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In this paper, we consider Bayesian point estimation and predictive density estimation in the binomial case. After presenting preliminary results on these problems, we compare the risk functions of the Bayes estimators based on the…
We address the fundamental problem of selection under uncertainty by modeling it from the perspective of Bayesian persuasion. In our model, a decision maker with imperfect information always selects the option with the highest expected…
Bayesian model averaging enables one to combine the disparate predictions of a number of models in a coherent fashion, leading to superior predictive performance. The improvement in performance arises from averaging models that make…
The mass, or binding energy, is the basis property of the atomic nucleus. It determines its stability, and reaction and decay rates. Quantifying the nuclear binding is important for understanding the origin of elements in the universe. The…
One of the main problems of importance sampling in Bayesian networks is representation of the importance function, which should ideally be as close as possible to the posterior joint distribution. Typically, we represent an importance…
It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…
Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…
Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes,…
The Normal Means problem plays a fundamental role in many areas of modern high-dimensional statistics, both in theory and practice. And the Empirical Bayes (EB) approach to solving this problem has been shown to be highly effective, again…
To quantify how well theoretical predictions of structural ensembles agree with experimental measurements, we depend on the accuracy of forward models. These models are computational frameworks that generate observable quantities from…
This paper proposes a strategy for regularized estimation in multi-way contingency tables, which are common in meta-analyses and multi-center clinical trials. Our approach is based on data augmentation, and appeals heavily to a novel class…
In this present paper, I propose a derivation of unified interpolation and extrapolation function that predicts new values inside and outside the given range by expanding direct Taylor series on the middle point of given data set.…
Not all generate-and-test search algorithms are created equal. Bayesian Optimization (BO) invests a lot of computation time to generate the candidate solution that best balances the predicted value and the uncertainty given all previous…
Evidence accumulation models (EAMs) are an important class of cognitive models used to analyze both response time and response choice data recorded from decision-making tasks. Developments in estimation procedures have helped EAMs become…
Over the past several years Bayesian networks have been applied to a wide variety of problems. A central problem in applying Bayesian networks is that of finding one or more of the most probable instantiations of a network. In this paper we…
Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…
Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a…
We study the problem of selection in the context of Bayesian persuasion. We are given multiple agents with hidden values (or quality scores), to whom resources must be allocated by a welfare-maximizing decision-maker. An intermediary with…
Probabilistic machine learning models are often insufficient to help with decisions on interventions because those models find correlations - not causal relationships. If observational data is only available and experimentation are…