English
Related papers

Related papers: Multi-objective Bayesian optimization for Likeliho…

200 papers

Joint utilization of multiple discrete frequency bands can enhance the accuracy of delay estimation. Although some unique challenges of multiband fusion, such as phase distortion, oscillation phenomena, and high-dimensional search, have…

Signal Processing · Electrical Eng. & Systems 2025-07-09 Zhixiang Hu , An Liu , Minjian Zhao

Discovering novel materials with desired properties is essential for driving innovation. Industry 4.0 and smart manufacturing have promised transformative advances in this area through real-time data integration and automated production…

Machine Learning · Computer Science 2025-04-08 Avijit Saha Asru , Hamed Khosravi , Imtiaz Ahmed , Abdullahil Azeem

Multi-messenger observations of binary neutron star mergers offer a promising path towards resolution of the Hubble constant ($H_0$) tension, provided their constraints are shown to be free from systematics such as the Malmquist bias. In…

Cosmology and Nongalactic Astrophysics · Physics 2021-11-03 Francesca Gerardi , Stephen M. Feeney , Justin Alsing

Bayesian statistical inference loses predictive optimality when generative models are misspecified. Working within an existing coherent loss-based generalisation of Bayesian inference, we show existing Modular/Cut-model inference is…

Methodology · Statistics 2026-05-18 Chris U. Carmona , Geoff K. Nicholls

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the…

Robotics · Computer Science 2020-05-27 Lucas Barcelos , Rafael Oliveira , Rafael Possas , Lionel Ott , Fabio Ramos

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

Understanding of the pathophysiology of obstructive lung disease (OLD) is limited by available methods to examine the relationship between multi-omic molecular phenomena and clinical outcomes. Integrative factorization methods for…

Methodology · Statistics 2022-12-01 Sarah Samorodnitsky , Chris H. Wendt , Eric F. Lock

Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…

Methodology · Statistics 2025-04-15 Wang Yuyan , Michael Evans , David J. Nott

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Increasingly complex generative models are being used across disciplines as they allow for realistic characterization of data, but a common difficulty with them is the prohibitively large computational cost to evaluate the likelihood…

Computation · Statistics 2017-03-06 Michael U. Gutmann , Ritabrata Dutta , Samuel Kaski , Jukka Corander

Latent Factor Model (LFM) is one of the most successful methods for Collaborative filtering (CF) in the recommendation system, in which both users and items are projected into a joint latent factor space. Base on matrix factorization…

Information Retrieval · Computer Science 2021-05-19 Jiansheng Fang , Xiaoqing Zhang , Yan Hu , Yanwu Xu , Ming Yang , Jiang Liu

We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…

Machine Learning · Computer Science 2024-07-24 Marvin Schmitt , Desi R. Ivanova , Daniel Habermann , Ullrich Köthe , Paul-Christian Bürkner , Stefan T. Radev

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…

Methodology · Statistics 2022-07-15 Christopher Drovandi , David J Nott , David T Frazier

Missing data are pervasive in modern functional datasets, where trajectories are often sparsely or irregularly observed. Although Functional Principal Component Analysis (FPCA) is widely used to reconstruct incomplete curves, existing…

Methodology · Statistics 2026-05-11 Ziren Jiang , Lei Xuan , Eric F. Lock , Erjia Cui

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization…

Machine Learning · Computer Science 2021-10-06 Alexander Aushev , Henri Pesonen , Markus Heinonen , Jukka Corander , Samuel Kaski

The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models.…

Machine Learning · Statistics 2023-10-06 Daolang Huang , Ayush Bharti , Amauri Souza , Luigi Acerbi , Samuel Kaski