Related papers: Model Assessment for a Generalised Bayesian Struct…
When it is acknowledged that all candidate parameterised statistical models are misspecified relative to the data generating process, the decision maker (DM) must currently concern themselves with inference for the parameter value…
Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…
We investigate the use of models from the theory of regularity structures as features in machine learning tasks. A model is a polynomial function of a space-time signal designed to well-approximate solutions to partial differential…
Structural break identification methods are an important tool for evaluating the effectiveness of climate change mitigation policies. In this paper, we introduce a unified probabilistic framework for detecting structural breaks with unknown…
The objective of advanced topic modeling is not only to explore latent topical structures, but also to estimate relationships between the discovered topics and theoretically relevant metadata. Methods used to estimate such relationships…
This paper develops new insights into quantitative methods for the validation of computational model prediction. Four types of methods are investigated, namely classical and Bayesian hypothesis testing, a reliability-based method, and an…
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…
The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…
When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…
In this work, we consider the identifiability assumption of Gaussian linear structural equation models (SEMs) in which each variable is determined by a linear function of its parents plus normally distributed error. It has been shown that…
We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…
Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…
Bayesian factor models are widely used for dimensionality reduction and pattern discovery in high-dimensional datasets across diverse fields. These models typically focus on imposing priors on factor loading to induce sparsity and improve…
Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…
Bayesian state and parameter estimation have been automated effectively in a variety of probabilistic programming languages. The process of model comparison on the other hand, which still requires error-prone and time-consuming manual…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
Theories can be represented as statistical models for empirical testing. There is a vast literature on model selection and multimodel inference that focuses on how to assess which statistical model, and therefore which theory, best fits the…
State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…
Complex data features, such as unmodelled censored event times and variables with time-dependent effects, are common in cancer recurrence studies and pose challenges for Bayesian survival modelling. Current methodologies for predictive…
Path analysis is a model class of structural equation modeling (SEM), which it describes causal relations among measured variables in the form of a multiple linear regression. This paper presents two estimation formulations, one each for…