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Related papers: A new avenue for Bayesian inference with INLA

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Scientific computer simulations cannot represent all scales in realistic applications. To bridge this model-data gap, parameters are injected into models and constrained with noisy data using Bayesian inversion. To reduce the number of…

Computation · Statistics 2026-05-22 Arne Bouillon , Oliver R. A. Dunbar

We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace…

Machine Learning · Computer Science 2015-05-19 David Maxwell Chickering , David Heckerman

We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the…

Machine Learning · Computer Science 2014-01-16 Yi Wang , Nevin L. Zhang , Tao Chen

To support mechanism online learning and facilitate digital twin development for biomanufacturing processes, this paper develops an efficient Bayesian inference approach for partially observed enzymatic stochastic reaction network (SRN), a…

Machine Learning · Statistics 2024-07-02 Wandi Xu , Wei Xie

The INLAMSM package for the R programming language provides a collection of multivariate spatial models for lattice data that can be used with package INLA for Bayesian inference. The multivariate spatial models include different structures…

Accurately estimating the informativeness of individual samples in a dataset is an important objective in deep learning, as it can guide sample selection, which can improve model efficiency and accuracy by removing redundant or potentially…

Machine Learning · Computer Science 2025-05-22 Johannes Kaiser , Kristian Schwethelm , Daniel Rueckert , Georgios Kaissis

A study of the classification problem in context of information theory is presented in the paper. Current research in that field is focused on optimisation and bayesian approach. Although that gives satisfying results, they require a vast…

Machine Learning · Computer Science 2017-12-05 Artem Artemov , Eugeny Lutsenko , Edward Ayunts , Ivan Bolokhov

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of…

Numerical Analysis · Mathematics 2018-04-04 Joakim Beck , Ben Mansour Dia , Luis FR Espath , Quan Long , Raul Tempone

Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function…

Methodology · Statistics 2012-06-26 Silvia Bianconcini , Silvia Cagnone

Self-Exciting models are statistical models of count data where the probability of an event occurring is influenced by the history of the process. In particular, self-exciting spatio-temporal models allow for spatial dependence as well as…

Computation · Statistics 2017-09-29 Nicholas J. Clark , Philip M. Dixon

This work tackles the problem of uncertainty propagation in two-stage Bayesian models, with a focus on spatial applications. A two-stage modeling framework has the advantage of being more computationally efficient than a fully Bayesian…

Methodology · Statistics 2025-02-27 Stephen Jun Villejo , Sara Martino , Janine Illian , William Ryan , Finn Lindgren

We introduce a new empirical Bayes approach for large-scale multiple linear regression. Our approach combines two key ideas: (i) the use of flexible "adaptive shrinkage" priors, which approximate the nonparametric family of scale mixture of…

Methodology · Statistics 2024-06-13 Youngseok Kim , Wei Wang , Peter Carbonetto , Matthew Stephens

Reinforcement Learning (RL) has demonstrated state-of-the-art results in a number of autonomous system applications, however many of the underlying algorithms rely on black-box predictions. This results in poor explainability of the…

Machine Learning · Computer Science 2019-11-27 Matt Benatan , Edward O. Pyzer-Knapp

Large Language Model (LLM) inference systems present significant challenges in statistical performance characterization due to dynamic workload variations, diverse hardware architectures, and complex interactions between model size, batch…

Performance · Computer Science 2025-05-15 Kaustabha Ray , Nelson Mimura Gonzalez , Bruno Wassermann , Rachel Tzoref-Brill , Dean H. Lorenz

The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV…

Methodology · Statistics 2024-05-20 Meixi Chen , Reza Ramezan , Martin Lysy

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

Bayesian Physics Informed Neural Networks (B-PINNs) have gained significant attention for inferring physical parameters and learning the forward solutions for problems based on partial differential equations. However, the overparameterized…

Machine Learning · Statistics 2023-03-15 Andrew Pensoneault , Xueyu Zhu

We present a new approach to automatic amortized inference in universal probabilistic programs which improves performance compared to current methods. Our approach is a variation of inference compilation (IC) which leverages deep neural…

Machine Learning · Computer Science 2019-10-29 William Harvey , Andreas Munk , Atılım Güneş Baydin , Alexander Bergholm , Frank Wood

The AAA algorithm, introduced in 2018, computes best or near-best rational approximations to functions or data on subsets of the real line or the complex plane. It is much faster and more robust than previous algorithms for such problems…

Numerical Analysis · Mathematics 2023-12-07 Yuji Nakatsukasa , Olivier Sete , Lloyd N. Trefethen

Ordinary differential equations are arguably the most popular and useful mathematical tool for describing physical and biological processes in the real world. Often, these physical and biological processes are observed with errors, in which…

Methodology · Statistics 2016-07-26 Sarat C. Dass , Jaeyong Lee , Kyoungjae Lee , Jonghun Park