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Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…

Statistics Theory · Mathematics 2022-12-08 Samuel Bronstein , Stefan Engblom , Robin Marin

Early identification of at risk students in higher education depends on predictive models that maintain accuracy across successive cohorts -- a requirement that single-cohort modeling approaches fail to meet. This study evaluates Bayesian…

Applications · Statistics 2026-04-22 Jakob Schwerter , Amer Krivosija , Tim Novak , Katja Ickstadt , Alexander Munteanu

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

Statistics Theory · Mathematics 2024-06-03 Veronika Rockova

We address the problem of inferring the location of a target that releases odor in the presence of turbulence. Input for the inference is provided by many sensors scattered within the odor plume. Drawing inspiration from distributed…

Biological Physics · Physics 2026-01-13 Francesco Marcolli , Martin James , Agnese Seminara

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set…

Machine Learning · Computer Science 2022-05-24 Carlo Albert , Simone Ulzega , Firat Ozdemir , Fernando Perez-Cruz , Antonietta Mira

This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens automatically in Bayesian analysis, and…

Statistics Theory · Mathematics 2010-11-11 James G. Scott , James O. Berger

This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…

Statistics Theory · Mathematics 2023-08-29 Babak Maboudi Afkham , Kim Knudsen , Aksel Kaastrup Rasmussen , Tanja Tarvainen

In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…

Statistics Theory · Mathematics 2024-02-27 Han Cheng Lie , T. J. Sullivan , Aretha Teckentrup

In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

We study belief revision when information is represented by a set of probability distributions, or general information. General information extends the standard event notion while including qualitative information (A is more likely than B),…

Theoretical Economics · Economics 2025-02-04 Adam Dominiak , Matthew Kovach , Gerelt Tserenjigmid

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

General Bayesian updating replaces the likelihood with a loss scaled by a learning rate, but posterior uncertainty can depend sharply on that scale. We propose a simple post-processing that aligns generalized posterior draws with their…

Methodology · Statistics 2025-12-12 Shu Tamano , Yui Tomo

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi