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The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…
A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…
Given a knowledge base KB containing first-order and statistical facts, we consider a principled method, called the random-worlds method, for computing a degree of belief that some formula Phi holds given KB. If we are reasoning about a…
Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…
As quantum technologies advance, the ability to generate increasingly large quantum states has experienced rapid development. In this context, the verification and estimation of large entangled systems represents one of the main challenges…
Approximate inference techniques are the cornerstone of probabilistic methods based on Gaussian process priors. Despite this, most work approximately optimizes standard divergence measures such as the Kullback-Leibler (KL) divergence, which…
We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…
Automatic anatomical landmark localization has made great strides by leveraging deep learning methods in recent years. The ability to quantify the uncertainty of these predictions is a vital component needed for these methods to be adopted…
A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…
The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…
We present EntropyDB, an interactive data exploration system that uses a probabilistic approach to generate a small, query-able summary of a dataset. Departing from traditional summarization techniques, we use the Principle of Maximum…
This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…
Recently proposed quasi-Bayesian (QB) methods initiated a new era in Bayesian computation by directly constructing the Bayesian predictive distribution through recursion, removing the need for expensive computations involved in sampling the…
We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While optimal bounds on the expected risk are known, high-probability…
We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system. Three of the most common uncertainty quantification methods - Bayesian Neural Networks (BNN),…
We consider the problem of estimating the energy of a quantum state preparation for a given Hamiltonian in Pauli decomposition. For various quantum algorithms, in particular in the context of quantum chemistry, it is crucial to have energy…
Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…
This paper presents a novel probabilistic forecasting method called ensemble conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and approximately marginally valid prediction intervals (PIs), which are suitable for…
The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…
Compressed Counting (CC)} was recently proposed for approximating the $\alpha$th frequency moments of data streams, for $0<\alpha \leq 2$. Under the relaxed strict-Turnstile model, CC dramatically improves the standard algorithm based on…