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In order to develop machine learning and deep learning models that take into account the guidelines and principles of trustworthy AI, a novel information theoretic trustworthy AI framework is introduced. A unified approach to…

Machine Learning · Computer Science 2022-04-13 Mohit Kumar , Bernhard A. Moser , Lukas Fischer , Bernhard Freudenthaler

This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…

Statistics Theory · Mathematics 2022-12-08 Samuel Bronstein , Stefan Engblom , Robin Marin

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

A growing body of work makes use of probing to investigate the working of neural models, often considered black boxes. Recently, an ongoing debate emerged surrounding the limitations of the probing paradigm. In this work, we point out the…

Computation and Language · Computer Science 2021-02-22 Yanai Elazar , Shauli Ravfogel , Alon Jacovi , Yoav Goldberg

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Bayesian inference is an important technique throughout statistics. The essence of Beyesian inference is to derive the posterior belief updated from prior belief by the learned information, which is a set of differentially private answers…

Databases · Computer Science 2012-11-12 Yonghui Xiao , Li Xiong

We show that it can be suboptimal for Bayesian decision-making agents employing social learning to use correct prior probabilities as their initial beliefs. We consider sequential Bayesian binary hypothesis testing where each individual…

Information Theory · Computer Science 2026-03-12 Joong Bum Rhim , Vivek K Goyal

The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…

Methodology · Statistics 2025-07-09 Samuel Pawel

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

Prediction polling is an increasingly popular form of crowdsourcing in which multiple participants estimate the probability or magnitude of some future event. These estimates are then aggregated into a single forecast. Historically,…

Methodology · Statistics 2016-04-25 Ville A. Satopää , Shane T. Jensen , Robin Pemantle , Lyle H. Ungar

We study information theoretic methods for ranking biomarkers. In clinical trials there are two, closely related, types of biomarkers: predictive and prognostic, and disentangling them is a key challenge. Our first step is to phrase…

Machine Learning · Statistics 2016-12-06 Konstantinos Sechidis , Emily Turner , Paul D. Metcalfe , James Weatherall , Gavin Brown

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

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented…

Methodology · Statistics 2022-03-09 Haiyan Zheng , Thomas Jaki , James M. S. Wason

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

This paper introduces a probabilistic framework to estimate parameters of an acquisition function given observed human behavior that can be modeled as a collection of sample paths from a Bayesian optimization procedure. The methodology…

Human-Computer Interaction · Computer Science 2022-02-04 Nathan Sandholtz , Yohsuke Miyamoto , Luke Bornn , Maurice Smith

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

We propose a novel approach for estimating conditional or parametric expectations in the setting where obtaining samples or evaluating integrands is costly. Through the framework of probabilistic numerical methods (such as Bayesian…

Machine Learning · Statistics 2024-06-25 Zonghao Chen , Masha Naslidnyk , Arthur Gretton , François-Xavier Briol

One of the most complex tasks of decision making and planning is to gather information. This task becomes even more complex when the state is high-dimensional and its belief cannot be expressed with a parametric distribution. Although the…

Artificial Intelligence · Computer Science 2022-09-26 Gilad Rotman , Vadim Indelman