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Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

Methodology · Statistics 2022-09-13 Marko Järvenpää , Jukka Corander

Many critical applications, from autonomous scientific discovery to personalized medicine, demand systems that can both strategically acquire the most informative data and instantaneously perform inference based upon it. While amortized…

Machine Learning · Statistics 2025-10-22 Daolang Huang , Xinyi Wen , Ayush Bharti , Samuel Kaski , Luigi Acerbi

The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be…

Machine Learning · Statistics 2023-01-02 Misha Glazunov , Apostolis Zarras

Bayesian neural networks (BNNs), which estimate the full posterior distribution over model parameters, are well-known for their role in uncertainty quantification and its promising application in out-of-distribution detection (OoD). Amongst…

Machine Learning · Computer Science 2025-02-24 Kevin Raina

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Misclassified variables used in regression models, either as a covariate or as the response, may lead to biased estimators and incorrect inference. Even though Bayesian models to adjust for misclassification error exist, it has not been…

Methodology · Statistics 2024-11-26 Emma Skarstein , Leonardo Soares Bastos , Håvard Rue , Stefanie Muff

Neural ordinary differential equations (NODE) have been proposed as a continuous depth generalization to popular deep learning models such as Residual networks (ResNets). They provide parameter efficiency and automate the model selection…

Machine Learning · Computer Science 2021-12-24 Srinivas Anumasa , P. K. Srijith

Artificial Neural Networks are connectionist systems that perform a given task by learning on examples without having prior knowledge about the task. This is done by finding an optimal point estimate for the weights in every node.…

Machine Learning · Computer Science 2019-01-10 Kumar Shridhar , Felix Laumann , Marcus Liwicki

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Machine Learning · Statistics 2020-10-26 Andrew Y. K. Foong , David R. Burt , Yingzhen Li , Richard E. Turner

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

Machine Learning · Statistics 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

This paper introduces a Laplace approximation to Bayesian inference in Dirichlet regression models, which can be used to analyze a set of variables on a simplex exhibiting skewness and heteroscedasticity, without having to transform the…

Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…

Methodology · Statistics 2026-03-03 Clara Grazian

In this paper, we employ variational arguments to establish a connection between ensemble methods for Neural Networks and Bayesian inference. We consider an ensemble-based scheme where each model/particle corresponds to a perturbation of…

Machine Learning · Computer Science 2020-06-09 Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

Effective intervention strategies for epidemics rely on the identification of their origin and on the robustness of the predictions made by network disease models. We introduce a Bayesian uncertainty quantification framework to infer model…

Populations and Evolution · Quantitative Biology 2020-04-02 Karen Larson , Clark Bowman , Zhizhong Chen , Panagiotis Hadjidoukas , Costas Papadimitriou , Petros Koumoutsakos , Anastasios Matzavinos

Accurate forecasting of contagious diseases is critical for public health policymaking and pandemic preparedness. We propose a new infectious disease forecasting model based on physics-informed neural networks (PINNs), an emerging…

Machine Learning · Computer Science 2025-04-30 Ying Qian , Kui Zhang , Éric Marty , Avranil Basu , Eamon B. O'Dea , Xianqiao Wang , Spencer Fox , Pejman Rohani , John M. Drake , He Li

Probabilistic vehicle trajectory prediction is essential for robust safety of autonomous driving. Current methods for long-term trajectory prediction cannot guarantee the physical feasibility of predicted distribution. Moreover, their…

Machine Learning · Computer Science 2019-11-13 Chen Tang , Jianyu Chen , Masayoshi Tomizuka

Variational inference provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed…

Machine Learning · Computer Science 2016-05-23 Yusheng Xie , Nan Du , Wei Fan , Jing Zhai , Weicheng Zhu

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee