Related papers: What's So Hard about the Monty Hall Problem?
We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…
Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that…
Machines, not humans, are the world's dominant knowledge accumulators but humans remain the dominant decision makers. Interpreting and disseminating the knowledge accumulated by machines requires expertise, time, and is prone to failure.…
Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…
Scientific claims gain credibility by replicability, especially if replication under different circumstances and varying designs yields equivalent results. Aggregating results over multiple studies is, however, not straightforward, and when…
Bayesian neural networks utilize probabilistic layers that capture uncertainty over weights and activations, and are trained using Bayesian inference. Since these probabilistic layers are designed to be drop-in replacement of their…
Monte Carlo algorithms often aim to draw from a distribution $\pi$ by simulating a Markov chain with transition kernel $P$ such that $\pi$ is invariant under $P$. However, there are many situations for which it is impractical or impossible…
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…
Clustering is a well-known and studied problem, one of its variants, called contiguity-constrained clustering, accepts as a second input a graph used to encode prior information about cluster structure by means of contiguity constraints…
Gaussian processes are one of the dominant approaches in Bayesian learning. Although the approach has been applied to numerous problems with great success, it has a few fundamental limitations. Multiple methods in literature have addressed…
The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…
An essay on Model Theory: Why am I interested in model theory? What are, in my opinion, the most challenging problems in model theory?
Following the renewed interest in the topic [1], we revisit the problem of assigning probabilities to classes of Feynman paths passing through specified space-time regions. We show that by assigning of probabilities to interfering…
Probabilistic numerics casts numerical tasks, such the numerical solution of differential equations, as inference problems to be solved. One approach is to model the unknown quantity of interest as a random variable, and to constrain this…
The occurrence of Simpson's paradox (SP) in $2\times 2$ contingency tables has been well studied. The present work comprehensively revisits this problem using a combination of philosophical reflections, causal considerations, and…
These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…
It is commonly believed that in quantum Monte Carlo approaches to fermionic many- body problems, the infamous sign problem generically implies prohibitively large computational times for obtaining thermodynamic-limit quantities. We point…
In contrast to its common definition and calculation, interpretation of p-values diverges among statisticians. Since p-value is the basis of various methodologies, this divergence has led to a variety of test methodologies and evaluations…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…