Related papers: Bayesian Deep Learning for Discrete Choice
Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…
Modelling the behaviour of highly nonlinear dynamical systems with robust uncertainty quantification is a challenging task which typically requires approaches specifically designed to address the problem at hand. We introduce a…
We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…
We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…
Deterministic neural nets have been shown to learn effective predictors on a wide range of machine learning problems. However, as the standard approach is to train the network to minimize a prediction loss, the resultant model remains…
Principled Bayesian deep learning (BDL) does not live up to its potential when we only focus on marginal predictive distributions (marginal predictives). Recent works have highlighted the importance of joint predictives for (Bayesian)…
Latent space models (LSMs) are frequently used to model network data by embedding a network's nodes into a low-dimensional latent space; however, choosing the dimension of this space remains a challenge. To this end, we begin by formalizing…
This work introduces a novel deep learning-based architecture, termed the Deep Belief Markov Model (DBMM), which provides efficient, model-formulation agnostic inference in Partially Observable Markov Decision Process (POMDP) problems. The…
In modern applications such as ECG monitoring, neuroimaging, wearable sensing, and industrial equipment diagnostics, complex and continuously structured data are ubiquitous, presenting both challenges and opportunities for functional data…
Disentangled representation learning (DRL) aims to break down observed data into core intrinsic factors for a profound understanding of the data. In real-world scenarios, manually defining and labeling these factors are non-trivial, making…
Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…
Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…
The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…
Inspired by the success of Convolutional Neural Networks (CNNs) for supervised prediction in images, we design the Deconvolutional Generative Model (DGM), a new probabilistic generative model whose inference calculations correspond to those…
Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…
Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…
This paper explores the intersection of Discrete Choice Modeling (DCM) and machine learning, focusing on the integration of image data into DCM's utility functions and its impact on model interpretability. We investigate the consequences of…
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…
Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…
Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…