Related papers: Divide, Conquer, Combine Bayesian Decision Tree Sa…
Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…
We introduce and characterise the performance of the Markov chain Monte Carlo (MCMC) inference method Prune Sampling for discrete and deterministic Bayesian networks (BNs). We developed a procedure to obtain the performance of a MCMC…
Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…
In Bayesian learning of Gaussian graphical model structure, it is common to restrict attention to certain classes of graphs and approximate the posterior distribution by repeatedly moving from one graph to another, using MCMC or methods…
Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…
Standard planners for sequential decision making (including Monte Carlo planning, tree search, dynamic programming, etc.) are constrained by an implicit sequential planning assumption: The order in which a plan is constructed is the same in…
We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…
Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…
It is becoming increasingly important for machine learning methods to make predictions that are interpretable as well as accurate. In many practical applications, it is of interest which features and feature interactions are relevant to the…
This paper introduces Bayesian frameworks for tackling various aspects of multi-criteria decision-making (MCDM) problems, leveraging a probabilistic interpretation of MCDM methods and challenges. By harnessing the flexibility of Bayesian…
The adoption of the distributed paradigm has allowed applications to increase their scalability, robustness and fault tolerance, but it has also complicated their structure, leading to an exponential growth of the applications'…
A common approach to aggregate classification estimates in an ensemble of decision trees is to either use voting or to average the probabilities for each class. The latter takes uncertainty into account, but not the reliability of the…
Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…
Online solvers for partially observable Markov decision processes have difficulty scaling to problems with large action spaces. Monte Carlo tree search with progressive widening attempts to improve scaling by sampling from the action space…
The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…
Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into…
Strongly Rayleigh distributions are natural generalizations of product and determinantal probability distributions and satisfy strongest form of negative dependence properties. We show that the "natural" Monte Carlo Markov Chain (MCMC) is…
Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the…
Inference after model selection presents computational challenges when dealing with intractable conditional distributions. Markov chain Monte Carlo (MCMC) is a common method for sampling from these distributions, but its slow convergence…
Approximate Bayesian Computation (ABC) is a popular inference method when likelihoods are hard to come by. Practical bottlenecks of ABC applications include selecting statistics that summarize the data without losing too much information or…