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Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever…

Statistics Theory · Mathematics 2013-06-04 Gérard Biau , Frédéric Cérou , Arnaud Guyader

Despite the growing interest in designing truly interactive hyperparameter optimization (HPO) methods, to date, only a few allow to include human feedback. Existing interactive Bayesian optimization (BO) methods incorporate human beliefs by…

Machine Learning · Computer Science 2025-05-26 Jonas Seng , Fabrizio Ventola , Zhongjie Yu , Kristian Kersting

Recently several researchers have investigated techniques for using data to learn Bayesian networks containing compact representations for the conditional probability distributions (CPDs) stored at each node. The majority of this work has…

Machine Learning · Computer Science 2015-05-19 David Maxwell Chickering , David Heckerman , Christopher Meek

The biological implausibility of backpropagation (BP) has motivated many alternative, brain-inspired algorithms that attempt to rely only on local information, such as predictive coding (PC) and equilibrium propagation. However, these…

Machine Learning · Computer Science 2025-12-01 Francesco Innocenti , El Mehdi Achour , Christopher L. Buckley

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Learning the graphical structure of Bayesian networks is key to describing data-generating mechanisms in many complex applications but poses considerable computational challenges. Observational data can only identify the equivalence class…

Machine Learning · Statistics 2023-06-28 Enrico Giudice , Jack Kuipers , Giusi Moffa

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…

Machine Learning · Computer Science 2025-06-18 Alisa Sheinkman , Sara Wade

Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…

Machine Learning · Statistics 2025-07-10 Luhuan Wu , Mingzhang Yin , Yixin Wang , John P. Cunningham , David M. Blei

Probabilistic circuits (PCs) have gained prominence in recent years as a versatile framework for discussing probabilistic models that support tractable queries and are yet expressive enough to model complex probability distributions.…

Machine Learning · Computer Science 2024-03-12 Pedro Zuidberg Dos Martires

Considering a probability distribution over parameters is known as an efficient strategy to learn a neural network with non-differentiable activation functions. We study the expectation of a probabilistic neural network as a predictor by…

Machine Learning · Computer Science 2023-04-17 Louis Fortier-Dubois , Gaël Letarte , Benjamin Leblanc , François Laviolette , Pascal Germain

We propose a novel algorithm for quantizing continuous latent representations in trained models. Our approach applies to deep probabilistic models, such as variational autoencoders (VAEs), and enables both data and model compression. Unlike…

Image and Video Processing · Electrical Eng. & Systems 2020-09-09 Yibo Yang , Robert Bamler , Stephan Mandt

Decision-guided perspectives on model uncertainty expand traditional statistical thinking about managing, comparing and combining inferences from sets of models. Bayesian predictive decision synthesis (BPDS) advances conceptual and…

Methodology · Statistics 2023-05-09 Emily Tallman , Mike West

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Machine Learning · Computer Science 2012-07-02 Max Welling , Sridevi Parise

Conformal prediction (CP) is widely presented as distribution-free predictive inference with finite-sample marginal coverage under exchangeability. We argue that CP is best understood as a rank-calibrated descendant of the…

Statistics Theory · Mathematics 2025-12-30 Jyotishka Datta , Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Local learning, which trains a network through layer-wise local targets and losses, has been studied as an alternative to backpropagation (BP) in neural computation. However, its algorithms often become more complex or require additional…

Machine Learning · Computer Science 2025-05-22 Satoki Ishikawa , Rio Yokota , Ryo Karakida

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

Machine Learning · Statistics 2023-11-27 Lasse Elsemüller , Martin Schnuerch , Paul-Christian Bürkner , Stefan T. Radev

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf
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