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Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…

Applications · Statistics 2025-07-03 Zekai Jin , Yaakov Stern , Seonjoo Lee

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…

Methodology · Statistics 2017-07-11 Simon H. Tindemans , Goran Strbac

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

Neural density estimators have proven remarkably powerful in performing efficient simulation-based Bayesian inference in various research domains. In particular, the BayesFlow framework uses a two-step approach to enable amortized parameter…

Methodology · Statistics 2022-11-10 Marvin Schmitt , Paul-Christian Bürkner , Ullrich Köthe , Stefan T. Radev

Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Sojin Lee , Dogyun Park , Inho Kong , Hyunwoo J. Kim

This work takes a critical look at the application of conventional machine learning methods to wireless communication problems through the lens of reliability and robustness. Deep learning techniques adopt a frequentist framework, and are…

Machine Learning · Computer Science 2022-07-04 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Marios Kountouris , David Gesbert

In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest…

Instrumentation and Methods for Astrophysics · Physics 2012-03-12 Philip Graff , Farhan Feroz , Michael P. Hobson , Anthony Lasenby

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

Causal discovery and causal reasoning are classically treated as separate and consecutive tasks: one first infers the causal graph, and then uses it to estimate causal effects of interventions. However, such a two-stage approach is…

Machine Learning · Computer Science 2022-10-18 Christian Toth , Lars Lorch , Christian Knoll , Andreas Krause , Franz Pernkopf , Robert Peharz , Julius von Kügelgen

A new robust and statistically efficient estimator for ARMA models called the bounded influence propagation (BIP) {\tau}-estimator is proposed. The estimator incorporates an auxiliary model, which prevents the propagation of outliers.…

Methodology · Statistics 2017-04-05 Michael Muma , Abdelhak M. Zoubir

Optimal control of complex environments with robotic systems faces two complementary and intertwined challenges: efficient organization of sensory state information and far-sighted action planning. Because the reinforcement learning…

Machine Learning · Computer Science 2026-01-30 Abdullah Akgül , Gulcin Baykal , Manuel Haußmann , Mustafa Mert Çelikok , Melih Kandemir

We study the algorithmic problem of robust mean estimation of an identity covariance Gaussian in the presence of mean-shift contamination. In this contamination model, we are given a set of points in $\mathbb{R}^d$ generated i.i.d. via the…

Data Structures and Algorithms · Computer Science 2025-02-21 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Thanasis Pittas

Ambient diffusion is a recently proposed framework for training diffusion models using corrupted data. Both Ambient Diffusion and alternative SURE-based approaches for learning diffusion models from corrupted data resort to approximations…

Computer Vision and Pattern Recognition · Computer Science 2024-07-23 Giannis Daras , Alexandros G. Dimakis , Constantinos Daskalakis

Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…

Machine Learning · Computer Science 2025-01-03 Daniela de Albuquerque , John Pearson