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We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Decision-making is a cognitively intensive task that requires synthesizing relevant information from multiple unstructured sources, weighing competing factors, and incorporating subjective user preferences. Existing methods, including large…

Computation and Language · Computer Science 2026-04-21 Akriti Jain , Anish Mulay , Divyansh Verma , Aishani Pandey , Pritika Ramu , Aparna Garimella

Traditional Item Response Theory models assume the distribution of the abilities of the population in study to be Gaussian. However, this may not always be a reasonable assumption, which motivates the development of more general models.…

Applications · Statistics 2017-12-20 Flávio B. Gonçalves , Bárbara C. C. Dias , Tufi M. Soares

Compact and discriminative visual codebooks are preferred in many visual recognition tasks. In the literature, a number of works have taken the approach of hierarchically merging visual words of an initial large-sized codebook, but…

Computer Vision and Pattern Recognition · Computer Science 2014-01-31 Lingqiao Liu , Lei Wang , Chunhua Shen

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

Mathematical Physics · Physics 2015-05-13 P. S. Koutsourelakis

Aiming at the group decision - making problem with multi - objective attributes, this study proposes a group decision - making system that integrates fuzzy inference and Bayesian network. A fuzzy rule base is constructed by combining…

Artificial Intelligence · Computer Science 2025-05-01 Shui-jin Rong , Wei Guo , Da-qing Zhang

Machine learning has developed a variety of tools for learning and representing high-dimensional distributions with structure. Recent years have also seen big advances in designing multi-item mechanisms. Akin to overfitting, however, these…

Computer Science and Game Theory · Computer Science 2022-04-01 Yang Cai , Constantinos Daskalakis

The process of multiple criteria decision making (MCDM) is of determining the best choice among all of the probable alternatives. The problem of supplier selection on which decision maker has usually vague and imprecise knowledge is a…

Artificial Intelligence · Computer Science 2020-01-01 Rıdvan Şahin , Muhammed Yiğider

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to propose differing prior choices. We first…

Statistics Theory · Mathematics 2012-09-25 M. J. Bayarri , J. O. Berger , A. Forte , G. García-Donato

When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well…

Machine Learning · Computer Science 2021-04-20 Sarem Seitz

To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…

Methodology · Statistics 2023-11-06 Vojtech Kejzlar , Léo Neufcourt , Witold Nazarewicz

We present the Multiple Criteria Decision Analysis Methods Selection Software (MCDA-MSS). This decision support system helps analysts answering a recurring question in decision science: Which is the most suitable Multiple Criteria Decision…

Artificial Intelligence · Computer Science 2021-06-15 Marco Cinelli , Miłosz Kadziński , Grzegorz Miebs , Michael Gonzalez , Roman Słowiński

We consider a multi-objective optimization problem with objective functions that are expensive to evaluate. The decision maker (DM) has unknown preferences, and so the standard approach is to generate an approximation of the Pareto front…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Mariapia Marchi , Teresa Montrone , Juergen Branke

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of…

Machine Learning · Statistics 2020-03-05 Raul Astudillo , Peter I. Frazier

A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number…

Machine Learning · Statistics 2011-08-05 Samuel J. Gershman , David M. Blei