Related papers: Reconciling Binary Replicates: Beyond the Average
Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…
The Brier score is frequently used by meteorologists to measure the skill of binary probabilistic forecasts. We show, however, that in simple idealised cases it gives counterintuitive results. We advocate the use of an alternative measure…
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…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
Unnormalized (or energy-based) models provide a flexible framework for capturing the characteristics of data with complex dependency structures. However, the application of standard Bayesian inference methods has been severely limited…
We address the problem of non-orthogonal two-state discrimination when multiple copies of the unknown state are available. We give the optimal strategy when only fixed individual measurements are allowed and show that its error probability…
Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing…
The quality of a summarization evaluation metric is quantified by calculating the correlation between its scores and human annotations across a large number of summaries. Currently, it is unclear how precise these correlation estimates are,…
A specific implementation of Bayesian model averaging has recently been suggested as a method for the calibration of ensemble temperature forecasts. We point out the similarities between this new approach and an earlier method known as…
In this paper we propose a bayesian approach for near-duplicate image detection, and investigate how different probabilistic models affect the performance obtained. The task of identifying an image whose metadata are missing is often…
Many organizations face critical decisions that rely on forecasts of binary events. In these situations, organizations often gather forecasts from multiple experts or models and average those forecasts to produce a single aggregate…
For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
This paper compares three approaches to the problem of selecting among probability models to fit data (1) use of statistical criteria such as Akaike's information criterion and Schwarz's "Bayesian information criterion," (2) maximization of…
Estimating the prevalence of a disease is necessary for evaluating and mitigating risks of its transmission within or between populations. Estimates that consider how prevalence changes with time provide more information about these risks…
Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…
We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…
Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g.…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
We investigate the discrimination of two candidates of an unknown parameter in quantum systems with continuous weak measurement, inspired by the application of hypothesis testing in distinguish-ing two Hamiltonians [Kiilerich and M{\o}lmer,…