Related papers: Translating predictive distributions into informat…
A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…
In designed experiments and surveys, known laws or design feat ures provide checks on the most relevant aspects of a model and identify the target parameters. In contrast, in most observational studies in the health and social sciences, the…
Many scientific investigations require that the values of a set of model parameters are estimated using recorded data. In Bayesian inference, information from both observed data and prior knowledge is combined to update model parameters…
Causal discovery has been widely studied, yet many existing methods rely on strong assumptions or fall into two extremes: either depending on costly interventional signals or partial ground truth as strong priors, or adopting purely data…
We show that a probabilistic version of the classical forward-stepwise variable inclusion procedure can serve as a general data-augmentation scheme for model space distributions in (generalized) linear models. This latent variable…
Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…
Bayesian persuasion, a central model in information design, studies how a sender, who privately observes a state drawn from a prior distribution, strategically sends a signal to influence a receiver's action. A key assumption is that both…
In problems with large amounts of missing data one must model two distinct data generating processes: the outcome process which generates the response and the missing data mechanism which determines the data we observe. Under the…
We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…
We propose predictive information, that is information between a long past of duration T and the entire infinitely long future of a time series, as a universal order parameter to study phase transitions in physical systems. It can be used,…
Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…
Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…
This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
We consider joint inversion for two or more unknown parameters from observational data in the Bayesian framework. Standard approaches often either treat the parameters as independent or impose structural similarity through regularisation…
This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…
The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
Prior distributions elicited for modelling the natural fluctuations or the uncertainty on parameters of Bayesian fishery population models, can be chosen among a vast range of statistical laws. Since the statistical framework is defined by…
There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…
We investigate the problem of estimating the causal effect of a treatment on individual subjects from observational data, this is a central problem in various application domains, including healthcare, social sciences, and online…