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Standard Bayesian inference schemes are infeasible for inverse problems with computationally expensive forward models. A common solution is to replace the model with a cheaper surrogate. To avoid overconfident conclusions, it is essential…

Methodology · Statistics 2026-01-09 Andrew Gerard Roberts , Michael Dietze , Jonathan H. Huggins

Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…

Methodology · Statistics 2021-10-07 Morteza Amini

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

Computation · Statistics 2012-12-10 Y. Fan , D. J. Nott , S. A. Sisson

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Electromagnetic radiation plays a crucial role in various physical and chemical processes. Hence, almost all astrophysical simulations require some form of radiative transfer model. Despite many innovations in radiative transfer algorithms…

Instrumentation and Methods for Astrophysics · Physics 2022-12-07 Frederik De Ceuster , Thomas Ceulemans , Jon Cockayne , Leen Decin , Jeremy Yates

Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a…

Machine Learning · Statistics 2015-07-16 José Miguel Hernández-Lobato , Ryan P. Adams

It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Methodology · Statistics 2022-10-26 Antik Chakraborty , Rihui Ou , David B. Dunson

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops. Our method is built on a denotational semantics represented by probability generating…

Programming Languages · Computer Science 2024-03-06 Lutz Klinkenberg , Christian Blumenthal , Mingshuai Chen , Darion Haase , Joost-Pieter Katoen

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…

Machine Learning · Computer Science 2025-08-20 Aleksanteri Sladek , Martin Trapp , Arno Solin

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

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…

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

Computation · Statistics 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg

Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…

Computation · Statistics 2015-06-05 K. L. Mengersen , P. Pudlo , C. P. Robert

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

We study probit regression from a Bayesian perspective and give an alternative form for the posterior distribution when the prior distribution for the regression parameters is the uniform distribution. This new form allows simple Monte…

Methodology · Statistics 2012-03-15 Yuzo Maruyama , William E. Strawderman

Two procedures for checking Bayesian models are compared using a simple test problem based on the local Hubble expansion. Over four orders of magnitude, p-values derived from a global goodness-of-fit criterion for posterior probability…

Instrumentation and Methods for Astrophysics · Physics 2018-06-27 Leon B. Lucy

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire