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Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…
The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. The chances t_ij are usually estimated by the empirical sampling frequency…
We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…
Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…
The purpose of Inventory Pricing is to bid the right prices to online ad opportunities, which is crucial for a Demand-Side Platform (DSP) to win advertising auctions in Real-Time Bidding (RTB). In the planning stage, advertisers need the…
There is increasing interest in broad application areas in defining flexible joint models for data having a variety of measurement scales, while also allowing data of complex types, such as functions, images and documents. We consider a…
Model informed precision dosing (MIPD) is a Bayesian framework to individualize drug therapy based on prior knowledge and patient-specific monitoring data. Typically, prior knowledge results from controlled clinical trials with a more…
Frequently, population studies feature pyramidally-organized data represented using Hierarchical Bayesian Models (HBM) enriched with plates. These models can become prohibitively large in settings such as neuroimaging, where a sample is…
Factorized Information Criterion (FIC) is a recently developed information criterion, based on which a novel model selection methodology, namely Factorized Asymptotic Bayesian (FAB) Inference, has been developed and successfully applied to…
In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…
Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…
Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet…
The inverse temperature parameter of the Potts model governs the strength of spatial cohesion and therefore has a major influence over the resulting model fit. A difficulty arises from the dependence of an intractable normalising constant…
Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…
A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…
To find New Physics or to refine our knowledge of the Standard Model at the LHC is an enterprise that involves many factors. We focus on taking advantage of available information and pour our effort in re-thinking the usual data-driven ABCD…
The information bottleneck (IB) principle has been adopted to explain deep learning in terms of information compression and prediction, which are balanced by a trade-off hyperparameter. How to optimize the IB principle for better robustness…
In this paper, we present a novel approach to fitting mixture models based on estimating first the posterior distribution of the auxiliary variables that assign each observation to a group in the mixture. The posterior distributions of the…
Pairwise comparison data are widely used to infer latent rankings in areas such as sports, social choice, and machine learning. The Bradley-Terry model provides a foundational probabilistic framework but inherently assumes transitive…
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…