yanbao Zhang , Honghao Fu

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

We present a Bayesian framework based on a new exponential likelihood function driven by the quadratic Wasserstien metric. Compared to conventional Bayesian models based on Gaussian likelihood functions driven by the least-squares norm…

Numerical Analysis · Mathematics 2018-12-31 Mohammad Motamed , Daniel Appelo

Many cosmological models have only a finite number of parameters of interest, but a very expensive data-generating process and an intractable likelihood function. We address the problem of performing likelihood-free Bayesian inference from…

Cosmology and Nongalactic Astrophysics · Physics 2018-09-14 Florent Leclercq

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

Methodology · Statistics 2021-07-02 Jiaqi Li , Liya Fu

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Machine Learning · Computer Science 2020-02-25 Victor Gallego , David Rios Insua

We develop an automated variational inference method for Bayesian structured prediction problems with Gaussian process (GP) priors and linear-chain likelihoods. Our approach does not need to know the details of the structured likelihood…

Machine Learning · Statistics 2016-09-15 Pietro Galliani , Amir Dezfouli , Edwin V. Bonilla , Novi Quadrianto

In this Letter, we strengthen and extend the connection between simulation and estimation to exploit simulation routines that do not exactly compute the probability of experimental data, known as the likelihood function. Rather, we provide…

Quantum Physics · Physics 2014-04-14 Christopher Ferrie , Christopher E. Granade

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

Bayesian reasoning is a powerful mechanism for probabilistic inference in smart edge-devices. During such inferences, a low-precision arithmetic representation can enable improved energy efficiency. However, its impact on inference accuracy…

Hardware Architecture · Computer Science 2021-03-02 Nimish Shah , Laura I. Galindez Olascoaga , Wannes Meert , Marian Verhelst

We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master…

Quantum Physics · Physics 2013-04-03 Søren Gammelmark , Klaus Mølmer

The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…

Quantum Physics · Physics 2025-04-23 Lewis A. Clark , Jan Kolodynski

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati
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