Related papers: Computing Bayes: From Then 'Til Now'
Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…
Bayesian computational algorithms tend to scale poorly as data size increases. This has motivated divide-and-conquer-based approaches for scalable inference. These divide the data into subsets, perform inference for each subset in parallel,…
There are growing uncertainties surrounding the classical model of computation established by G\"odel, Church, Kleene, Turing and others in the 1930s onwards. The mismatch between the Turing machine conception, and the experiences of those…
We review the most important statistical ideas of the past half century, which we categorize as: counterfactual causal inference, bootstrapping and simulation-based inference, overparameterized models and regularization, Bayesian multilevel…
The history and advances of neutronics calculations at Los Alamos during the Manhattan Project through the present is reviewed. We briefly summarize early simpler, and more approximate neutronics methods. We then motivate the need to better…
The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…
Incomputability as a mathematical notion arose from work of Alan Turing and Alonzo Church in the 1930s. Like Turing himself, it attracted less attention than it deserved beyond the confines of mathematics. Today our experiences in computer…
This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…
This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…
Bayesian entity resolution merges together multiple, noisy databases and returns the minimal collection of unique individuals represented, together with their true, latent record values. Bayesian methods allow flexible generative models…
Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…
This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe several recent algorithms and make connection with traditional…
The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or…
We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…
Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…
Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…
These lecture notes aim at a post-Bachelor audience with a background at an introductory level in Applied Mathematics and Applied Statistics. They discuss the logic and methodology of the Bayes-Laplace approach to inductive statistical…
Bayesian probabilistic numerical methods for numerical integration offer significant advantages over their non-Bayesian counterparts: they can encode prior information about the integrand, and can quantify uncertainty over estimates of an…
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…