Related papers: Bayesian Separation Logic
Probabilistic integration provides a criterion for stopping a simulation when a specified error tolerance is satisfied with high confidence. We comment on some of the modeling assumptions and implementation issues involved in designing an…
BPS, the Bayesian Problem Solver, applies probabilistic inference and decision-theoretic control to flexible, resource-constrained problem-solving. This paper focuses on the Bayesian inference mechanism in BPS, and contrasts it with those…
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…
Formalisms for specifying statistical models, such as probabilistic-programming languages, typically consist of two components: a specification of a stochastic process (the prior), and a specification of observations that restrict the…
This paper reviews background and examples of Bayesian predictive synthesis (BPS), and develops details in a subset of BPS mixture models. BPS expands on standard Bayesian model uncertainty analysis for model mixing to provide a broader…
Optimizing an expensive-to-query function is a common task in science and engineering, where it is beneficial to keep the number of queries to a minimum. A popular strategy is Bayesian optimization (BO), which leverages probabilistic models…
Probabilistic programming methods have revolutionised Bayesian inference, making it easier than ever for practitioners to perform Markov-chain-Monte-Carlo sampling from non-conjugate posterior distributions. Here we focus on Stan, arguably…
We present a domain-theoretic framework for probabilistic programming that provides a constructive definition of conditional probability and addresses computability challenges previously identified in the literature. We introduce a novel…
Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…
The generation of comprehensible explanations is an essential feature of modern artificial intelligence systems. In this work, we consider probabilistic logic programming, an extension of logic programming which can be useful to model…
Currently, there is a gap between the tools used by probability theorists and those used in formal reasoning about probabilistic programs. On the one hand, a probability theorist decomposes probabilistic state along the simple and natural…
Likelihood-free methods are an established approach for performing approximate Bayesian inference for models with intractable likelihood functions. However, they can be computationally demanding. Bayesian synthetic likelihood (BSL) is a…
In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…
Bayesian networks (BNs) are graphical \emph{first-order} probabilistic models that allow for a compact representation of large probability distributions, and for efficient inference, both exact and approximate. We introduce a…
Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…
This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…
Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…
We give an adequate denotational semantics for languages with recursive higher-order types, continuous probability distributions, and soft constraints. These are expressive languages for building Bayesian models of the kinds used in…
This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…