Related papers: On the Consistency and Performance of the Iterativ…
Many applications of Bayesian data analysis involve sensitive information, motivating methods which ensure that privacy is protected. We introduce a general privacy-preserving framework for Variational Bayes (VB), a widely used…
This article explores the estimation of unknown parameters and reliability characteristics under the assumption that the lifetimes of the testing units follow an Inverted Exponentiated Pareto (IEP) distribution. Here, both point and…
We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…
Estimation of reliability and hazard rate is one of the most important problems raised in many applications especially in engineering studies as well as human lifetime. In this regard, different methods of estimation have been used. Each…
The Iterative Born Approximation (IBA) is a well-known method for describing waves scattered by semi-transparent objects. In this paper, we present a novel nonlinear inverse scattering method that combines IBA with an edge-preserving total…
This study introduces an iterative Bayesian Robbins--Monro (IBRM) sequence, which unites the classical Robbins--Monro sequence with statistical estimation for faster root-finding under noisy observations. Although the standard…
Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…
We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
Network attacks have been very prevalent as their rate is growing tremendously. Both organization and individuals are now concerned about their confidentiality, integrity and availability of their critical information which are often…
Databases often contain corrupted, degraded, and noisy data with duplicate entries across and within each database. Such problems arise in citations, medical databases, genetics, human rights databases, and a variety of other applied…
The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…
Variational Bayesian (VB) methods produce posterior inference in a time frame considerably smaller than traditional Markov Chain Monte Carlo approaches. Although the VB posterior is an approximation, it has been shown to produce good…
Today, the publication of microdata poses a privacy threat. Vast research has striven to define the privacy condition that microdata should satisfy before it is released, and devise algorithms to anonymize the data so as to achieve this…
The synthetic data approach to data confidentiality has been actively researched on, and for the past decade or so, a good number of high quality work on developing innovative synthesizers, creating appropriate utility measures and risk…
This paper develops a mathematical and computational framework for analyzing the expected performance of Bayesian data fusion, or joint statistical inference, within a sensor network. We use variational techniques to obtain the posterior…
Statistical agencies utilize models to synthesize respondent-level data for release to the public for privacy protection. In this work, we efficiently induce privacy protection into any Bayesian synthesis model by employing a pseudo…
Statistical agencies utilize models to synthesize respondent-level data for release to the general public as an alternative to the actual data records. A Bayesian model synthesizer encodes privacy protection by employing a hierarchical…
Firms and statistical agencies must protect the privacy of the individuals whose data they collect, analyze, and publish. Increasingly, these organizations do so by using publication mechanisms that satisfy differential privacy. We consider…
As Internet of Things (IoT) and Cyber-Physical systems become more ubiquitous and an integral part of our daily lives, it is important that we are able to trust the data aggregate from such systems. However, the interpretation of…