Related papers: Extending the Bayesian Framework from Information …
Modern Bayesian inference involves a mixture of computational methods for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows. An overarching motif of many Bayesian methods is that they…
The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
To make decisions we are guided by the evidence we collect, as well as the opinions of friends and neighbors. How do we integrate our private beliefs with information we obtain from our social network? To understand the strategies humans…
We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…
Every interaction of a living organism with its environment involves the placement of a bet. Armed with partial knowledge about a stochastic world, the organism must decide its next step or near-term strategy, an act that implicitly or…
In this paper we design information elicitation mechanisms for Bayesian auctions. While in Bayesian mechanism design the distributions of the players' private types are often assumed to be common knowledge, information elicitation considers…
Digital twins are transforming engineering and applied sciences by enabling real-time monitoring, simulation, and predictive analysis of physical systems and processes. However, conventional digital twins rely primarily on passive data…
We study the identifiability of parameters and falsifiability of predictions under the process of model expansion in a Bayesian setting. Identifiability is represented by the closeness of the posterior to the prior distribution and…
Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…
This paper proposes a new general approach based on Bayesian networks to model the human behaviour. This approach represents human behaviour with probabilistic cause-effect relations based on knowledge, but also with conditional…
I discuss the design of the method of entropic inference as a general framework for reasoning under conditions of uncertainty. The main contribution of this discussion is to emphasize the pragmatic elements in the derivation. More…
Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…
We construct a probabilistic coherence measure for information sets which determines a partial coherence ordering. This measure is applied in constructing a criterion for expanding our beliefs in the face of new information. A number of…
Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…
Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…
A central concept in active inference is that the internal states of a physical system parametrise probability measures over states of the external world. These can be seen as an agent's beliefs, expressed as a Bayesian prior or posterior.…
What is information? Is it physical? We argue that in a Bayesian theory the notion of information must be defined in terms of its effects on the beliefs of rational agents. Information is whatever constrains rational beliefs and therefore…
We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of…
Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…