Related papers: Improving the Accuracy of Amortized Model Comparis…
This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…
Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…
Although Behavioral Cloning (BC) in theory suffers compounding errors, its scalability and simplicity still makes it an attractive imitation learning algorithm. In contrast, imitation approaches with adversarial training typically does not…
Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…
Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions - a computational…
Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…
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…
Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…
Bayesian inverse problems arise in various scientific and engineering domains, and solving them can be computationally demanding. This is especially the case for problems governed by partial differential equations, where the repeated…
Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…
The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…
Model-based reinforcement learning has shown promise for improving sample efficiency and decision-making in complex environments. However, existing methods face challenges in training stability, robustness to noise, and computational…
Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…
In this paper, we theoretically justify an approach popular among participants of the Higgs Boson Machine Learning Challenge to optimize approximate median significance (AMS). The approach is based on the following two-stage procedure.…
We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent…
Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…
Bounded Model Checking (BMC) is a powerful technique for proving unsafety. However, finding deep counterexamples that require a large bound is challenging for BMC. On the other hand, acceleration techniques compute "shortcuts" that…
This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match…
Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…