Related papers: Bayesian evidence-driven likelihood selection for …
Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…
We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…
We describe a general approach to detection of transient gravitational-wave signals in the presence of non-Gaussian background noise. We prove that under quite general conditions, the ratio of the likelihood of observed data to contain a…
In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…
Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…
We consider the Bayesian detection statistic for a targeted search for continuous gravitational waves, known as the $\mathcal{B}$-statistic. This is a Bayes factor between signal and noise hypotheses, produced by marginalizing over the four…
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…
Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…
We perform accurate numerical experiments with fully-connected (FC) one-hidden layer neural networks trained with a discretized Langevin dynamics on the MNIST and CIFAR10 datasets. Our goal is to empirically determine the regimes of…
Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…
The HI 21cm absorption line is masked by bright foregrounds and systematic distortions that arise due to the chromaticity of the antenna used to make the observation coupling to the spectral inhomogeneity of these foregrounds. We…
Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…
We present a comparative study of the accuracy and precision of correlation function methods and full-field inference in cosmological data analysis. To do so, we examine a Bayesian hierarchical model that predicts log-normal fields and…
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…
As whole genomes become widely available, maximum likelihood and Bayesian phylogenetic methods are demonstrating their limits in meeting the escalating computational demands. Conversely, distance-based phylogenetic methods are efficient,…
A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…
This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…
The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…