Related papers: Bayesian Nonparametric Inference for "Species-samp…
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…
Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…
We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…
It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…
Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…
Partial orders are a natural model for the social hierarchies that may constrain "queue-like" rank-order data. However, the computational cost of counting the linear extensions of a general partial order on a ground set with more than a few…
Selection bias is a serious potential problem for inference about relationships of scientific interest based on samples without well-defined probability sampling mechanisms. Motivated by the potential for selection bias in (a) estimated…
This chapter provides a self-contained introduction to the use of Bayesian inference to extract large-scale modular structures from network data, based on the stochastic blockmodel (SBM), as well as its degree-corrected and overlapping…
In this paper we have considered the problem of estimating the population mean in systematic sampling using information on an auxiliary variable in presence of non response. Some modified ratio, product and difference type estimators in…
In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution…
The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…
This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the…
In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in…
Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
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…
Research on Symbolic Probabilistic Inference (SPI) [2, 3] has provided an algorithm for resolving general queries in Bayesian networks. SPI applies the concept of dependency directed backward search to probabilistic inference, and is…