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Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Methodology · Statistics 2023-09-26 Ryan Martin

Bayesian Inference is a powerful approach to data analysis that is based almost entirely on probability theory. In this approach, probabilities model {\it uncertainty} rather than randomness or variability. This thesis is composed of a…

Astrophysics · Physics 2008-09-08 Brendon J. Brewer

When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…

Methodology · Statistics 2022-09-07 Spencer Woody , Carlos M. Carvalho , Jared S. Murray

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

The past several years have witnessed a surge of research investigating various aspects of sparse representations and compressed sensing. Most of this work has focused on the finite-dimensional setting in which the goal is to decompose a…

Information Theory · Computer Science 2016-11-17 Yonina C. Eldar

A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally…

Machine Learning · Computer Science 2015-11-20 Jascha Sohl-Dickstein , Eric A. Weiss , Niru Maheswaranathan , Surya Ganguli

The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be interested in the whole counterfactual distribution or…

Machine Learning · Statistics 2022-11-04 Diego Martinez-Taboada , Dino Sejdinovic

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

Observational entropy captures both the intrinsic uncertainty of a thermodynamic state and the lack of knowledge due to coarse-graining. We demonstrate two interpretations of observational entropy, one as the statistical deficiency…

Quantum Physics · Physics 2024-11-20 Ge Bai , Dominik Šafránek , Joseph Schindler , Francesco Buscemi , Valerio Scarani

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

Recently the quantum Bayesian prediction problem was formulated by Tanaka and Komaki (2005). It is shown that Bayesian predictive density operators are the best predictive density operators when we evaluate them by using the averaged…

Quantum Physics · Physics 2007-05-23 Fuyuhiko Tanaka

A variational Bayesian inference for measured wave intensity, such as X-ray intensity, is proposed in this paper. The data is popular to obtain information about unobservable features of an object, such as a material sample and the…

Machine Learning · Computer Science 2024-11-12 Akinori Asahara , Yoshihiro Osakabe , Yamamoto Mitsuya , Hidekazu Morita

We consider the problem of distributed inference where agents in a network observe a stream of private signals generated by an unknown state, and aim to uniquely identify this state from a finite set of hypotheses. We focus on scenarios…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Aritra Mitra , John A. Richards , Saurabh Bagchi , Shreyas Sundaram

From a Bayesian perspective, score-based diffusion solves inverse problems through joint inference, embedding the likelihood with the prior to guide the sampling process. However, this formulation fails to explain its practical behavior:…

Artificial Intelligence · Computer Science 2026-05-13 Hao Chen , Renzheng Zhang , Scott S. Howard

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

Many existing approaches for estimating parameters in settings with distributional shifts operate under an invariance assumption. For example, under covariate shift, it is assumed that $p(y|x)$ remains invariant. We refer to such…

Methodology · Statistics 2025-02-07 Yujin Jeong , Dominik Rothenhäusler
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