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Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Neural networks have shown great predictive power when dealing with various unstructured data such as images and natural languages. The Bayesian neural network captures the uncertainty of prediction by putting a prior distribution for the…

Machine Learning · Statistics 2022-11-28 Kyeongwon Lee , Jaeyong Lee

After experimenting with a number of non-probabilistic methods for dealing with uncertainty many researchers reaffirm a preference for probability methods [1] [2], although this remains controversial. The importance of being able to form…

Artificial Intelligence · Computer Science 2013-04-11 Thomas Slack

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this over-confidence are unknown. In general, the performance of Bayesian…

Statistics Theory · Mathematics 2018-10-15 Ziheng Yang , Tianqi Zhu

Learning a sequence of tasks without access to i.i.d. observations is a widely studied form of continual learning (CL) that remains challenging. In principle, Bayesian learning directly applies to this setting, since recursive and one-off…

We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…

Methodology · Statistics 2024-04-30 Jack Jewson , Jim Q. Smith , Chris Holmes

Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make…

Machine Learning · Computer Science 2013-10-10 Jun Zhu , Xun Zheng , Bo Zhang

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…

Methodology · Statistics 2026-02-03 Kenichiro McAlinn , Kōsaku Takanashi

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Methodology · Statistics 2025-03-17 Cheng Zeng , Yaozhi Yang , Jason Xu , Leo L Duan

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Computation · Statistics 2015-09-08 Richard D. Wilkinson

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi

Weighted Updating generalizes Bayesian updating, allowing for biased beliefs by weighting the likelihood function and prior distribution with positive real exponents. I provide a rigorous foundation for the model by showing that…

Probability · Mathematics 2016-02-09 Jesse Aaron Zinn

The statistical evidence (or marginal likelihood) is a key quantity in Bayesian statistics, allowing one to assess the probability of the data given the model under investigation. This paper focuses on refining the power posterior approach…

Computation · Statistics 2013-06-14 Nial Friel , Merrilee Hurn , Jason Wyse

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

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…

Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…

Methodology · Statistics 2020-11-04 Marco Scutari

Bayesian Networks may be appealing for clinical decision-making due to their inclusion of causal knowledge, but their practical adoption remains limited as a result of their inability to deal with unstructured data. While neural networks do…

Machine Learning · Computer Science 2022-11-16 Paloma Rabaey , Cedric De Boom , Thomas Demeester