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Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Lingsong Zhang , Chuanhai Liu

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Methodology · Statistics 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Non-Bayesian social learning theory provides a framework that models distributed inference for a group of agents interacting over a social network. In this framework, each agent iteratively forms and communicates beliefs about an unknown…

Artificial Intelligence · Computer Science 2020-08-26 James Z. Hare , Cesar A. Uribe , Lance Kaplan , Ali Jadbabaie

We consider the bridge linear regression modeling, which can produce a sparse or non-sparse model. A crucial point in the model building process is the selection of adjusted parameters including a regularization parameter and a tuning…

Methodology · Statistics 2015-02-19 Shuichi Kawano

A Bayesian treatment of deep learning allows for the computation of uncertainties associated with the predictions of deep neural networks. We show how the concept of Errors-in-Variables can be used in Bayesian deep regression to also…

Machine Learning · Computer Science 2023-05-15 Jörg Martin , Clemens Elster

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

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…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

Bayesian inference has many advantages in robotic motion planning over four perspectives: The uncertainty quantification of the policy, safety (risk-aware) and optimum guarantees of robot motions, data-efficiency in training of…

Artificial Intelligence · Computer Science 2023-07-18 Chengmin Zhou , Chao Wang , Haseeb Hassan , Himat Shah , Bingding Huang , Pasi Fränti

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

Neural networks are powerful function approximators with tremendous potential in learning complex distributions. However, they are prone to overfitting on spurious patterns. Bayesian inference provides a principled way to regularize neural…

Machine Learning · Computer Science 2024-12-02 Yanzhe Bekkemoen , Helge Langseth

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek

Robust Bayesian models are appealing alternatives to standard models, providing protection from data that contains outliers or other departures from the model assumptions. Historically, robust models were mostly developed on a case-by-case…

Machine Learning · Statistics 2016-09-08 Chong Wang , David M. Blei