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Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

We consider a population of Bayesian agents who share a common prior over some finite state space and each agent is exposed to some information about the state. We ask which distributions over empirical distributions of posteriors beliefs…

Computer Science and Game Theory · Computer Science 2022-02-07 Itai Arieli , Yakov Babichenko

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Machine Learning · Computer Science 2022-01-19 David Tolpin

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

In this paper, we are concerned with attributing meaning to the results of a Bayesian analysis for a problem which is sufficiently complex that we are unable to assert a precise correspondence between the expert probabilistic judgements of…

Statistics Theory · Mathematics 2015-12-04 Daniel Williamson , Michael Goldstein

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

General Probabilistic Theories provide the most general mathematical framework for the theory of probability in an operationally natural manner, and generalize classical and quantum theories. In this article, we study state-discrimination…

Quantum Physics · Physics 2010-09-15 Koji Nuida , Gen Kimura , Takayuki Miyadera

A novel algorithm for actively trading stocks is presented. While traditional expert advice and "universal" algorithms (as well as standard technical trading heuristics) attempt to predict winners or trends, our approach relies on…

Artificial Intelligence · Computer Science 2011-07-04 A. Borodin , R. El-Yaniv , V. Gogan

Vocabulary learning by children can be characterized by many biases. When encountering a new word, children as well as adults, are biased towards assuming that it means something totally different from the words that they already know. To…

Computation and Language · Computer Science 2017-02-09 Ramon Ferrer-i-Cancho

Many multiagent applications require an agent to learn quickly how to interact with previously unknown other agents. To address this problem, researchers have studied learning algorithms which compute posterior beliefs over a hypothesised…

Artificial Intelligence · Computer Science 2019-07-12 Stefano V. Albrecht , Jacob W. Crandall , Subramanian Ramamoorthy

Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks…

AI agents designed to collaborate with people benefit from models that enable them to anticipate human behavior. However, realistic models tend to require vast amounts of human data, which is often hard to collect. A good prior or…

Machine Learning · Computer Science 2022-11-22 Mesut Yang , Micah Carroll , Anca Dragan

We investigate in this paper the theory and econometrics of optimal matchings with competing criteria. The surplus from a marriage match, for instance, may depend both on the incomes and on the educations of the partners, as well as on…

General Economics · Economics 2021-02-26 Alfred Galichon , Bernard Salanié

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Computation plays a major role in decision making. Even if an agent is willing to ascribe a probability to all states and a utility to all outcomes, and maximize expected utility, doing so might present serious computational problems.…

Computer Science and Game Theory · Computer Science 2011-06-15 Joseph Y. Halpern , Rafael Pass

Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…

Machine Learning · Computer Science 2026-05-26 Agustinus Kristiadi

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

Methodology · Statistics 2021-02-26 Nilabja Guha , Jyotishka Datta

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are…

Machine Learning · Statistics 2015-03-13 Philipp Hennig