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It is very challenging to select informative features from tens of thousands of measured features in high-throughput data analysis. Recently, several parametric/regression models have been developed utilizing the gene network information to…

Applications · Statistics 2014-08-01 Yize Zhao , Jian Kang , Tianwei Yu

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

Regression for spatially dependent outcomes poses many challenges, for inference and for computation. Non-spatial models and traditional spatial mixed-effects models each have their advantages and disadvantages, making it difficult for…

Methodology · Statistics 2017-08-02 John Hughes

In this paper, we introduce a type of tensor neural network. For the first time, we propose its numerical integration scheme and prove the computational complexity to be the polynomial scale of the dimension. Based on the tensor product…

Numerical Analysis · Mathematics 2023-07-24 Yifan Wang , Pengzhan Jin , Hehu Xie

Gaussian Processes (GPs) provide a convenient framework for specifying function-space priors, making them a natural choice for modeling uncertainty. In contrast, Bayesian Neural Networks (BNNs) offer greater scalability and extendability…

Machine Learning · Computer Science 2025-06-12 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk

Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex and large-scale predictive problems. The recent success of deep neural…

Machine Learning · Statistics 2026-01-14 Roy Shivam Ram Shreshtth , Arnab Hazra , Gourab Mukherjee

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

Computation · Statistics 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

The linearized-Laplace approximation (LLA) has been shown to be effective and efficient in constructing Bayesian neural networks. It is theoretically compelling since it can be seen as a Gaussian process posterior with the mean function…

Machine Learning · Computer Science 2023-07-13 Agustinus Kristiadi , Alexander Immer , Runa Eschenhagen , Vincent Fortuin

Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…

Machine Learning · Computer Science 2022-12-01 Philipp Wagner , Xinyang Wu , Marco F. Huber

The brain interprets ambiguous sensory information faster and more reliably than modern computers, using neurons that are slower and less reliable than logic gates. But Bayesian inference, which underpins many computational models of…

Artificial Intelligence · Computer Science 2014-02-21 Vikash Mansinghka , Eric Jonas

Over the past several years Bayesian networks have been applied to a wide variety of problems. A central problem in applying Bayesian networks is that of finding one or more of the most probable instantiations of a network. In this paper we…

Artificial Intelligence · Computer Science 2013-02-18 Sampath Srinivas , Pandurang Nayak

The optimization of atomic structures plays a pivotal role in understanding and designing materials with desired properties. However, conventional computational methods often struggle with the formidable task of navigating the vast…

Materials Science · Physics 2024-11-19 Peder Lyngby , Casper Larsen , Karsten Wedel Jacobsen

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…

Artificial Intelligence · Computer Science 2016-09-20 Priyank Jaini , Pascal Poupart

In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…

Machine Learning · Statistics 2018-03-29 Max Kochurov , Timur Garipov , Dmitry Podoprikhin , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

State-of-the-art quantum algorithms routinely tune dynamically parametrized cost functionals for combinatorics, machine learning, equation-solving, or energy minimization. However, large search complexity often demands many (noisy) quantum…

Quantum Physics · Physics 2022-01-12 Mogens Dalgaard , Felix Motzoi , Jacob Sherson

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…

Machine Learning · Computer Science 2020-11-13 Tony C. Wu , Daniel Flam-Shepherd , Alán Aspuru-Guzik

Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is…

Portfolio Management · Quantitative Finance 2023-05-30 Yi Huang , Wei Zhu , Duan Li , Shushang Zhu , Shikun Wang